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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Bebchuk, Lucian A."
~person:"Chang, Chia-Lin"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
Volatility
Taiwan
7
ARCH model
5
ARCH-Modell
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Capital market returns
5
Kapitalmarktrendite
5
Spillover effect
4
Spillover-Effekt
4
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Bebchuk, Lucian A.
Chang, Chia-Lin
McAleer, Michael
13
Dijk, Dick van
4
Asai, Manabu
3
Lambertides, Neophytos
2
Martens, Martin
2
Savva, Christos S.
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Allen, David E.
1
Anh The Vo
1
Bannouh, Karim
1
Duc Hong Vo
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Hsu, Shu-Han
1
Ilomäki, Jukka
1
Laurila, Hannu
1
Medeiros, Marcelo C.
1
Osborn, Denise R.
1
Pooter, Michiel de
1
Powell, Robert
1
Sensier, Marianne
1
Singh, Abhay Kumar
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Tan Ngoc Vu
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Yuan, Yuan
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Econometric Institute research papers
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13
The North American journal of economics and finance : a journal of financial economics studies
2
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
1
International review of economics & finance : IREF
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
5
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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:
2
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:
3
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
4
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:
5
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:
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