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institution:"CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Volatility"
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
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2010
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Persistent link: https://www.econbiz.de/10008689063
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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689068
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3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
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2012
Persistent link: https://www.econbiz.de/10009562958
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4
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
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2010
Persistent link: https://www.econbiz.de/10008695604
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