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subject:"Schätzung"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Hedging"
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Schätzung
ARCH model
Volatilität
Hedging
35
Derivat
9
Derivative
9
Theorie
8
Theory
8
Estimation
6
Commodity derivative
5
Index futures
5
Index-Futures
5
Rohstoffderivat
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ARCH-Modell
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Financial crisis
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Lien, Da-hsiang Donald
2
Tse, Yiu Kuen
2
Beneda, Nancy
1
Boveroux, Philippe
1
Chiang, Yi-chein
1
Chiu, Chien-liang
1
Hamori, Shigeyuki
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Hsiao, Tse-an
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Hung, Jui-cheng
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Lee, Hsiang-tai
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Lee, Mingchih
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Nakajima, Tadahiro
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1
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Toyoshima, Yuki
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Applied financial economics
The journal of futures markets
60
Energy economics
46
Finance research letters
36
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of banking & finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
20
Economic modelling
20
International journal of theoretical and applied finance
19
Journal of international financial markets, institutions & money
19
Applied mathematical finance
16
Working paper / National Bureau of Economic Research, Inc.
16
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
NBER working paper series
13
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Applied economics letters
10
Econometric Institute research papers
10
Journal of empirical finance
10
Journal of financial economics
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The European journal of finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
NBER Working Paper
8
Computational economics
7
Insurance / Mathematics & economics
7
International journal of finance & economics : IJFE
7
Journal of multinational financial management
7
Journal of risk
7
Review of derivatives research
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Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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1
Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
Saved in:
2
The impact of hedging with derivative instruments on reported earnings volatility
Beneda, Nancy
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 165-179
Persistent link: https://www.econbiz.de/10009719015
Saved in:
3
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
4
Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach
Chiang, Yi-chein
;
Liao, Tung Liang
;
Hsiao, Tse-an
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 493-503
Persistent link: https://www.econbiz.de/10009153267
Saved in:
5
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
6
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
7
Hedging interest rate risk with multivariate GARCH
Rossi, Eduardo
;
Zucca, Claudio
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001671106
Saved in:
8
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
9
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe
;
Minguet, Albert
- In:
Applied financial economics
9
(
1999
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10001454690
Saved in:
10
Precious metals and inflation
Taylor, Nicholas
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001244110
Saved in:
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