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person:"Chang, Chia-Lin"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~person:"Allen, David E."
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Search: subject_exact:"GARCH-Modell"
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ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
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2
Börsenkurs
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Share price
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Spillover effect
2
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Australia
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China
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EGARCH
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Erdgas
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Intra-day prices and returns
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Chang, Chia-Lin
Allen, David E.
Ma, Feng
6
Hammoudeh, Shawkat
4
Hwang, Y.
4
Malik, Farooq
4
Chen, Wang
3
Conrad, Christian
3
Demirer, Rıza
3
Gupta, Rangan
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Huang, Dengshi
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Kumar, Dilip
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Shin, Dong-wan
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3
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2
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2
Caporin, Massimiliano
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Chang, Kuang-Liang
2
Chen, Yi-Hsuan
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Chiu, Chien-Liang
2
Dimitrakopoulos, Stefanos
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Ewing, Bradley T.
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Hafner, Christian M.
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Ho, Kin-Yip
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Hoogerheide, Lennart F.
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Hou, Yang
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Koulakiotis, Athanasios
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2
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2
Lee, O.
2
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Economics letters
International review of economics & finance : IREF
Econometric Institute research papers
31
Discussion paper / Tinbergen Institute
18
Working paper
10
The North American journal of economics and finance : a journal of financial economics studies
5
School of Accounting, Finance and Economics & FEMARC working paper series
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Energy economics
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Journal of risk and financial management : JRFM
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Quantifying consumer preferences
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TI 2017-038/III Tinbergen Institute Discussion Paper
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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Tinbergen Institute Discussion Paper 2018-052/III
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
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