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~institution:"OECD / Directorate for Financial and Enterprise Affairs / Competition Committee"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"ita"
~person:"Khamkaew, Thanchanok"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Volatility
Spillover effect
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Spillover-Effekt
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1994-2009
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ARCH model
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Asia
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Asien
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Khamkaew, Thanchanok
McAleer, Michael
8
Allen, David E.
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Chang, Chia-Lin
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Asai, Manabu
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chen, Ping-yu
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Cruickshank, S. N.
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Etebari, Ahmad
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Ishida, Isao
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Jones, Bradley
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Lan Fen Chu
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Lin, Chien-ting
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Malik, Farooq
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Masih, Abdul Mansur M.
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Medeiros, Marcelo C.
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Oya, Kosuke
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Rea, Alethea
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Rea, William
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Reale, Marco
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Roengchai Tansuchat
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Wisniewski, Tomasz Piotr
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OECD / Directorate for Financial and Enterprise Affairs / Competition Committee
School of Finance and Business Economics <Perth, Western Australia>
University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
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