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subject:"Volatility"
person:"Chang, Chia-Lin"
~person:"Koopman, Siem Jan"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Volatility
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Rohstoffderivat
1
Scientific modelling
1
Share price
1
Spillover effect
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2
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Chang, Chia-Lin
Koopman, Siem Jan
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
8
Working paper
3
International review of economics & finance : IREF
2
Applied economics
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Risks : open access journal
1
The Korean economic review
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 15-037/III/DSF90
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-057/III
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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
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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