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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Becker, Ralf"
~person:"Chang, Chia-Lin"
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Volatilität
Estimation
4
Schätzung
4
Volatility
4
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Stock index
2
12-Month variance futures
1
3-Month variance futures
1
Börsenkurs
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Exchange rate
1
Financial derivatives
1
Forecast
1
Forward and futures prices
1
Futures
1
Hedging
1
Informational efficiency
1
Informationseffizienz
1
Japan
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
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Becker, Ralf
Chang, Chia-Lin
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Clements, Adam
3
Nonejad, Nima
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Ben Omrane, Walid
2
Chevallier, Julien
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Fabozzi, Frank J.
2
Gribisch, Bastian
2
Haas, Markus
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Li, Leon
2
Lien, Da-hsiang Donald
2
Liesenfeld, Roman
2
Liu, Qiang
2
Ma, Feng
2
McAleer, Michael
2
Račev, Svetlozar T.
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
8
Working paper
3
International review of economics & finance : IREF
2
NCER working paper series
2
Applied economics
1
Discussion paper / Tinbergen Institute
1
Risks : open access journal
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:
3
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
Saved in:
4
On the informational efficiency of S&P500 implied volatility
Becker, Ralf
;
Clements, Adam
;
White, Scott I.
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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