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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Carcel, Hector"
~person:"Chang, Chia-Lin"
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Time series analysis
United States
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Zeitreihenanalyse
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12-Month variance futures
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3-Month variance futures
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Aktienindex
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Börsenkurs
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Capital income
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Cointegration
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Commodity derivative
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Conditional correlations
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Crude oil prices
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Derivat
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Derivative
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Exchange rate
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Exchange rates
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FCVAR model
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Financial derivatives
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Forecasting model
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Forward and futures prices
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Futures
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Kaufkraftparität
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Kointegration
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Korrelation
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Oil price
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Option pricing theory
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Options
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Optionspreistheorie
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Carcel, Hector
Chang, Chia-Lin
Gupta, Rangan
7
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Liu, Qiang
2
Pérez Rodríguez, Jorge V.
2
Ur Rehman, Mobeen
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Xuan Vinh Vo
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Ahmad, Nasir
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Al Rababa'a, Abdel Razzaq
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Al-Shboul, Mohammad
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Bec, Frédérique
1
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Bianconi, Marcelo
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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Working paper
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Economics and finance working paper series
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Applied economics letters
2
CESifo working papers
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International review of economics & finance : IREF
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Applied economics
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Energy economics
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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2
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
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