//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Schnabel, Claus"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Do Mandatory Pensions Decrease...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Rohstoffderivat
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Scientific modelling
1
Share price
1
Spillover effect
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Schnabel, Claus
Aiube, Fernando Antônio Lucena
1
Al-Yahyaee, Khamis Hamed
1
Auer, Benjamin R.
1
Cao, Zeyang
1
Chang, Chia-Lin
1
Chen, Qitong
1
Chen, Weiyan
1
Degenhardt, Thomas
1
Faquieri, Winicius Botelho
1
Hau, Liya
1
Kang, Sang Hoon
1
Karathanasopoulos, Andreas
1
Mensi, Walid
1
Mikutowski, Mateusz
1
Osman, Mohamed
1
Roengchai Tansuchat
1
Stewart, Kenneth G.
1
Xu, Ke
1
Xuan Vinh Vo
1
Zaremba, Adam
1
Zhu, Huiming
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
5
Working paper
2
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->