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~isPartOf:"Working paper"
~language:"eng"
~language:"srp"
~person:"Chang, Chia-Lin"
~person:"Dijk, Herman K. van"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Bibliometrics
16
Bibliometrie
16
Welt
15
World
15
Estimation
13
Schätzung
13
Volatility
13
Volatilität
13
Taiwan
11
Fachzeitschrift
10
Journal
10
ARCH model
8
ARCH-Modell
8
Ranking method
6
Ranking-Verfahren
6
Capital income
5
Commodity derivative
5
Forecasting model
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Kapitaleinkommen
5
Oil price
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Rohstoffderivat
5
Time series analysis
5
Ölpreis
5
2009
4
Citation analysis
4
Derivat
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Derivative
4
Eigenfactor, Impact Factor
4
International tourism
4
Internationaler Tourismus
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Portfolio selection
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Portfolio-Management
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Price
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Spillover-Effekt
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Chang, Chia-Lin
Dijk, Herman K. van
McAleer, Michael
20
Caporin, Massimiliano
6
Piger, Jeremy Max
6
Österholm, Pär
5
Franses, Philip Hans
4
Reed, W. Robert
4
Dueker, Michael
3
Morley, James C.
3
Oxley, Les
3
Asai, Manabu
2
Chan, Felix
2
Guo, Hui
2
Javed, Farrukh
2
Karlsson, Sune
2
Kim, Chang-jin
2
Owyang, Michael T.
2
Pollock, David Stephen G.
2
Poon, Aubrey
2
Roengchai Tansuchat
2
Savickas, Robert
2
Alfelt, Gustav
1
Anderson, Richard G.
1
Armelius, Hanna
1
Assenmacher-Wesche, Katrin
1
Awartani, Basel
1
Barrio Castro, Tomás del
1
Berger, Helge
1
Bodnar, Taras
1
Cascio, Iolanda Lo
1
Cheema, Muhammad A.
1
Coupé, Tom
1
Darvas, Zsolt M.
1
Doz, Catherine
1
Dubois, Emmanuel
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Edvinsson, Rodney
1
Escribano, Álvaro
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Farnia, Luca
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University of Canterbury / Dept. of Economics and Finance
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Working paper
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CAMP working paper series
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International review of economics & finance : IREF
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Macroeconomic Research Group discussion paper series
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Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
5
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1
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
2
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
3
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
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:
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