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~person:"Chang, Chao-chi"
~person:"Kambouroudis, Dimos S."
~subject:"ARCH-Modell"
~subject:"Großbritannien"
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ARCH-Modell
Großbritannien
ARCH model
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Frachtrate
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Volatility
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Chang, Chao-chi
Kambouroudis, Dimos S.
Klovland, Jan Tore
5
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4
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Transportation research / E : an international journal
1
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ECONIS (ZBW)
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Volatility forecasting across tanker freight rates : the role of oil price shocks
Gavriilidis, Konstantinos
;
Kambouroudis, Dimos S.
; …
- In:
Transportation research / E : an international journal
118
(
2018
),
pp. 376-391
Persistent link: https://www.econbiz.de/10011927576
Saved in:
2
Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Chang, Chao-chi
;
Chou, Heng-chih
;
Wu, Chun-chou
- In:
Maritime economics & logistics : a quarterly scientific …
16
(
2014
)
3
,
pp. 298-320
Persistent link: https://www.econbiz.de/10010414973
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