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subject:"Schätzung"
~isPartOf:"Econometric Institute research papers"
~person:"Kang, Boda"
~person:"McAleer, Michael"
~person:"McDonald, John F."
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Schätzung
Commodity derivative
15
Rohstoffderivat
15
Volatility
13
Volatilität
13
ARCH model
10
ARCH-Modell
10
Oil price
8
Spot market
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Spillover effect
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1997-2008
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Erneuerbare Ressourcen
2
Modellierung
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Portfolio selection
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Portfolio-Management
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Kang, Boda
McAleer, Michael
McDonald, John F.
Chang, Chia-Lin
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Tansuchat, Roengchai
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Econometric Institute research papers
Journal of urban economics
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29th International Conference of the French Finance Association (AFFI) 2012
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of regional science
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Regional science & urban economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Special issue on historical research on real estate issues
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
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