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~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Psaradakis, Zacharias G."
~subject:"Economic growth"
~subject:"Zeitreihenanalyse"
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Chang, Chia-Lin
Psaradakis, Zacharias G.
McAleer, Michael
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
2
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
Saved in:
3
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
5
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262868
Saved in:
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