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subject:"Volatility"
~person:"Chang, Chia-Lin"
~subject:"Commodity derivative"
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Volatility
Commodity derivative
Estimation
63
Schätzung
63
ARCH model
25
ARCH-Modell
25
Volatilität
25
Welt
22
World
22
Taiwan
19
International tourism
18
Internationaler Tourismus
18
Time series analysis
14
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14
Rohstoffderivat
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Modellierung
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Oil price
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Prognoseverfahren
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Spillover effect
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Chang, Chia-Lin
McAleer, Michael
86
Gupta, Rangan
82
Caporale, Guglielmo Maria
59
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Rodriguez, Gabriel
20
Prokopczuk, Marcel
19
Wang, Yudong
19
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Kang, Sang Hoon
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Aghion, Philippe
17
Chiarella, Carl
17
Pesaran, M. Hashem
17
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
8
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3
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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21
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
22
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
23
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:
24
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:
25
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
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