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subject:"Schätzung"
~person:"Kang, Boda"
~person:"McAleer, Michael"
~person:"McDonald, John F."
~subject:"ARCH-Modell"
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Schätzung
ARCH-Modell
Rohstoffderivat
69
Commodity derivative
67
Volatilität
45
Volatility
44
ARCH model
31
Ölpreis
29
Estimation
28
Oil price
28
Spotmarkt
24
Spot market
23
Chicago (Ill.)
21
Spillover-Effekt
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8
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8
Städtische Flächennutzung
8
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7
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7
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English
46
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Kang, Boda
McAleer, Michael
McDonald, John F.
Ma, Feng
29
Chang, Chia-Lin
25
Manera, Matteo
13
McMillen, Daniel P.
13
Wang, Yudong
13
Wei, Yu
13
Belke, Ansgar
12
Zhang, Yaojie
12
Arezki, Rabah
11
Bordon, Ingo G.
11
Ji, Qiang
10
Tansuchat, Roengchai
10
Hammoudeh, Shawkat
9
Nguyen, Duc Khuong
9
Nicolini, Marcella
9
Prokopczuk, Marcel
9
Roengchai Tansuchat
9
Luo, Jiawen
8
Triantafyllou, Athanasios
8
Chevallier, Julien
7
Chiarella, Carl
7
Dehn, Jan
7
Korn, Olaf
7
Mignon, Valérie
7
Nielsen, Morten Ørregaard
7
Algieri, Bernardina
6
Bouri, Elie
6
Caporale, Guglielmo Maria
6
Christiano, Lawrence J.
6
Ciferri, Davide
6
Czudaj, Robert
6
Frankel, Jeffrey A.
6
Giannone, Domenico
6
Girardi, Alessandro
6
Holt, Matthew T.
6
Kang, Sang Hoon
6
Kilian, Lutz
6
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University of Canterbury / Dept. of Economics and Finance
2
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Econometric Institute research papers
10
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6
Energy economics
5
Journal of urban economics
3
The journal of real estate finance and economics
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Applied financial economics
1
Discussion paper / Tinbergen Institute
1
Finance research letters
1
International journal of forecasting
1
International review of economics & finance : IREF
1
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1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
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1
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1
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1
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1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
45
EconStor
1
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1
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
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
3
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:
4
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:
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
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
7
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
8
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:
9
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:
10
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:
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