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person:"Harvey, David I."
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~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
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Estimation
14
Schätzung
14
ARCH model
5
ARCH-Modell
5
Taiwan
5
International tourism
4
Internationaler Tourismus
4
Welt
4
World
4
Demand
3
Economic indicator
3
Forecasting model
3
Modellierung
3
Nachfrage
3
Prognoseverfahren
3
Scientific modelling
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Time series analysis
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Volatility
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Volatilität
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Wirtschaftsindikator
3
Zeitreihenanalyse
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Aktienindex
2
Commodity derivative
2
Factor analysis
2
Faktorenanalyse
2
Index
2
Index number
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Monetary indicator
2
Monetärer Indikator
2
Rohstoffderivat
2
Stock index
2
Tourism
2
Tourismus
2
USA
2
United States
2
financial conditions index
2
model-based tourism financial conditions index
2
monetary conditions index
2
unbiased estimation
2
1978-2008
1
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14
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Graue Literatur
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Non-commercial literature
14
Working Paper
14
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English
14
Author
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Harvey, David I.
Chang, Chia-Lin
Gupta, Rangan
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Manera, Matteo
9
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Zweifel, Peter
8
Karanassou, Marika
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Engsted, Tom
6
Escribano, Álvaro
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Guo, Hui
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Nyholm, Ken
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Coudert, Virginie
4
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Department of Economics working paper series
39
Econometric Institute research papers
19
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Finance research letters
11
Research in international business and finance
9
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Discussion paper / Tinbergen Institute
5
Economic modelling
5
Energy economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
CESifo working papers
2
Defence and peace economics
2
Econometric reviews
2
Economic research paper / Loughborough University, Department of Economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
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ECONIS (ZBW)
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
9
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
10
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
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