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~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Chen, Chi-chung"
~person:"Hervé, Karine"
~person:"Martin, Franck"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Caporin, Massimiliano
Chen, Chi-chung
Hervé, Karine
Martin, Franck
McAleer, Michael
15
Chang, Chia-Lin
5
Roengchai Tansuchat
3
Asai, Manabu
2
Chen, Ping-yu
2
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Lan Fen Chu
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1
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ECONIS (ZBW)
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1
Optimal pairs trading strategies in a cointegration framework
Huang, Zhe
;
Martin, Franck
-
2017
Persistent link: https://www.econbiz.de/10011713000
Saved in:
2
Internationalization versus regionalization in the emerging stock markets
Coudert, Virginie
;
Hervé, Karine
;
Mabille, Pierre
-
2013
Persistent link: https://www.econbiz.de/10009790148
Saved in:
3
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
4
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
6
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
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