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accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Aktienmarkt
Bayes-Statistik
Monte-Carlo-Simulation
Time series analysis
Markov chain
7
Markov-Kette
7
ARCH model
5
ARCH-Modell
5
Multivariate Verteilung
5
Multivariate distribution
5
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
Zeitreihenanalyse
3
Börsenkurs
2
Exchange rate
2
Immobilienfonds
2
Markov switching
2
Markov-switching copula
2
Mixture copula
2
Oil price
2
Real estate fund
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
Wechselkurs
2
Welt
2
World
2
dependence
2
Ölpreis
2
Asymmetric dependence
1
Commodity derivative
1
Crude oil
1
Dependent Markov-switching processes
1
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Aufsatz in Zeitschrift
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English
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Chang, Kuang-Liang
Tsionas, Efthymios G.
15
Gupta, Rangan
12
Li, Yong
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
6
Balcilar, Mehmet
5
Cavicchioli, Maddalena
5
Maheu, John M.
5
Billio, Monica
4
Gerlach, Richard
4
Hammoudeh, Shawkat
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Ma, Feng
4
Omori, Yasuhiro
4
Wang, Chao
4
Yang, Qiao
4
Yu, Jun
4
Zhang, Xibin
4
Asai, Manabu
3
Assaf, A. Georges
3
Chauvet, Marcelle
3
Chen, Cathy W. S.
3
Chkili, Walid
3
Donayre, Luiggi
3
Dufays, Arnaud
3
Hou, Chenghan
3
Jin, Xin
3
Kahalé, Nabil
3
Kang, Kyu Ho
3
Kim, Young Min
3
Kotzé, Kevin
3
Lu, Xinjie
3
Nonejad, Nima
3
Rodriguez, Gabriel
3
Song, Yong
3
Wang, Nianling
3
Wilfling, Bernd
3
Xia, Qiang
3
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Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
Journal of international money and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
3
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
4
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
5
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
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