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~subject:"ARCH model"
~subject:"Volatilität"
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Search: person:"McAleer, Michael"
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ARCH model
Volatilität
Commodity derivative
5
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Volatility
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3
Capital income
3
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Chang, Chia-Lin
4
McAleer, Michael
4
Roengchai Tansuchat
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Hammoudeh, Shawkat
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Liu, Chia-Ping
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Liu, Tengdong
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Finance research letters
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The econometrics journal
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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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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Economia : revista da ANPEC
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Handbook of applied econometrics and statistical inference
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Journal of time series econometrics
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Papers in efficiency, effectiveness and international competitiveness
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Quantifying consumer preferences
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Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
4
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
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