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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Schätzung
Welt
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World
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ARCH model
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Volatility
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Index construction
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Biofuel
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Economic adjustment
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Caporale, Guglielmo Maria
McAleer, Michael
Chang, Chia-Lin
1
Chen, Chi-chung
1
Lan Fen Chu
1
Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
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