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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Fritsch, Michael"
~person:"McAleer, Michael"
~person:"Wagner, Joachim"
~subject:"Schätzung"
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Schätzung
Portfolio selection
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Portfolio-Management
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Risikomanagement
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Volatility
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Volatilität
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ARCH model
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12-Month variance futures
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Fritsch, Michael
McAleer, Michael
Wagner, Joachim
Kang, Sang Hoon
2
Mensi, Walid
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Xuan Vinh Vo
2
Afonso, António
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Feng, Xunan
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Fu, Junhui
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
25
University of Lüneburg Working paper series in economics
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Freiberger Arbeitspapiere
8
Small business economics : an entrepreneurship journal
6
Applied economics letters
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Freiberg working papers
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Discussion paper series / IZA
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Applied economics quarterly
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Jahrbücher für Nationalökonomie und Statistik
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Applied economics
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Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
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Cambridge journal of economics
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
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Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
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Econometric Institute research papers
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Innovation clusters and interregional competition : [In November 2001 the Regional Economics Department of the Kiel Institute for World Economics hosted an International Workshop on "Innovation Clusters and Interregional Competition"]
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Schmollers Jahrbuch : journal of contextual economics
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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
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