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subject:"Volatility"
~person:"Chang, Tsangyao"
~person:"Ma, Feng"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Share price
Time series analysis
Estimation
137
Schätzung
137
Einheitswurzeltest
50
Kaufkraftparität
50
Purchasing power parity
50
Unit root test
50
Forecasting model
34
Prognoseverfahren
34
Zeitreihenanalyse
31
Cointegration
28
Kointegration
28
Statistical test
28
Statistischer Test
28
Volatilität
27
Panel
24
Panel study
24
Börsenkurs
20
Oil price
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Ölpreis
19
Aktienmarkt
18
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Nichtlineare Regression
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59
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Chang, Tsangyao
Ma, Feng
Caporale, Guglielmo Maria
216
Gil-Alaña, Luis A.
205
Gupta, Rangan
141
McAleer, Michael
102
Pierdzioch, Christian
83
Bollerslev, Tim
61
Pesaran, M. Hashem
61
Koopman, Siem Jan
55
McMillan, David G.
54
Tiwari, Aviral Kumar
52
Hautsch, Nikolaus
50
Bahmani-Oskooee, Mohsen
48
Narayan, Paresh Kumar
47
Wohar, Mark E.
47
Bohl, Martin T.
45
Belke, Ansgar
44
Todorov, Viktor
43
Härdle, Wolfgang
42
Engle, Robert F.
41
Herwartz, Helmut
41
Döpke, Jörg
39
Zaremba, Adam
39
Allen, David E.
36
Kapetanios, George
36
Bouri, Elie
35
Miller, Stephen M.
33
Caporin, Massimiliano
32
Chang, Chia-Lin
31
Cheung, Yin-Wong
31
Lettau, Martin
31
Marcellino, Massimiliano
31
Balcilar, Mehmet
30
Mumtaz, Haroon
30
Timmermann, Allan
30
Asai, Manabu
29
Bali, Turan G.
28
Chan, Joshua
28
Gao, Jiti
27
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Applied economics
7
Applied economics letters
6
Energy economics
6
International review of financial analysis
5
Finance research letters
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Economic systems
2
Romanian journal of economic forecasting
2
The empirical economics letters : a monthly international journal of economics
2
Applied economics quarterly
1
Applied financial economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic modelling
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Iranian economic review : journal of University of Tehran
1
Journal of banking & finance
1
Journal of economic development
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
1
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1
The journal of futures markets
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The journal of international trade & economic development
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ECONIS (ZBW)
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51
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
52
Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Lee, Kuei-Chiu
- In:
Economic systems
40
(
2016
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011668458
Saved in:
53
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
54
Are stock prices related to the political uncertainty index in OECD countries? : evidence from the bootstrap panel causality test
Chang, Tsangyao
;
Chen, Wen-Yi
;
Gupta, Rangan
;
Nguyen, …
- In:
Economic systems
39
(
2015
)
2
,
pp. 288-300
Persistent link: https://www.econbiz.de/10011527538
Saved in:
55
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
56
Income convergence in African countries : evidence from a stationary test with multiple structural breaks
Ranjbar, Omid
;
Lee, Chien-chiang
;
Chang, Tsangyao
; …
- In:
The South African journal of economics
82
(
2014
)
3
,
pp. 371-391
Persistent link: https://www.econbiz.de/10010502194
Saved in:
57
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
58
Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao
;
Chiu, Chi-chen
;
Nieh, Chien-chung
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
Saved in:
59
A note on testing "tax-and-spend, spend-and-tax or fiscal synchronization" : the case of China
Chang, Tsangyao
;
Ho, Yuang-hong
- In:
Journal of economic development
27
(
2002
)
1
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001693637
Saved in:
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