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subject:"Schock"
subject:"Volatilität"
~person:"Roengchai Tansuchat"
~subject:"Effizienzmarkthypothese"
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Schock
Volatilität
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Rohstoffderivat
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1998-2009
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Roengchai Tansuchat
Gupta, Rangan
101
McAleer, Michael
89
Caporale, Guglielmo Maria
78
Pierdzioch, Christian
58
Mumtaz, Haroon
49
Belke, Ansgar
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Bollerslev, Tim
46
Gil-Alaña, Luis A.
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Gambetti, Luca
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Todorov, Viktor
36
Christiano, Lawrence J.
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Buch, Claudia M.
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Forni, Mario
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Bahmani-Oskooee, Mohsen
33
Döpke, Jörg
32
Eickmeier, Sandra
32
Pesaran, M. Hashem
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
Bouri, Elie
30
Asai, Manabu
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Pistaferri, Luigi
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Tiwari, Aviral Kumar
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Wohar, Mark E.
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Härdle, Wolfgang
28
Lütkepohl, Helmut
27
Ma, Feng
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Sala, Luca
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Caporin, Massimiliano
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Marcellino, Massimiliano
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Chang, Chia-Lin
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Engle, Robert F.
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Koopman, Siem Jan
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Rodriguez, Gabriel
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Theodoridis, Konstantinos
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Cheung, Yin-Wong
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ECONIS (ZBW)
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1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
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
Saved in:
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