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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~subject:"Bank risk"
~subject:"Versicherungsbetrieb"
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Risk Management
Volatility
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Versicherungsbetrieb
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Risk management
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Volatilität
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12-Month variance futures
1
3-Month variance futures
1
ARCH model
1
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Chang, Chia-Lin
McAleer, Michael
4
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Kang, Sang Hoon
2
Mensi, Walid
2
Pérez Amaral, Teodosio
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Maadid, Alanoud
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Al-Yahyaee, Khamis Hamed
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Asai, Manabu
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1
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1
Chan, Chia-chung
1
Chang, Yung-ho
1
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1
Hussain, Nazim
1
Iqbal, Jamshed
1
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1
Li, Guowen
1
Li, Jianping
1
Li, Xupei
1
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1
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1
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1
Lojak, Benjamin
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1
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1
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1
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1
Ugolini, Andrea
1
Ur Rehman, Mobeen
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
3
The North American Journal of Economics and Finance
2
Documentos de Trabajo del ICAE
1
Econometric Institute research papers
1
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ECONIS (ZBW)
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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