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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Brülhart, Marius"
~person:"Chang, Chia-Lin"
~person:"Klose, Jens"
~subject:"Financial crisis"
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EU-Staaten
Volatility
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Estimation
14
Schätzung
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ARCH model
5
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5
Taiwan
5
International tourism
4
Internationaler Tourismus
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4
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financial conditions index
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model-based tourism financial conditions index
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Brülhart, Marius
Chang, Chia-Lin
Klose, Jens
McAleer, Michael
15
Mumtaz, Haroon
13
Theodoridis, Konstantinos
6
Neely, Christopher J.
5
Kapetanios, George
4
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3
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2
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Asai, Manabu
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2
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Erdemlioglu, Deniz
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Kiss, Tamás
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A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
2
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:
3
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:
4
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:
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/10008669356
Saved in:
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