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~language:"ell"
~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"ARCH-Modell"
~subject:"Fachzeitschrift"
~type_genre:"Non-commercial literature"
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ARCH-Modell
Fachzeitschrift
Taiwan
18
Bibliometrics
17
Bibliometrie
17
Volatility
17
Volatilität
17
Welt
15
World
15
ARCH model
13
Estimation
13
Schätzung
13
Journal
10
Spillover effect
8
Spillover-Effekt
8
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Oil price
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Ölpreis
7
Capital market returns
6
Commodity derivative
6
International tourism
6
Internationaler Tourismus
6
Kapitalmarktrendite
6
Ranking method
6
Ranking-Verfahren
6
Rohstoffderivat
6
Tourism
6
Tourismus
6
USA
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6
Portfolio selection
5
Portfolio-Management
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Risikomaß
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Risk measure
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2009
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Non-commercial literature
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Graue Literatur
23
Working Paper
23
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2
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Modern Greek (1453-)
English
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Chang, Chia-Lin
McAleer, Michael
46
Caporin, Massimiliano
8
Fang, Wen-shwo
8
Miller, Stephen M.
8
Teräsvirta, Timo
8
Weber, Enzo
8
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Caporale, Guglielmo Maria
5
Allen, David E.
4
Andersen, Torben
4
Asai, Manabu
4
Chen, Chi-chung
4
Gupta, Rangan
4
Hafner, Christian M.
4
Karanasos, Menelaos
4
Oxley, Les
4
Pelloni, Gianluigi
4
Polasek, Wolfgang
4
Roengchai Tansuchat
4
Shephard, Neil G.
4
Dhaene, Geert
3
Engle, Robert F.
3
Guo, Hui
3
Kyritsis, Evangelos
3
Lanne, Markku
3
Mittnik, Stefan
3
Preminger, Arie
3
Serletis, Apostolos
3
Sheppard, Kevin
3
Spagnolo, Nicola
3
Wu, Jianbin
3
Yu, Jun
3
Zagaglia, Paolo
3
Amado, Cristina
2
Antonakakis, Nikolaos
2
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
18
Econometric Institute research papers
5
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ECONIS (ZBW)
23
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1
Ranking
economics
and econometrics ISI journals by quality weighted citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348326
Saved in:
2
How should journal quality be ranked? : an application to agricultural, energy, environmental and resource
economics
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413630
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
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242834
Saved in:
5
What do experts know about forecasting journal quality? : a comparison with ISI research impact in Finance
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009711729
Saved in:
6
Ranking journal quality by harmonic mean of ranks : an application to ISI statistics & probability
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562951
Saved in:
7
What do experts know about ranking journal quality? : a comparison with ISI research impact in finance
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009413342
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
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413657
Saved in:
10
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
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