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Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
Digital文書・図像類
McAleer, Michael, Chang, Chia-Lin, Tansuchat, RoengchaiInstitute of Economic Research, Kyoto University2012-05KIER Discussion Paper817
Available onlineOther Libraries in Japan
  • Author HeadingMcAleer, Michael Chang, Chia-Lin Tansuchat, Roengchai

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Digital文書・図像類
Chang, Chia-Lin, McAleer, Michael, Tansuchat, RoengchaiInstitute of Economic Research, Kyoto University2010-11KIER Discussion Paper743
Available onlineOther Libraries in Japan
  • Author HeadingChang, Chia-Lin McAleer, Michael Tansuchat, Roengchai

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Paper文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-706
Other Libraries in Japan
  • Author HeadingTansuchat, Roengchai Chang, Chia-Lin McAleer, Mich...

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Paper文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-704
Other Libraries in Japan
  • Author HeadingTansuchat, Roengchai Chang, Chia-Lin McAleer, Mich...

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
Paper文書・図像類
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-680
Other Libraries in Japan
  • Author HeadingTansuchat, Roengchai Chang, Chia-Lin McAleer, Mich...

Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
Paper文書・図像類
Chang, Chia-Ling, Khamkaew, Thanchanok, McAleer, Michael, Tansuchat, Roengchai日本経済国際共同センター2009-11Discussion paper series. CIRJE-FCIRJE-F-687
Other Libraries in Japan
  • Author HeadingChang, Chia-Ling Khamkaew, Thanchanok McAleer, Michael Tansuchat, Roengchai

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