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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"Aktienmarkt"
~subject:"Bildungsniveau"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Weibliche Arbeitskräfte"
~type_genre:"Non-commercial literature"
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Volatilität
Aktienmarkt
Bildungsniveau
Kaufkraftparität
Prognoseverfahren
USA
Weibliche Arbeitskräfte
Estimation
14
Schätzung
14
ARCH model
5
ARCH-Modell
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Taiwan
5
International tourism
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Internationaler Tourismus
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Welt
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World
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Economic indicator
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Modellierung
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United States
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financial conditions index
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model-based tourism financial conditions index
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monetary conditions index
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unbiased estimation
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English
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Chang, Chia-Lin
Heckman, James J.
19
McAleer, Michael
18
Mumtaz, Haroon
13
Karanassou, Marika
11
Sala, Hector
11
Belzil, Christian
10
Hamermesh, Daniel S.
10
Kapetanios, George
10
Brunello, Giorgio
9
Chiswick, Barry R.
9
Hansen, Jörgen
9
Herwartz, Helmut
9
Woessmann, Ludger
9
Fertig, Michael
8
Neely, Christopher J.
8
Cobb-Clark, Deborah A.
7
Hirsch, Barry T.
7
Plug, Erik J. S.
7
Smith, Nina
7
Addison, John T.
6
Angrist, Joshua D.
6
Björklund, Anders
6
Borghans, Lex
6
Cappellari, Lorenzo
6
Del Boca, Daniela
6
Gershenson, Seth
6
Henderson, Daniel J.
6
Härdle, Wolfgang
6
Jenkins, Stephen
6
Lofstrom, Magnus
6
Miller, Paul W.
6
Olivetti, Claudia
6
Puhani, Patrick A.
6
Theodoridis, Konstantinos
6
Blundell, Richard W.
5
Büchel, Felix
5
Checchi, Daniele
5
Escribano, Álvaro
5
Gil-Alaña, Luis A.
5
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University of Canterbury / Dept. of Economics and Finance
1
Published in...
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper series / IZA
International review of financial analysis
Review of financial economics : RFE
Working paper
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
4
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:
5
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:
6
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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