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subject:"Derivat"
~accessRights:"free"
~person:"Chatrath, Arjun"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
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Derivat
ARCH model
ARCH-Modell
Effizienzmarkthypothese
Rohstoffderivat
36
Commodity derivative
34
Volatilität
25
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24
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Chatrath, Arjun
McAleer, Michael
Chang, Chia-Lin
17
Tansuchat, Roengchai
10
Manera, Matteo
8
Till, Hilary
8
Palaniappan Shanmugam, Velmurugan
7
Schlögl, Erik
7
Cheng, Benjamin
6
Nicolini, Marcella
6
Algieri, Bernardina
5
Armah, Paul
4
Coibion, Olivier
4
Huisman, Ronald
4
Kilic, Mehtap
4
Vignati, Ilaria
4
A, Saravanan
3
Charupat, Narat
3
Chinn, Menzie David
3
Deaves, Richard
3
Fleten, Stein-Erik
3
Fritz, Andreas
3
Gronwald, Marc
3
Hawaldar, Iqbal Thonse
3
Korn, Olaf
3
Martínez, Beatriz
3
Nikitopoulos, Christina Sklibosios
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Raghu, Raghavendra R. H.
3
Scholz, Sebastian
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Tanattrin Bunnag
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Torró, Hipòlit
3
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3
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3
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2
Baur, Dirk G.
2
Benth, Fred Espen
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2
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2
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Econometric Institute research papers
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1
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22
EconStor
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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
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
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
7
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
8
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
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