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~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Monografische Reihe"
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Volatility
7
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7
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6
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6
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6
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Chang, Tsangyao
McAleer, Michael
Gupta, Rangan
43
Lien, Da-hsiang Donald
19
Lee, Chien-chiang
17
Kang, Sang Hoon
16
Mensi, Walid
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Hammoudeh, Shawkat
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Hall, Stephen G.
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7
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7
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7
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7
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Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
50
Applied economics
38
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
The empirical economics letters : a monthly international journal of economics
21
Econometric reviews
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International review of economics & finance : IREF
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Annals of financial economics
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Economic modelling
12
Energy economics
9
Applied financial economics
8
Finance research letters
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Risks : open access journal
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International journal of economics
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International journal of forecasting
6
Romanian journal of economic forecasting
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Tourism economics : the business and finance of tourism and recreation
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The Indian journal of economics
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The Japanese economic review : the journal of the Japanese Economic Association
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Tourism management : research, policies, practice
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International journal of finance & economics : IJFE
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Japan and the world economy : international journal of theory and policy
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The journal of international trade & economic development
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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ECONIS (ZBW)
13
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1
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
2
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
5
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
9
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
10
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
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