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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Orefice, Gianluca"
~subject:"Estimation"
~subject:"Stock index"
~subject:"Welt"
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Volatility
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Chang, Chia-Lin
Orefice, Gianluca
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
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11
Neely, Christopher J.
11
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6
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6
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6
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6
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6
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6
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6
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5
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5
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4
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4
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4
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4
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2
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ECONIS (ZBW)
17
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1
Firms' exports, volatility and skills : evidence from France
Bas, Maria
;
Bombarda, Pamela
;
Jean, Sébastien
; …
-
2018
Persistent link: https://www.econbiz.de/10012060385
Saved in:
2
The international elasticity puzzle : is worse than you think
Fontagné, Lionel
;
Martin, Philippe J.
;
Orefice, Gianluca
-
2017
Persistent link: https://www.econbiz.de/10011743410
Saved in:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
Migration and regional trade agreement : a (new) gravity estimation
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
-
2014
Persistent link: https://www.econbiz.de/10010418890
Saved in:
5
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
6
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:
7
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:
8
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:
9
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
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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