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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Fontagné, Lionel"
~person:"Laurent, Sébastien"
~subject:"Stock index"
~subject:"Welt"
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Volatility
Stock index
Welt
Estimation
27
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6
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6
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5
Volatilität
5
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14
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Chang, Chia-Lin
Fontagné, Lionel
Laurent, Sébastien
McAleer, Michael
18
Mumtaz, Haroon
13
Neely, Christopher J.
6
Theodoridis, Konstantinos
5
Kapetanios, George
4
Manera, Matteo
4
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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
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3
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2
Asai, Manabu
2
Bandyopadhyay, Subhayu
2
Benati, Luca
2
Blazsek, Szabolcs
2
Bloom, Nicholas
2
Coudert, Virginie
2
Crozet, Matthieu
2
Disdier, Anne-Célia
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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4
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2
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2
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2
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1
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1
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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
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
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
5
Economic impact of potential outcome of the DDA
Decreux, Yvan
;
Fontagné, Lionel
-
2011
Persistent link: https://www.econbiz.de/10009378633
Saved in:
6
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:
7
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
8
Specialisation across varieties within products and North-South competition
Fontagné, Lionel
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003503379
Saved in:
9
Bilateral trade of cultural goods
Disdier, Anne-Célia
;
Tai, Silvio H. T.
;
Fontagné, Lionel
-
2007
Persistent link: https://www.econbiz.de/10003591101
Saved in:
10
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:
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