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~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"ARCH-Modell"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
ARCH model
9
Volatility
7
Volatilität
7
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5
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5
Commodity derivative
4
Oil price
4
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Chang, Chia-Lin
McAleer, Michael
29
Caporin, Massimiliano
7
Manera, Matteo
6
Roengchai Tansuchat
5
Chen, Chi-chung
4
Morana, Claudio
4
Arouri, Mohamed
3
Christiansen, Charlotte
3
Guo, Hui
3
Huang, Zhuo
3
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3
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3
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3
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3
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3
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3
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3
Wang, Tianyi
3
Zhang, Yaojie
3
Abdalla, Suliman Zakaria Suliman
2
Ahmed, Abdullahi Dahir
2
Asai, Manabu
2
Azimi, Mohammad Naim
2
Baillie, Richard
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen, Lu-Jui
2
Chen, Ping-yu
2
Escribano, Álvaro
2
Fountas, Stilianos
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hamori, Shigeyuki
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
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2
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University of Canterbury / Dept. of Economics and Finance
3
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Economic modelling
International journal of economics and finance
Working paper
Econometric Institute research papers
28
Discussion paper / Tinbergen Institute
14
Energy economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometrics : open access journal
1
Economics letters
1
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1
International Journal of Financial Studies : open access journal
1
International review of economics & finance : IREF
1
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1
Quantifying consumer preferences
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
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1
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1
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ECONIS (ZBW)
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1
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
2
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
6
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
7
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
8
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
9
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
Saved in:
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