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~isPartOf:"Working paper"
~person:"Christiansen, Charlotte"
~person:"Roengchai Tansuchat"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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11
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5
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5
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Christiansen, Charlotte
Roengchai Tansuchat
McAleer, Michael
42
Chang, Chia-Lin
15
Manera, Matteo
15
Neely, Christopher J.
15
Mumtaz, Haroon
14
Kapetanios, George
10
Mignon, Valérie
10
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9
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7
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7
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6
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5
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5
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4
Asai, Manabu
4
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4
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4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Mangeloja, Esa
4
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4
Savickas, Robert
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4
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4
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Behmiri, Niaz Bashiri
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ECONIS (ZBW)
11
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1
Implied
volatility
of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
2
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
3
Revisiting the shape of the yield curve : the effect of interest rate
volatility
Christiansen, Charlotte
;
Lund, Jesper
-
2002
Persistent link: https://www.econbiz.de/10001683214
Saved in:
4
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
Saved in:
5
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
-
2003
Persistent link: https://www.econbiz.de/10001848445
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
7
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:
8
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:
9
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
10
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
Saved in:
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