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subject:"Monetary policy"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Interest rate"
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Monetary policy
ARCH-Modell
Interest rate
ARCH model
2
Estimation
2
Schätzung
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Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
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Aktienindex
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Börsenkurs
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Capital income
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Commodity derivative
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Conditional correlations
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Correlation
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Crude oil prices
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Derivat
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Derivative
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Forecasting model
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Forward and futures prices
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Futures
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Hedging
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Kapitaleinkommen
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Modellierung
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Multivariate GARCH
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Oil price
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Option pricing theory
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Options
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Risikomanagement
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Risk exposure
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Risk management
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Rohstoffderivat
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McAleer, Michael
Gupta, Rangan
3
Belke, Ansgar
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Chang, Chia-Lin
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Kamada, Koichiro
2
Kang, Sang Hoon
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Liu, Fang
2
Mensi, Walid
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Nonejad, Nima
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Tian, Shuairu
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Aliyu, Victoria O.
1
Anjum, Hassan
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Asai, Manabu
1
Auer, Benjamin R.
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Balcilar, Mehmet
1
Bernhardsen, Tom
1
Bordon, Ingo G.
1
Brugal, Ivan
1
Castillo B., Paul
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Cepni, Oguzhan
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Chau, Po-Hon
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Chen, Cathy W. S.
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Chen, Pei-Ying
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Chen, Ting-Fu
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Chen, Yajiao
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Chen, Zan
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Chiang, Thomas C.
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Chiu, Hsin-Yu
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Christiansen, Charlotte
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David, Or
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Degenhardt, Thomas
1
Demirer, Rıza
1
Denault, Michel
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Dimitriou, Dimitrios
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
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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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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:
2
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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