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~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economica"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economic theory"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Cacciatore, Matteo"
~person:"Chandra, Vandana"
~person:"Chang, Chia-Lin"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Egger, Peter"
~person:"Hoel, Michael"
~person:"Karanassou, Marika"
~person:"Meland, Frode"
~person:"Ornelas, Emanuel"
~person:"Panagariya, Arvind"
~person:"Veneziani, Roberto"
~source:"econis"
~subject:"ARCH model"
~subject:"Arbeitsmarkt"
~subject:"Core"
~subject:"Estimation"
~subject:"Financial capitalism"
~subject:"Monetary policy"
~subject:"Natural rate of unemployment"
~subject:"Neoclassical synthesis"
~subject:"Theorie"
~subject:"Union membership"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Allouch, Nizar
Cacciatore, Matteo
Chandra, Vandana
Chang, Chia-Lin
Chatelain, Jean-Bernard
Dickhaut, John W.
Egger, Peter
Hoel, Michael
Karanassou, Marika
Meland, Frode
Ornelas, Emanuel
Panagariya, Arvind
Veneziani, Roberto
Franses, Philip Hans
32
Johansson-Stenman, Olof
31
McAleer, Michael
29
Gersbach, Hans
21
Ploeg, Frederick van der
21
Straume, Odd Rune
21
Aronsson, Thomas
18
Fernández-Villaverde, Jesús
17
Huber, Florian
16
Kakwani, Nanak
15
Weber, Michael
15
Dijk, Herman K. van
14
Karni, Edi
14
Koskela, Erkki
14
Marcellino, Massimiliano
14
Schoenle, Raphael
14
De Grauwe, Paul
13
Frey, Bruno S.
13
Lommerud, Kjell Erik
13
Reis, Ricardo
13
Carlsson, Frederik
12
Dijk, Dick van
12
Eichner, Thomas
12
Fox, Kevin J.
12
Peydró, José-Luis
12
Simsek, Alp
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Wagelmans, Albert P. M.
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Forni, Mario
11
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11
Kind, Hans Jarle
11
Paap, Richard
11
Pesaran, M. Hashem
11
Pethig, Rüdiger
11
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11
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CESifo working papers
Discussion paper / School of Economics, The University of New South Wales
Discussion papers / CEPR
Econometric Institute research papers
Economica
Games and economic behavior
Journal of economic theory
The journal of futures markets
Working paper / Foerder Institute for Economic Research
Working papers in economics
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77
Memorandum / Department of Economics, University of Oslo
23
Discussion paper / Centre for Economic Policy Research
21
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14
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8
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6
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4
Discussion papers in economics
4
IHS economics series : working paper
4
Kiel working paper
4
Memorandum from Department of Economics, University of Oslo
4
Warwick economic research papers
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Discussion paper / Tinbergen Institute
3
Paper / Department of Economics, Queen Mary and Westfield College
3
Reihe Ökonomie
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Stirling economics discussion paper
2
University of Tübingen working papers in economics and finance
2
WIFO working papers
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Centre for Competitive Advantage in the Global Economy
2
CEPIE working paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CRED research papers
1
Cambridge working papers in economics
1
Centre discussion paper series / Centre for Philosophy of Natural and Social Science
1
Department of Economics working paper
1
Discussion paper / NHH, Department of Economics
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion papers / Statistics Norway, Research Department
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ECONIS (ZBW)
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21
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:
22
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
23
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
24
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
25
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
26
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
27
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
28
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
29
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
30
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
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