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subject:"ARCH-Modell"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Roengchai Tansuchat"
~subject:"Estimation"
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ARCH-Modell
Estimation
ARCH model
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Aktienindex
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Capital income
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Commodity derivative
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Conditional correlations
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Crude oil prices
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Forward and futures prices
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Rohstoffderivat
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Roengchai Tansuchat
Al-Yahyaee, Khamis Hamed
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Kang, Sang Hoon
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Mensi, Walid
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The North American journal of economics and finance : a journal of financial economics studies
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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
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