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~isPartOf:"Economics of innovation and new technology"
~isPartOf:"Games and economic behavior"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"Journal of international economics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Bacchetta, Philippe"
~person:"Cacciatore, Matteo"
~person:"Chandra, Vandana"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Giles, David E. A."
~person:"Hammoudeh, Shawkat"
~person:"Karanassou, Marika"
~person:"Kit, Pong Wong"
~person:"Lahiri, Sajal"
~person:"Lin, Shin-Hung"
~person:"Ornelas, Emanuel"
~person:"Panagariya, Arvind"
~person:"Van Wincoop, Eric"
~person:"Wang, Leonard F. S."
~source:"econis"
~subject:"ARCH-Modell"
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Allouch, Nizar
Bacchetta, Philippe
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Karanassou, Marika
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Journal of quantitative economics : official journal of the Indian Econometric Society
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
2
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
4
Volatility transmission across currencies and commodities with US uncertainty measures
Khalifa, Ahmed A. A.
;
Otranto, Edoardo
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011672897
Saved in:
5
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
6
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo
;
Alves, Isabel Fraga
;
Hammoudeh, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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