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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Schnabel, Claus"
~subject:"Schätzung"
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Schätzung
ARCH model
2
ARCH-Modell
2
Estimation
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
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Capital income
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Commodity derivative
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Conditional correlations
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Correlation
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Crude oil prices
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Derivat
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Derivative
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Kapitaleinkommen
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Multivariate GARCH
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Oil price
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Option pricing theory
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Options
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Risikomanagement
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Risk exposure
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Risk management
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Rohstoffderivat
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Scientific modelling
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Share price
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McAleer, Michael
Schnabel, Claus
Gupta, Rangan
12
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
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Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
38
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
26
Working paper
26
Discussion paper series / IZA
20
Diskussionspapiere
20
Discussion paper / Tinbergen Institute
18
IZA Discussion Papers
15
Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
12
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
10
IZA Discussion Paper
9
Tinbergen Institute Discussion Paper
7
IWQW discussion paper series
6
Applied economics
4
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
4
Econometric reviews
4
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
4
IWQW Discussion Papers
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
University of Lüneburg Working paper series in economics
4
IAB-Discussion Paper
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Working Paper Series in Economics
3
Applied economics letters
2
Applied financial economics
2
Economics letters
2
IZA world of labor : evidence-based policy making
2
Industrial relations : a journal of economy & society
2
International journal of forecasting
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of macroeconomics
2
Risks : open access journal
2
Schmollers Jahrbuch : journal of contextual economics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Working papers in economics and econometrics
2
BGPE discussion paper : Bavarian graduate program in economics
1
Beschäftigungseffekte betrieblicher Arbeitszeitgestaltung
1
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ECONIS (ZBW)
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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:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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