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~language:"eng"
~language:"kor"
~person:"Andersen, Torben"
~person:"Chang, Chia-Lin"
~person:"Foss, Nicolai J."
~subject:"ARCH model"
~subject:"Fachzeitschrift"
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ARCH model
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21
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Andersen, Torben
Chang, Chia-Lin
Foss, Nicolai J.
McAleer, Michael
49
Caporin, Massimiliano
9
Teräsvirta, Timo
9
Fang, Wen-shwo
8
Miller, Stephen M.
8
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7
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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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5
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5
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5
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5
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5
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5
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4
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4
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ECONIS (ZBW)
31
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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
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413657
Saved in:
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