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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Schätzung"
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Schätzung
ARCH model
2
ARCH-Modell
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
BEKK
1
Betriebsgröße
1
Business cycle
1
Derivat
1
Derivative
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Estimation
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Exchange rate
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Financial derivatives
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Financial performance
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Firm performance
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Firm size
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Forecasting model
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Futures
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Hedging
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Konjunktur
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MGARCH
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Modellierung
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Option pricing theory
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Options
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Risikomanagement
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Risk exposure
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Risk management
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Scientific modelling
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Size effects
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Chang, Chia-Lin
Kang, Sang Hoon
2
Mensi, Walid
2
Xuan Vinh Vo
2
Afonso, António
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
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Apergēs, Nikolaos
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Bai, Ye
1
Bec, Frédérique
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Bohl, Martin T.
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Calmès, Christian
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Camilleri, Silvio John
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Carvalho, Francisco Tiago
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Cayen, Jean-Philippe
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Chan, Kam C.
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Chen, Jen-Nan
1
Chen, Pei-Fen
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Dai, Zhifeng
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Erenburg, Grigori
1
Feng, Xunan
1
Fu, Junhui
1
Fung, Hung-gay
1
Gao, Yang
1
Ginindza, Mzwandile
1
Gomez-Gonzalez, Jose E.
1
Gottschalk, Katrin
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Guevara, Carlos
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Guillén, Montserrat
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Gupta, Rangan
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Haensly, Paul J.
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Hanisch, Max
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Hirs-Garzón, Jorge
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Hsu, Yen-Ju
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Ji, Qiang
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Jimenez-Martin, Juan-Angel
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Kamal, Md Rajib
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Kanda, Patrick
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Kempa, Bernd
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
13
International review of economics & finance : IREF
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
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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
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