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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
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Börsenkurs
Commodity derivative
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McAleer, Michael
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Silvennoinen, Annastiina
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Ekonomiska forskningsinstitutet <Stockholm>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
142
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Zentrum für Europäische Wirtschaftsforschung
5
Institut für Weltwirtschaft
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School of Finance and Business Economics <Perth, Western Australia>
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Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Arbeitsgemeinschaft der Deutschen Wertpapierbörsen
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / European Department <2>
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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1
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:
2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
3
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
4
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
5
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:
6
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
7
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina
(
contributor
); …
-
2005
-
[Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ;
Volatility
model evaluation …
Persistent link: https://www.econbiz.de/10002570445
Saved in:
8
Estimating the leverage parameter of continuous-time stochastic
volatility
models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
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