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subject:"USA"
subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~subject:"Deutschland"
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USA
Volatilität
Deutschland
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatility
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Rohstoffderivat
1
Scientific modelling
1
Share price
1
Spillover effect
1
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Article
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Article in journal
2
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2
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English
2
Author
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Härdle, Wolfgang
McAleer, Michael
Gupta, Rangan
9
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Ji, Qiang
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Ur Rehman, Mobeen
2
Yoon, Seong-min
2
Zhang, Zhaoyong
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Alomari, Mohammad
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
26
SFB 649 discussion paper
21
Working paper
15
Discussion paper / Tinbergen Institute
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
4
Applied quantitative finance
3
International review of economics & finance : IREF
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Journal of applied econometrics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The econometrics journal
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied economics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Managerial finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
The Korean economic review
1
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ECONIS (ZBW)
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
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:
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