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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Allen, David E."
~person:"Chang, Chia-Lin"
~subject:"Scientific modelling"
~subject:"Stock index"
~subject:"Welt"
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Volatility
Scientific modelling
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Welt
Estimation
16
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6
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5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Taiwan
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Volatilität
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financial conditions index
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model-based tourism financial conditions index
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Allen, David E.
Chang, Chia-Lin
McAleer, Michael
20
Mumtaz, Haroon
13
Neely, Christopher J.
6
Kapetanios, George
5
Manera, Matteo
5
Theodoridis, Konstantinos
5
Fontagné, Lionel
4
Mignon, Valérie
4
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3
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3
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3
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3
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3
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3
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3
Österholm, Pär
3
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2
Bandyopadhyay, Subhayu
2
Benati, Luca
2
Blazsek, Szabolcs
2
Bloom, Nicholas
2
Coudert, Virginie
2
Crozet, Matthieu
2
Disdier, Anne-Célia
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Karlsson, Sune
2
Kiss, Tamás
2
Lahrèche-Révil, Amina
2
Laurent, Sébastien
2
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2
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2
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2
Morana, Claudio
2
Méjean, Isabelle
2
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2
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Working paper
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6
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4
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2
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2
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2
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2
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1
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ECONIS (ZBW)
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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
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
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
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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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