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subject:"Volatilität"
~isPartOf:"International journal of managerial and financial accounting"
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Volatilität
ARCH model
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ARCH-Modell
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Oil market
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Volatility
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Ölmarkt
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1997-2010
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Aktienmarkt
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Ausreißer
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Futures
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Hedging
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Multivariate Verteilung
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Abbes, Mouna Boujelbène
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Ghorbel, Achraf
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Ghorbel, Ahmed
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International journal of managerial and financial accounting
Energy economics
113
International Journal of Energy Economics and Policy : IJEEP
24
Economic modelling
19
Research in international business and finance
17
The energy journal
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International review of economics & finance : IREF
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International review of financial analysis
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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CESifo working papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of commodity markets
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The journal of futures markets
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Economies : open access journal
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Cogent economics & finance
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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OPEC energy review
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The Journal of energy and development
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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USAEE Working Paper
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Working paper
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Applied economics letters
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International journal of economics and financial issues : IJEFI
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International journal of financial research
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International journal of forecasting
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Journal of empirical finance
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Atlantic economic journal : AEJ
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CAMA working paper series
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Econometric Institute research papers
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Economics letters
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Energy strategy reviews
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IMF working paper
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Iranian economic review : journal of University of Tehran
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Journal of applied econometrics
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Journal of economic studies
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Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns
Ghorbel, Achraf
;
Abbes, Mouna Boujelbène
;
Boujelbène, …
- In:
International journal of managerial and financial accounting
4
(
2012
)
2
,
pp. 177-194
Persistent link: https://www.econbiz.de/10009561582
Saved in:
2
Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
International journal of managerial and financial accounting
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009500227
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