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~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Roengchai Tansuchat
McAleer, Michael
41
Chang, Chia-Lin
15
Mumtaz, Haroon
14
Manera, Matteo
13
Neely, Christopher J.
12
Guo, Hui
11
Christiansen, Charlotte
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Asai, Manabu
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4
Hammoudeh, Shawkat
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Karlsson, Sune
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Mignon, Valérie
4
Rebucci, Alessandro
4
Wen, Yi
4
Österholm, Pär
4
Baillie, Richard
3
Baker, Scott
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Bastianin, Andrea
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Behmiri, Niaz Bashiri
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Blazsek, Szabolcs
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Bloom, Nicholas
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Caporin, Massimiliano
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Coudert, Virginie
3
Davis, Steven J.
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Guidolin, Massimo
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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:
2
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
3
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:
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
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:
6
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
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