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language:"eng"
~person:"Chang, Chao-chi"
~person:"Chung, Sang-kuck"
~subject:"Cargo shipping"
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ARCH model
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bivariate mixed normal DCC GARCH model
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dry bulk freight markets
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dry bulk freight rates
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Chang, Chao-chi
Chung, Sang-kuck
Adland, Roar
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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ECONIS (ZBW)
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Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Chang, Chao-chi
;
Chou, Heng-chih
;
Wu, Chun-chou
- In:
Maritime economics & logistics : a quarterly scientific …
16
(
2014
)
3
,
pp. 298-320
Persistent link: https://www.econbiz.de/10010414973
Saved in:
2
Long memory and asymmetric time varying spillover effects in dry bulk freight markets
Chung, Sang-kuck
;
Weon, Jong-ha
- In:
Maritime economics & logistics : a quarterly scientific …
15
(
2013
)
4
,
pp. 494-522
Persistent link: https://www.econbiz.de/10010198720
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