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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Roengchai Tansuchat"
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Commodity derivative
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Rohstoffderivat
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Volatility
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Volatilität
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1994-2009
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ARCH model
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ARCH-Modell
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Asia
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Roengchai Tansuchat
McAleer, Michael
14
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Chen, Chi-chung
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Hammoudeh, Shawkat
2
Lugovskyy, Volodymyr
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Puzzello, Daniela
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Tucker, Steven James
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Anderson, Warwick
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Asai, Manabu
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Białkowski, Je̜drzej
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Chen, Ping-yu
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Etebari, Ahmad
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Franses, Philip Hans
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Ishida, Isao
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Khamkaew, Thanchanok
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Lan Fen Chu
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Malik, Farooq
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Medeiros, Marcelo C.
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Oxley, Les
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Oya, Kosuke
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Rea, Alethea
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Rea, William
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Reale, Marco
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Scarrott, Carl
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Wisniewski, Tomasz Piotr
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ECONIS (ZBW)
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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
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2
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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