//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~subject:"Derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivative
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Estimation
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
12-Month variance futures
1
3-Month variance futures
1
Air pollution
1
Aktienindex
1
Asymptotic properties
1
BEKK
1
Betriebsgröße
1
Business cycle
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Conditional volatility
1
Correlation
1
Crude oil prices
1
Derivat
1
Diagonal BEKK
1
Exchange rate
1
Financial derivatives
1
Financial performance
1
Firm performance
1
Firm size
1
Forecasting model
1
Forward and futures prices
1
Fossil fuel
1
Fossil fuels and carbon emissions
1
Fossile Energie
1
Full BEKK
1
Futures
1
Greenhouse gas emissions
1
Hedging
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chang, Chia-Lin
Luo, Xingguo
2
Ye, Zinan
2
Chen, Rongda
1
Chen, Ting-Fu
1
Chiu, Hsin-Yu
1
Jimenez-Martin, Juan-Angel
1
McAleer, Michael
1
Onbirler, Özgür Ünal
1
Pérez Amaral, Teodosio
1
Qin, Shihua
1
Ulusoy, Veysel
1
Wang, Xingchun
1
Yu, Lean
1
Zhang, Han
1
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
1
Working paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->