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institution:"University of Canterbury / Dept. of Economics and Finance"
type_genre:"Arbeitspapier"
~institution:"Chambre de commerce et d'industrie de Paris"
~source:"econis"
~subject:"Volatilität"
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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:
2
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
3
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
4
International market correlation and volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
5
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
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