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subject:"Monetary policy"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ding, Xiaoyi"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Interest rate"
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Monetary policy
ARCH-Modell
Interest rate
ARCH model
3
Estimation
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
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Aktienindex
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Börsenkurs
1
Commodity derivative
1
Conditional correlations
1
Correlation
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Crude oil prices
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Derivat
1
Derivative
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Financial derivatives
1
Forecasting model
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Forward and futures prices
1
Futures
1
GARCH
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Hedging
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Korrelation
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MIDAS-Copula
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Mixed data sampling
1
Modellierung
1
Multivariate Analyse
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Multivariate GARCH
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Oil price
1
Option pricing theory
1
Options
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Optionspreistheorie
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Portfolio
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Ding, Xiaoyi
McAleer, Michael
Gupta, Rangan
3
Belke, Ansgar
2
Chang, Chia-Lin
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Kamada, Koichiro
2
Kang, Sang Hoon
2
Liu, Fang
2
Mensi, Walid
2
Nonejad, Nima
2
Tian, Shuairu
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Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
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1
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1
Auer, Benjamin R.
1
Balcilar, Mehmet
1
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1
Bordon, Ingo G.
1
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1
Castillo B., Paul
1
Cepni, Oguzhan
1
Chau, Po-Hon
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Chen, Cathy W. S.
1
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Chen, Ting-Fu
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Chiang, Thomas C.
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Christiansen, Charlotte
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David, Or
1
Degenhardt, Thomas
1
Demirer, Rıza
1
Denault, Michel
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
15
Working paper
9
Discussion paper / Tinbergen Institute
6
Econometric reviews
2
Journal of risk and financial management : JRFM
2
Econometrics : open access journal
1
International journal of forecasting
1
International review of economics & finance : IREF
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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ECONIS (ZBW)
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A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
2
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:
3
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
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