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~language:"eng"
~language:"jpn"
~person:"Chang, Chia-Lin"
~subject:"Volatility"
~subject:"Ölpreis"
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Volatility
Ölpreis
Volatilität
21
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Taiwan
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Welt
18
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18
Estimation
16
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Chang, Chia-Lin
McAleer, Michael
59
Gupta, Rangan
39
Caporale, Guglielmo Maria
21
Pierdzioch, Christian
21
Chiarella, Carl
14
Mohaddes, Kamiar
13
Ratti, Ronald A.
13
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Miller, Stephen M.
11
Bjørnland, Hilde Christiane
10
Caporin, Massimiliano
10
Diebold, Francis X.
10
Hammoudeh, Shawkat
10
Vespignani, Joaquin
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Ji, Qiang
9
Weber, Enzo
9
Wen, Yi
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Farzanegan, Mohammad Reza
8
Fernández-Villaverde, Jesús
8
Pesaran, M. Hashem
8
Raissi, Mehdi
8
Salisu, Afees A.
8
Siklos, Pierre L.
8
Theodoridis, Konstantinos
8
Vespignani, Joaquin L.
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
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7
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
21
RePEc
1
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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
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Modelling the asymmetric volatility in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
Saved in:
8
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
9
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
10
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
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