//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of economics & finance : IREF"
~person:"Herwartz, Helmut"
~person:"Lee, Chingnun"
~person:"McAleer, Michael"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Rohstoffderivat
ARCH model
3
ARCH-Modell
3
Spillover effect
3
Spillover-Effekt
3
Volatility
3
Volatilität
3
Commodity derivative
2
Estimation
2
Oil price
2
Schätzung
2
Ölpreis
2
Asymmetry
1
Australia
1
Australien
1
Biofuel
1
Biokraftstoff
1
Börsenkurs
1
Capital income
1
China
1
Cholesky-GARCH
1
Crude oil futures
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Derivat
1
Derivative
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Ethanol futures
1
Forecast
1
Idiosyncratic jumps
1
Index futures
1
Index-Futures
1
Intra-day prices and returns
1
Japan
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Herwartz, Helmut
Lee, Chingnun
McAleer, Michael
Zhang, Yue-jun
2
Balcilar, Mehmet
1
Baldi, Lucia
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Chen, Wang
1
Corredor, Pilar
1
Feng, Lingbing
1
Ferrer, Elena
1
Gungor, Hasan
1
Hammoudeh, Shawkat
1
He, Ling-yun
1
Liu, Jing
1
Lucey, Brian M.
1
Ma, Feng
1
Patra, Saswat
1
Peri, Massimo
1
Rao, Haicheng
1
Ripple, Ronald D.
1
Santamaría Aquilué, Rafael
1
Vandone, Daniela
1
Wei, Yu
1
Wu, Yao-Bin
1
Yao, Ting
1
Zhu, Yiying
1
Öcal, Nadir
1
Öztek, Mehmet Fatih
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Econometric Institute research papers
9
Working paper
6
Energy economics
3
Discussion paper / Tinbergen Institute
1
Finance research letters
1
International journal of forecasting
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->