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Search: subject:"ARJI-trend model"
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ARJI-trend model
2
Biofuel
1
Biokraftstoff
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Commodity derivative
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Commodity futures
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Commodity price
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Currency derivative
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Exchange rate
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structural break
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Chiang, Shu-Mei
2
Chen, Chun-Da
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Chiu, Chien-Liang
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Huang, Chien-Ming
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Yeh, Chin-Piao
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Emerging Markets Finance and Trade
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Journal of international money and finance
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ECONIS (ZBW)
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Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
2
Permanent and Transitory Components in the Chinese Stock Market: The
ARJI-Trend
Model
Chiang, Shu-Mei
;
Yeh, Chin-Piao
;
Chiu, Chien-Liang
- In:
Emerging Markets Finance and Trade
45
(
2009
)
3
,
pp. 35-55
This study applies the
ARJI-trend
model
in conjunction with the procedure proposed by Bai and Perron (2003) to …
Persistent link: https://www.econbiz.de/10005048868
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