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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
Volatility
6
Volatilität
6
Risk management
4
ARCH model
3
Financial crisis
3
Finanzkrise
3
Options
3
Portfolio selection
3
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Aktienindex
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Article in journal
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McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Balcilar, Mehmet
2
Chen, Cathy W. S.
2
Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Jiang, Yong
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Lin, Shin-Hung
2
Liu, Fang
2
Nonejad, Nima
2
Powell, Robert
2
Su, Xianfang
2
Tian, Shuairu
2
Wang, Xingchun
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
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Aloui, Riadh
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Alves, Isabel Fraga
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Anjum, Hassan
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1
Asai, Manabu
1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
11
Energy economics
9
Econometric theory
6
Econometrics : open access journal
4
Journal of economic surveys
4
Econometric reviews
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Annals of economics and statistics
2
Applied economics
2
Economic modelling
2
Finance research letters
2
International journal of forecasting
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economia : revista da ANPEC
1
Economics letters
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European business review : EBR ; the official journal of the International Management Centres, Europe
1
International Journal of Financial Studies : open access journal
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International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society : OR
1
Journal of time series econometrics
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Managerial finance
1
Quantitative finance
1
Review of accounting & finance
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Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of applied business research
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ECONIS (ZBW)
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1
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:
2
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
3
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:
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