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Index derivative
7
Indexderivat
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Volatility
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Volatilität
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United States
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Spillover effect
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Spillover-Effekt
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Econometric Institute research papers
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
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International review of financial analysis
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The journal of trading
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The review of financial studies
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Financial services review : the journal of individual financial management
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The journal of futures markets
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Applied economics
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Journal of banking & finance
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The journal of asset management
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Applied economics letters
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Finance research letters
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NBER working paper series
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Global finance journal
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Journal of investment management : JOIM
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Managerial finance
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International review of economics & finance : IREF
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NBER Working Paper
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Pacific-Basin finance journal
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Journal of financial economics
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The financial review : the official publication of the Eastern Finance Association
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Applied financial economics
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Bloomberg financial series
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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Schriftenreihe Finanzmanagement
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
3
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
4
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
5
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
6
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
7
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
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