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type_genre:"Non-commercial literature"
~person:"Tansuchat, Roengchai"
~source:"econis"
~subject:"Volatilität"
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Volatilität
Commodity derivative
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1994-2009
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Tansuchat, Roengchai
McAleer, Michael
20
Chang, Chia-Lin
16
Chari, Varadarajan V.
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Christiano, Lawrence J.
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Leduc, Sylvain
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Do, Hung Xuan
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Faber, Riemer P.
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Gil-Alaña, Luis A.
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Lyu, Chenyan
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Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
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2
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
3
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
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