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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Fritsche, Ulrich"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Prognoseverfahren
ARCH-Modell
ARCH model
2
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Rohstoffderivat
1
Scientific modelling
1
Share price
1
Spillover effect
1
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Article
2
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2
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2
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English
2
Author
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Fritsche, Ulrich
McAleer, Michael
Gupta, Rangan
6
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Chang, Chia-Lin
2
Hamori, Shigeyuki
2
Kang, Sang Hoon
2
Liu, Fang
2
Mensi, Walid
2
Mo, Guoli
2
Tan, Chunzhi
2
Tian, Shuairu
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Zhang, Weiguo
2
Ahmad, Nasir
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Auer, Benjamin R.
1
Balcilar, Mehmet
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Brugal, Ivan
1
Caporin, Massimiliano
1
Chang, Carolyn C. W.
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Ting-Fu
1
Chen, Yajiao
1
Chen, Zan
1
Cheng, Lee-Young
1
Chiu, Hsin-Yu
1
Chong, Lee Lee
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
24
Working paper
17
Discussion paper / Tinbergen Institute
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
Econometric reviews
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
DEP discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
1
Econometrics : open access journal
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Kiel working paper
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
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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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