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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Chang, Chia-Lin"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Risk premium"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Chang, Chia-Lin
McAleer, Michael
20
Asai, Manabu
6
Yaron, Amir
6
Diebold, Francis X.
5
Brandt, Michael W.
4
Drechsler, Itamar
4
Bansal, Ravi
3
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3
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2
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2
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2
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2
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2
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2
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2
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1
Anderson, Torben G.
1
Chan, Felix
1
Chen, Chi-chung
1
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1
Chu, LanFen
1
Da Veiga, Bernardo
1
Dumas, Bernard
1
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1
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1
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1
Hammoudeh, Shawkat
1
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1
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1
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1
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1
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1
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1
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1
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1
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:
2
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
3
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:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
5
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
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