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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Chang, Chia-Lin"
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Search: subject_exact:"Volatilität"
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Volatility
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Volatilität
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Chang, Chia-Lin
McAleer, Michael
9
Sensier, Marianne
6
Osborn, Denise R.
4
Dijk, Dick van
3
Teräsvirta, Timo
3
Alexius, Annika
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Björk, Tomas
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Blackburn, Keith
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Chen, Chi-chung
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Hammoudeh, Shawkat
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Hooper, Vincent J.
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Pelloni, Alessandra
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Roengchai Tansuchat
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Andreou, Elena
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Artis, Michael J.
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Asai, Manabu
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Aslanidis, Nektarios
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Bianchi, Marco
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Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chen, Ping-yu
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Dungey, Mardi H.
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Etebari, Ahmad
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Galindev, Ragchaasuren
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Gombani, Andrea
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Hagerud, Gustaf E.
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He, Changli
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Heaney, Richard A.
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Ishida, Isao
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Karanasos, Menelaos
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Kim, Dong-heon
1
Lan Fen Chu
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Landén, Camilla
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Löthgren, Mickael
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Malik, Farooq
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
Centre for Growth and Business Cycle Research <Manchester>
Ekonomiska forskningsinstitutet <Stockholm>
University of Canterbury / Dept. of Economics and Finance
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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2
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
3
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
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