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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Attanasio, Orazio P."
~person:"Roengchai Tansuchat"
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Attanasio, Orazio P.
Roengchai Tansuchat
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.
;
Wadhwani, Sushil B.
-
1989
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Rev
Persistent link: https://www.econbiz.de/10000819088
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