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accessRights:"restricted"
~person:"Chang, Kuang-Liang"
~subject:"ARCH model"
~subject:"Crude oil"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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ARCH model
Crude oil
Theorie
Zeitreihenanalyse
Markov chain
7
Markov-Kette
7
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
Theory
3
Time series analysis
3
Aktienmarkt
2
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
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Wechselkurs
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Welt
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World
2
dependence
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Ölpreis
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Asymmetric dependence
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Commodity derivative
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Dependent Markov-switching processes
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Chang, Kuang-Liang
Tsionas, Efthymios G.
13
Gupta, Rangan
11
Serletis, Apostolos
9
Xu, Libo
8
Casarin, Roberto
7
Cavicchioli, Maddalena
7
Feinberg, Eugene A.
7
Ma, Feng
7
Billio, Monica
6
Elliott, Robert J.
6
Goyal, Vineet
6
Maheu, John M.
6
Dimitrakopoulos, Stefanos
5
Guérin, Pierre
5
Houtum, Geert-Jan van
5
Kang, Kyu Ho
5
Lee, Hsiang-Tai
5
Li, Yong
5
Lunday, Brian J.
5
Marcellino, Massimiliano
5
Robbins, Matthew J.
5
Shi, Yanlin
5
Siu, Tak Kuen
5
Arts, Joachim
4
Balcilar, Mehmet
4
Bauwens, Luc
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dufays, Arnaud
4
Gerlach, Richard
4
Guidolin, Massimo
4
Jin, Xin
4
Leiva-Leon, Danilo
4
Lesage, James P.
4
Lu, Xinjie
4
Otranto, Edoardo
4
Wang, Chao
4
Wang, Jiqian
4
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International review of economics & finance : IREF
2
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
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:
5
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:
6
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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