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~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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Roengchai Tansuchat
McAleer, Michael
42
Chang, Chia-Lin
15
Manera, Matteo
15
Neely, Christopher J.
15
Mumtaz, Haroon
14
Kapetanios, George
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Mignon, Valérie
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Asai, Manabu
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Bastianin, Andrea
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Chen, Chi-chung
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Hammoudeh, Shawkat
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Karlsson, Sune
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Laurent, Sébastien
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Mangeloja, Esa
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Medeiros, Marcelo C.
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Savickas, Robert
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Wen, Yi
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Österholm, Pär
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Behmiri, Niaz Bashiri
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Blazsek, Szabolcs
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Caporin, Massimiliano
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Coudert, Virginie
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Couharde, Cécile
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ECONIS (ZBW)
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1
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
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:
3
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:
4
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:
5
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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