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subject:"Derivat"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Roengchai Tansuchat"
~subject:"Ölpreis"
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Derivat
Ölpreis
ARCH model
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ARCH-Modell
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Aktienindex
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Capital income
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McAleer, Michael
Roengchai Tansuchat
Al-Yahyaee, Khamis Hamed
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Jiang, Yong
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Kang, Sang Hoon
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Lin, Ling
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Mensi, Walid
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Al-Jarrah, Idries Mohammad Wanas
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Chan, Leo H.
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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Working paper
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Energy economics
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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