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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatility"
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Volatility
Modellierung
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McAleer, Michael
4
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2
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2
Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
6
Svenska Handelshögskolan <Helsinki>
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Deutsche Börse AG
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Österreichisches Institut für Wirtschaftsforschung
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
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1
Queen Mary and Westfield College
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SUERF - The European Money and Finance Forum
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Springer Fachmedien Wiesbaden
1
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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
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:
3
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:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
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