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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Arbeitslosigkeit
ARCH model
Volatilität
Estimation
19
Schätzung
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ARCH-Modell
9
Volatility
8
Welt
8
World
8
Commodity derivative
5
International tourism
5
Internationaler Tourismus
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Rohstoffderivat
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Taiwan
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9
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Chang, Chia-Lin
McAleer, Michael
23
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Franses, Philip Hans
2
Hafner, Christian M.
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Bannouh, Karim
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Ishida, Isao
1
Martens, Martin
1
Oya, Kosuke
1
Roengchai Tansuchat
1
Wiphatthanananthakul, Chatayan
1
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Econometric Institute research papers
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5
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ECONIS (ZBW)
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1
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
4
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:
5
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/10003987343
Saved in:
6
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:
7
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:
8
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:
9
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:
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