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subject:"EU countries"
subject:"Estimation"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Research in international business and finance"
~isPartOf:"Romanian journal of economic forecasting"
~person:"Chang, Tsangyao"
~person:"Chiang, Thomas C."
~person:"McAleer, Michael"
~subject:"Asia"
~subject:"Asien"
~subject:"Prognoseverfahren"
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EU countries
Estimation
Asia
Asien
Prognoseverfahren
Schätzung
54
Volatility
26
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26
ARCH model
17
ARCH-Modell
17
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16
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Chang, Tsangyao
Chiang, Thomas C.
McAleer, Michael
Chang, Chia-Lin
21
Franses, Philip Hans
19
Gupta, Rangan
17
Wohar, Mark E.
12
Gil-Alaña, Luis A.
10
Bahmani-Oskooee, Mohsen
8
Balcilar, Mehmet
8
Xuan Vinh Vo
8
Asai, Manabu
7
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6
Hammoudeh, Shawkat
6
Kutan, Ali Mustafa
6
Salisu, Afees A.
6
Dijk, Dick van
5
Lee, Chien-chiang
5
Tiwari, Aviral Kumar
5
Ashraf, Badar Nadeem
4
Bohl, Martin T.
4
Chen, Shyh-Wei
4
Chevallier, Julien
4
Junttila, Juha
4
McMillan, David G.
4
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4
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4
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4
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4
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4
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4
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4
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4
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3
Abedin, Mohammad Zoynul
3
Aboura, Sofiane
3
Ahmad, Wasim
3
Albulescu, Claudiu Tiberiu
3
Arize, Augustine Chuck
3
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3
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Applied economics quarterly
Econometric Institute research papers
International review of economics & finance : IREF
Journal of macroeconomics
Research in international business and finance
Romanian journal of economic forecasting
Applied economics letters
33
Working paper
26
Discussion paper / Tinbergen Institute
18
The empirical economics letters : a monthly international journal of economics
11
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10
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4
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4
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4
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Finance research letters
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3
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
International Journal of Financial Studies : open access journal
2
International journal of forecasting
2
Iranian economic review : journal of University of Tehran
2
Journal of international financial markets, institutions & money
2
Review of quantitative finance and accounting
2
The Indian journal of economics
2
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2
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ECONIS (ZBW)
54
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1
Testing the structural break of Taiwan inbound tourism markets
Min, Jennifer C. H.
;
Kung, Hsien-Hung
;
Chang, Tsangyao
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10012129034
Saved in:
2
Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Chang, Tsangyao
;
Bai, Lu
- In:
Romanian journal of economic forecasting
21
(
2018
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
Saved in:
3
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
4
Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Chen, Xiaoyu
;
Chiang, Thomas C.
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012549183
Saved in:
5
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
6
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
7
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
8
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
9
Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C.
- In:
Research in international business and finance
47
(
2019
),
pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
Saved in:
10
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:
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