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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Crespo Cuaresma, Jesús"
~source:"econis"
~subject:"Nachfrage"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Nachfrage
Ölpreis
Estimation
36
Schätzung
36
ARCH model
14
ARCH-Modell
14
Welt
12
World
12
Volatilität
11
Taiwan
10
International tourism
9
Internationaler Tourismus
9
Commodity derivative
7
Modellierung
7
Rohstoffderivat
7
Scientific modelling
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Economic indicator
6
Forecasting model
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Prognoseverfahren
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Time series analysis
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Wirtschaftsindikator
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Wirtschaftswachstum
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Zeitreihenanalyse
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Demand
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Oil price
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USA
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United States
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Factor analysis
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Faktorenanalyse
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Index
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Index number
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Monetary indicator
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Monetärer Indikator
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Tourism
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Tourismus
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unbiased estimation
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1990-2008
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Aktienindex
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Graue Literatur
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English
19
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Chang, Chia-Lin
Crespo Cuaresma, Jesús
McAleer, Michael
42
Mumtaz, Haroon
11
Asai, Manabu
8
Manera, Matteo
5
Medeiros, Marcelo C.
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Mignon, Valérie
4
Roengchai Tansuchat
4
Tansuchat, Roengchai
4
Chen, Chi-chung
3
Cologni, Alessandro
3
Escribano, Álvaro
3
Kapetanios, George
3
Kaufmann, Sylvia
3
Khamkaew, Thanchanok
3
Martinet, Guillaume Gaetan
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
Österholm, Pär
3
Ajevskis, Viktors
2
Allegret, Jean-Pierre
2
Allen, David E.
2
Aree Wiboonpongse
2
Blazsek, Szabolcs
2
Caporin, Massimiliano
2
Chaovanapoonphol, Yaovarate
2
Couharde, Cécile
2
Coulibaly, Dramane
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Hafner, Christian M.
2
Ishida, Isao
2
Jimenez-Martin, Juan-Angel
2
Karlsson, Sune
2
Kiss, Tamás
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
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Working papers in economics and statistics
4
Applied economics
3
Discussion paper / Tinbergen Institute
3
International review of economics & finance : IREF
2
Regional studies
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / The Vienna Institute for International Economic Studies (WIIW)
2
CESifo working papers
1
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1
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Economic modelling
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ECONIS (ZBW)
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1
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Spatial filtering, model uncertainty and the speed of income convergence in Europe
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
-
2010
Persistent link: https://www.econbiz.de/10003939759
Saved in:
7
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:
8
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:
9
Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987659
Saved in:
10
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:
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