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subject:"Schätzung"
~person:"Kang, Boda"
~person:"McAleer, Michael"
~person:"McDonald, John F."
~type_genre:"Arbeitspapier"
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Schätzung
Commodity derivative
34
Rohstoffderivat
34
Volatility
23
Volatilität
23
ARCH model
18
ARCH-Modell
18
Spot market
15
Spotmarkt
15
Oil price
14
Ölpreis
14
USA
12
United States
12
Spillover effect
10
Spillover-Effekt
10
Welt
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World
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Capital income
8
Estimation
8
Hedging
8
Kapitaleinkommen
8
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7
Causality analysis
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Commodity price
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Erneuerbare Ressourcen
4
Modellierung
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Portfolio selection
4
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4
Renewable resources
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Rohstoffpreis
4
Scientific modelling
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Time series analysis
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Zeitreihenanalyse
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Agrarpreis
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Arbeitspapier
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Graue Literatur
8
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Kang, Boda
McAleer, Michael
McDonald, John F.
Arezki, Rabah
8
Chang, Chia-Lin
7
Belke, Ansgar
6
Bordon, Ingo G.
5
Kilian, Lutz
5
Baumeister, Christiane
4
Brückner, Markus
4
Bühler, Wolfgang
4
Chiarella, Carl
4
Korn, Olaf
4
Nielsen, Morten Ørregaard
4
Tansuchat, Roengchai
4
Caporale, Guglielmo Maria
3
Ciferri, Davide
3
Dehn, Jan
3
Del Negro, Marco
3
Dolatabadi, Sepideh
3
Giannone, Domenico
3
Giannoni, Marc Paolo
3
Girardi, Alessandro
3
Hendricks, Torben
3
Petrella, Ivan
3
Roengchai Tansuchat
3
Tambalotti, Andrea
3
Volz, Ulrich
3
Xu, Ke
3
Alquist, Ron
2
Białkowski, Je̜drzej
2
Bignon, Vincent
2
Blouin, Arthur
2
Bricker, Jesse
2
Burke, Paul J.
2
Campos, Nauro
2
Carpantier, Jean-François
2
Chari, Varadarajan V.
2
Charupat, Narat
2
Chen, Shu-ling
2
Christiano, Lawrence J.
2
Coibion, Olivier
2
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
5
Working paper
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
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