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~isPartOf:"Working paper"
~person:"Reed, W. Robert"
~person:"Roengchai Tansuchat"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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Reed, W. Robert
Roengchai Tansuchat
McAleer, Michael
42
Manera, Matteo
16
Chang, Chia-Lin
15
Neely, Christopher J.
15
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ECONIS (ZBW)
11
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1
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2015
Persistent link: https://www.econbiz.de/10011514454
Saved in:
2
Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
-
2016
-
Revised edition
Persistent link: https://www.econbiz.de/10011514491
Saved in:
3
Testing for unit roots with cointergated data
Reed, W. Robert
-
2015
Persistent link: https://www.econbiz.de/10011296226
Saved in:
4
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
-
2014
Persistent link: https://www.econbiz.de/10011296518
Saved in:
5
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2016
-
Revision
Persistent link: https://www.econbiz.de/10011592701
Saved in:
6
A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert
;
Smith, Aaron D.
-
2016
Persistent link: https://www.econbiz.de/10011592764
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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