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~person:"McAleer, Michael"
~subject:"Commodity derivative"
~type_genre:"Arbeitspapier"
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Commodity derivative
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McAleer, Michael
Pies, Ingo
21
Glauben, Thomas
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Prehn, Sören
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Staritz, Cornelia
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Will, Matthias Georg
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Baumeister, Christiane
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Borensztein, Eduardo
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Chang, Chia-Lin
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Manera, Matteo
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Sandri, Damiano
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Tröster, Bernhard
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Algieri, Bernardina
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Caporale, Guglielmo Maria
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Ciferri, Davide
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Girardi, Alessandro
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Leduc, Sylvain
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Moran, Kevin
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Vigfusson, Robert J.
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Xiong, Wei
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Behmiri, Niaz Bashiri
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Blouin, Arthur
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ECONIS (ZBW)
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1
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009784945
Saved in:
2
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
4
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
Saved in:
5
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:
6
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
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