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~language:"eng"
~language:"mkd"
~person:"Chang, Chia-Lin"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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Volatilität
Taiwan
18
Bibliometrics
17
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Welt
15
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15
ARCH model
13
ARCH-Modell
13
Estimation
13
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10
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8
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8
Capital income
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7
Time series analysis
7
Zeitreihenanalyse
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Ölpreis
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Capital market returns
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International tourism
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Internationaler Tourismus
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Graue Literatur
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17
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Chang, Chia-Lin
McAleer, Michael
51
Gupta, Rangan
21
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
14
Chiarella, Carl
12
Gannon, Gerard L.
12
Spagnolo, Nicola
11
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Fernández-Villaverde, Jesús
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Asai, Manabu
7
Buch, Claudia M.
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Alòs, Elisa
6
Bonato, Matteo
6
Caporin, Massimiliano
6
Cepni, Oguzhan
6
Gil-Alaña, Luis A.
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Theodoridis, Konstantinos
6
Vespignani, Joaquin
6
Andersen, Torben
5
Bartram, Söhnke M.
5
Clements, Kenneth W.
5
Diebold, Francis X.
5
Fang, Wen-shwo
5
Farmer, Roger E. A.
5
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
13
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4
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ECONIS (ZBW)
17
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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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