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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"United Kingdom"
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Estimation
Zeitreihenanalyse
United Kingdom
Schätzung
15
ARCH model
5
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5
Taiwan
5
International tourism
4
Internationaler Tourismus
4
Time series analysis
4
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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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15
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Chang, Chia-Lin
McAleer, Michael
30
Mumtaz, Haroon
23
Bahmani-Oskooee, Mohsen
20
Kapetanios, George
18
Moosa, Imad A.
14
Winkelmann, Rainer
12
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11
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11
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11
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11
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10
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10
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9
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9
Zhu, Huiming
9
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8
Bénassy-Quéré, Agnès
8
Escribano, Álvaro
8
Manera, Matteo
8
Umar, Zaghum
8
Belke, Ansgar
7
Blazsek, Szabolcs
7
Karanassou, Marika
7
Sahn, David E.
7
Zaremba, Adam
7
Österholm, Pär
7
Ajevskis, Viktors
6
Chang, Tsangyao
6
Coughlin, Cletus Charles
6
Engsted, Tom
6
Kangasharju, Aki
6
Mazzanti, Massimiliano
6
Narayan, Paresh Kumar
6
Nielsen, Helena Skyt
6
Sala, Hector
6
Selvanathan, Saroja
6
Stix, Helmut
6
Thornton, Daniel L.
6
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6
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University of Canterbury / Dept. of Economics and Finance
2
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Applied economics
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19
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5
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
International journal of forecasting
1
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1
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1
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ECONIS (ZBW)
15
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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
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
4
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:
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
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:
7
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
8
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:
9
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:
10
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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