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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
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Search: subject_exact:"Volatility"
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Volatility
43
Volatilität
43
ARCH model
21
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16
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16
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11
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11
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Chang, Chia-Lin
Gouriéroux, Christian
McAleer, Michael
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Journal of econometrics
Econometric Institute research papers
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Discussion paper / Tinbergen Institute
22
Working paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tinbergen Institute Discussion Paper
6
KIER Working Papers
5
Working Papers in Economics
5
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4
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Documentos de Trabajo del ICAE
3
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometric reviews
2
International review of economics & finance : IREF
2
The North American Journal of Economics and Finance
2
Tinbergen Institute Discussion Papers
2
Annals of financial economics
1
Applied economics
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
1
Quantifying consumer preferences
1
Risks
1
Risks : open access journal
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TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
Tinbergen Institute Discussion Paper 2018-052/III
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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31
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
32
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
33
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
34
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
35
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
36
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
37
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
38
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
39
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
40
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
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