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~person:"Roengchai Tansuchat"
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Volatility spillovers and cont...
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Roengchai Tansuchat
Caporale, Guglielmo Maria
517
McAleer, Michael
419
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376
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371
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ECONIS (ZBW)
13
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
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:
3
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
Roengchai Tansuchat
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
3
,
pp. 481-507
Persistent link: https://www.econbiz.de/10009154780
Saved in:
4
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:
5
Analyzing the contribution of ASEAN stock markets to systemic risk
Roengchai Tansuchat
;
Woraphon Yamaka
;
Kritsana Khemawanit
; …
- In:
Robustness in econometrics
,
(pp. 649-666)
.
2017
Persistent link: https://www.econbiz.de/10011802003
Saved in:
6
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:
7
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:
8
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:
9
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
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