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~isPartOf:"Working paper"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Chang, Chia-Lin"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Estimation theory"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Aktienmarkt
Developing countries
Estimation theory
Foreign investment
United States
Volatility
Bibliometrics
16
Bibliometrie
16
Welt
16
World
16
Estimation
14
Schätzung
14
Volatilität
14
Fachzeitschrift
11
Journal
11
Taiwan
11
ARCH model
9
ARCH-Modell
9
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7
Ranking-Verfahren
7
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7
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6
Rohstoffderivat
6
Capital income
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Citation analysis
5
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2009
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International tourism
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19
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18
Working Paper
18
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Author
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Bollerslev, Tim
Chang, Chia-Lin
McAleer, Michael
50
Neely, Christopher J.
26
Owyang, Michael T.
24
Kapetanios, George
23
Wheelock, David C.
23
Mumtaz, Haroon
21
Bloom, Nicholas
19
Garrett, Thomas Andrew
19
Guo, Hui
19
Wen, Yi
19
Manera, Matteo
17
Thornton, Daniel L.
17
Stavins, Robert N.
16
Guidolin, Massimo
15
Davis, Steven J.
14
Piger, Jeremy Max
14
Mignon, Valérie
13
Wall, Howard J.
13
Anderson, Richard G.
12
Garriga, Carlos
11
McGrattan, Ellen R.
11
Reed, W. Robert
11
Coughlin, Cletus Charles
10
Martinez-Vazquez, Jorge
10
Wheeler, Christopher H.
10
Bandyopadhyay, Subhayu
9
Farber, Henry S.
9
Heimonen, Kari
9
Hernández-Murillo, Rubén
9
Karanassou, Marika
9
Krueger, Alan B.
9
Mas, Alexandre
9
Theodoridis, Konstantinos
9
Athey, Susan
8
Bastianin, Andrea
8
Bosetti, Valentina
8
Bénassy-Quéré, Agnès
8
Contessi, Silvio
8
Devereux, Michael P.
8
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University of Canterbury / Dept. of Economics and Finance
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Working paper
Econometric Institute research papers
42
Discussion paper / Tinbergen Institute
24
Journal of econometrics
24
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
8
ERID working paper
7
Working papers / Financial Institutions Center
6
Finance and economics discussion series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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5
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
4
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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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
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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
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics of innovation and new technology
1
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ECONIS (ZBW)
19
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1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
2
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
3
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:
4
Modeling 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/10009701639
Saved in:
5
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
6
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:
7
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
8
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:
9
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
10
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:
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