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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Vries, Casper G. de"
~subject:"Risk measure"
~subject:"Schätzung"
~type:"book"
~type_genre:"Non-commercial literature"
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Chang, Chia-Lin
Vries, Casper G. de
McAleer, Michael
59
Franses, Philip Hans
16
Pérez Amaral, Teodosio
12
Jiménez-Martín, Juan-Ángel
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Asai, Manabu
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2
Caporin, Massimiliano
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Chan, Felix
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Chen, Chi-chung
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Frenk, Johannes G.
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Hsu, Hui-Kuang
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Kaynar, Bahar
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Maasoumi, Esfandiar
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ECONIS (ZBW)
26
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1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
3
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
5
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/10010354359
Saved in:
6
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
8
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
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