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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"Rohstoffderivat"
~subject:"United Kingdom"
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Estimation
Zeitreihenanalyse
Rohstoffderivat
United Kingdom
Schätzung
14
ARCH model
5
ARCH-Modell
5
Taiwan
5
International tourism
4
Internationaler Tourismus
4
Welt
4
World
4
Demand
3
Economic indicator
3
Forecasting model
3
Modellierung
3
Nachfrage
3
Prognoseverfahren
3
Scientific modelling
3
Time series analysis
3
Volatility
3
Volatilität
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Wirtschaftsindikator
3
Aktienindex
2
Commodity derivative
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Factor analysis
2
Faktorenanalyse
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Index
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Index number
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Monetary indicator
2
Monetärer Indikator
2
Stock index
2
Tourism
2
Tourismus
2
USA
2
United States
2
financial conditions index
2
model-based tourism financial conditions index
2
monetary conditions index
2
unbiased estimation
2
1978-2008
1
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6
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Book / Working Paper
14
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Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
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English
14
Author
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Chang, Chia-Lin
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Manera, Matteo
9
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Zweifel, Peter
8
Karanassou, Marika
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Engsted, Tom
6
Escribano, Álvaro
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Guo, Hui
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Nyholm, Ken
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Coudert, Virginie
4
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Econometric Institute research papers
19
Discussion paper / Tinbergen Institute
5
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Energy economics
1
International journal of forecasting
1
Nouvelle série
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
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:
8
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:
9
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:
10
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
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