//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~person:"Clark, Todd E."
~person:"Döpke, Jörg"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Schätzung"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
19
Schätzung
19
ARCH model
9
ARCH-Modell
9
Volatilität
8
Welt
8
World
8
Commodity derivative
5
International tourism
5
Internationaler Tourismus
5
Rohstoffderivat
5
Taiwan
5
Oil price
4
Ölpreis
4
Economic indicator
3
Forecasting model
3
Modellierung
3
Prognoseverfahren
3
Scientific modelling
3
Time series analysis
3
USA
3
United States
3
Wirtschaftsindikator
3
Zeitreihenanalyse
3
1990-2008
2
1997-2008
2
Cointegration
2
Demand
2
Economic growth
2
Factor analysis
2
Faktorenanalyse
2
Financial crisis
2
Finanzkrise
2
Index
2
Index number
2
Kointegration
2
Monetary indicator
2
Monetärer Indikator
2
Nachfrage
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Aufsatz im Buch
Non-commercial literature
Arbeitspapier
8
Graue Literatur
8
Working Paper
8
Language
All
English
8
Author
All
Chang, Chia-Lin
Clark, Todd E.
Döpke, Jörg
McAleer, Michael
21
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Martinet, Guillaume Gaetan
2
Bannouh, Karim
1
Caporin, Massimiliano
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Hafner, Christian M.
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Martens, Martin
1
Oya, Kosuke
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Wiphatthanananthakul, Chatayan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Kieler Arbeitspapiere
6
Kiel working paper
4
Working paper
4
Federal Reserve Bank of Cleveland working paper series
3
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Research working papers / Federal Reserve Bank of Kansas City
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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
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:
5
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
6
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
8
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->