Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
~subject:"Kointegration"
~subject:"Volatility"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Volatility
Volatilität
Commodity derivative
5
Rohstoffderivat
5
ARCH model
4
ARCH-Modell
4
Capital income
3
Kapitaleinkommen
3
Oil price
3
Ölpreis
3
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
1994-2009
1
1998-2009
1
Asia
1
Asien
1
GARCH (BEEK,DDC)
1
Hedging
1
Kautschuk
1
Mathematical programming
1
Mathematische Optimierung
1
Modellierung
1
Portfolio selection
1
Portfolio-Management
1
Rubber
1
Scientific modelling
1
Spillover effect
1
Spillover-Effekt
1
Spot market
1
Spotmarkt
1
USA
1
United States
1
Welt
1
World
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Roengchai Tansuchat
McAleer, Michael
42
Manera, Matteo
16
Chang, Chia-Lin
15
Neely, Christopher J.
15
Mumtaz, Haroon
14
Mignon, Valérie
11
Kapetanios, George
10
Guo, Hui
9
Escribano, Álvaro
7
Nguyen, Hoang
7
Raunig, Burkhard
7
Christiansen, Charlotte
6
Reed, W. Robert
6
Skiadopoulos, George
5
Theodoridis, Konstantinos
5
Österholm, Pär
5
Allen, David E.
4
Asai, Manabu
4
Bastianin, Andrea
4
Chen, Chi-chung
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Mangeloja, Esa
4
Medeiros, Marcelo C.
4
Rebucci, Alessandro
4
Savickas, Robert
4
Wen, Yi
4
Babula, Ronald Alexander
3
Baker, Scott
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
Bloom, Nicholas
3
Caporin, Massimiliano
3
Cavallo, Eduardo A.
3
Coudert, Virginie
3
Couharde, Cécile
3
Davis, Steven J.
3
Engsted, Tom
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
Econometric Institute research papers
2
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
