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~accessRights:"free"
~person:"Dooley, Michael P."
~person:"McAleer, Michael"
~subject:"Rohstoffderivat"
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Rohstoffderivat
USA
85
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80
Volatilität
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24
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22
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Indexderivat
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Dooley, Michael P.
McAleer, Michael
Chang, Chia-Lin
5
Chari, Varadarajan V.
4
Christiano, Lawrence J.
4
Kočenda, Evžen
4
Hooi Hooi Lean
3
Wong, Wing Keung
3
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2
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2
Faseli, Omid
2
Ghosh, Jayati
2
Gorton, Gary
2
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2
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2
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2
Leach, James A.
2
Liu, Zhuoshi
2
Livdan, Dmitry
2
Moravcova, Michala
2
Moravcová, Michala
2
Möbert, Jochen
2
Palaniappan Shanmugam, Velmurugan
2
Richardson, Matthew
2
Rouwenhorst, K. Geert
2
Sari, Ramazan
2
Tansuchat, Roengchai
2
Till, Hilary
2
Wei, Ching Chun
2
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2
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1
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1
An, Yunbi
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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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
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
3
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
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
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987669
Saved in:
6
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
7
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
8
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
. For the
USA
, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures …
Persistent link: https://www.econbiz.de/10011658757
Saved in:
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