//--> //--> //-->
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
~person:"Chang, Chia-Lin"
~person:"Ellwanger, Reinhard"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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: "Preisindex" OR "Rohstoff" OR "Rohstoffpreis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
22
Volatilität
22
ARCH model
17
ARCH-Modell
17
Commodity derivative
17
Rohstoffderivat
17
USA
14
United States
14
Spillover effect
13
Spillover-Effekt
13
Hedging
12
Oil price
12
Spot market
12
Spotmarkt
12
Ölpreis
12
Estimation
9
Schätzung
9
Futures
8
Biofuel
6
Biokraftstoff
6
Capital income
6
Kapitaleinkommen
6
Welt
6
World
6
Zeitreihenanalyse
6
Causality analysis
5
Commodity price
5
Kausalanalyse
5
Rohstoffpreis
5
Theorie
5
Theory
5
Erneuerbare Ressourcen
4
Großbritannien
4
Renewable resources
4
United Kingdom
4
Index derivative
3
Indexderivat
3
diagonal BEKK
3
1994-2009
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
6
Author
All
Chang, Chia-Lin
Ellwanger, Reinhard
McAleer, Michael
6
MacDonald, Ronald
3
Roengchai Tansuchat
3
Bayoumi, Tamim A.
2
Bhattacharya, Rudrani
2
Chen, Jinghui
2
De Nicola, Francesca
2
De Pace, Pierangelo
2
Hernandez, Manuel A.
2
Hubrich, Kirstin
2
Kobayashi, Masahito
2
Kunst, Robert M.
2
McDermott, C. John
2
Nagaev, Alexander V.
2
Nagaev, Sergei A.
2
Nielsen, Morten Ørregaard
2
Smith, Aaron D.
2
Snudden, Stephen
2
Spargoli, Fabrizio
2
Taylor, Robert
2
Zagaglia, Paolo
2
Ahn, Sung K.
1
Algieri, Bernardina
1
Alles, Lakshman
1
Alpay Koc̦ak, Necmettin
1
Alqaralleh, Huthaifa
1
Aracena D., Francisco
1
Arango-Castillo, Lenin
1
Aron, Janine
1
Atuk, Oğuz
1
Auer, Ludwig von
1
Basch H., Miguel
1
Bastourre, Diego
1
Bayoumi, Tamim
1
Black, Jane M.
1
Boshoff, Janine
1
Bouri, Elie
1
Buchinsky, Moshe
1
more ...
less ...
Published in...
All
Econometric Institute research papers
2
LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
2
Working paper
2
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Seize the last day : period-end-point sampling for forecasts of temporally aggregated data
Ellwanger, Reinhard
;
Snudden, Stephen
;
Arango-Castillo, …
-
2023
Persistent link: https://www.econbiz.de/10014437443
Saved in:
2
Predictability of aggregated time series
Ellwanger, Reinhard
;
Snudden, Stephen
-
2021
Persistent link: https://www.econbiz.de/10012617693
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->