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~accessRights:"free"
~language:"eng"
~person:"Allen, David E."
~person:"Chang, Chia-Lin"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
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Kapitaleinkommen
Risk measure
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Allen, David E.
Chang, Chia-Lin
McAleer, Michael
21
Caporale, Guglielmo Maria
16
Diebold, Francis X.
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Gupta, Rangan
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Hou, Kewei
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Guidolin, Massimo
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Gil-Alaña, Luis A.
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Guo, Hui
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Pérez Amaral, Teodosio
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Souza, Thiago de Oliveira
6
Stulz, René M.
6
Wong, Woon K.
6
Birru, Justin
5
Cepni, Oguzhan
5
Christiansen, Charlotte
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Copeland, Laurence S.
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Hirshleifer, David
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Härdle, Wolfgang
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Kostakis, Alexandros
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Mittnik, Stefan
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Sanders, Anthony B.
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Timmermann, Allan
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Vanduffel, Steven
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Zhang, Shaojun
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Billio, Monica
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Boudt, Kris
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Chollete, Loran
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Daouia, Abdelaati
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School of Accounting, Finance and Economics <Perth, Western Australia>
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ECONIS (ZBW)
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
4
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
6
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
7
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
8
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
9
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
10
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
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