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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Applied economics letters"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~subject:"Panel"
~subject:"Stochastischer Prozess"
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Volatility
Yield curve
Panel
Stochastischer Prozess
Estimation
34
Schätzung
34
Kaufkraftparität
26
Purchasing power parity
26
Einheitswurzeltest
17
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17
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Bollerslev, Tim
Chang, Tsangyao
Caporale, Guglielmo Maria
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Abedin, Md. Thasinul
2
Ashraf, Ayesha
2
Bahmani-Oskooee, Mohsen
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Basher, Syed Abul
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Chu, Hsiao-ping
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Huang, Wei-Qiang
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2
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2
Lee, Kuei-Chiu
2
Liu, Peipei
2
Ma, Feng
2
Mitra, Rajarshi
2
Olson, Eric
2
Wang, Xunxiao
2
Wohar, Mark E.
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Worthington, Andrew Charles
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Zagaglia, Paolo
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1
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1
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1
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1
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Applied economics letters
Journal of econometrics
8
Journal of financial economics
5
The empirical economics letters : a monthly international journal of economics
5
NBER Working Paper
4
NBER working paper series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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Panel asymmetric nonlinear unit root test and PPP in Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Lee, Kuei-Chiu
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 554-558
Persistent link: https://www.econbiz.de/10011627897
Saved in:
2
Revisiting purchasing power parity in 34 OECD countries : sequential panel selection method
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Liu, Wen-Chi
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1283-1287
Persistent link: https://www.econbiz.de/10010467480
Saved in:
3
Is per capita real GDP stationary in China? : more powerful nonlinear (logistic) unit root tests
Chang, Tsangyao
;
Ho, Yuan-hong
;
Caudill, Steven B.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1347-1349
Persistent link: https://www.econbiz.de/10008938292
Saved in:
4
Revisiting purchasing power parity for East Asian countries : panel SURADF tests
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1329-1334
Persistent link: https://www.econbiz.de/10008938296
Saved in:
5
Purchasing power parity for G-7 countries : panel SURADF tests
Chang, Tsangyao
;
Liu, Wen-chi
;
Tzeng, Han-wen
;
Yu, Chin-ping
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1223-1228
Persistent link: https://www.econbiz.de/10008699120
Saved in:
6
Is per capita real GDP stationary in African countries? : Evidence from panel SURADE test
Chang, Tsangyao
;
Chang, Hsu-Ling
;
Chu, Hsiao-ping
;
Su, …
- In:
Applied economics letters
13
(
2006
)
15
,
pp. 1003-1008
Persistent link: https://www.econbiz.de/10003402351
Saved in:
7
An empirical note on testing hysteresis in unemployment for ten European countries : panel SURADF approach
Chang, Tsangyao
;
Lee, Kuei-Chiu
;
Nieh, Chien-chung
; …
- In:
Applied economics letters
12
(
2005
)
14
,
pp. 881-886
Persistent link: https://www.econbiz.de/10003213773
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