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~language:"eng"
~language:"por"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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ARCH model
Zeitreihenanalyse
Volatility
22
Volatilität
21
Bibliometrics
19
Bibliometrie
19
Taiwan
19
Welt
18
World
18
Estimation
16
Schätzung
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Chang, Chia-Lin
McAleer, Michael
53
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
42
Teräsvirta, Timo
21
Franses, Philip Hans
16
Gupta, Rangan
16
Weber, Enzo
15
Croux, Christophe
14
Dijk, Dick van
14
Reichlin, Lucrezia
13
Härdle, Wolfgang
12
Bauwens, Luc
11
Dijk, Herman K. van
11
Billio, Monica
10
Caporin, Massimiliano
10
Hecq, Alain W. J.
10
Miller, Stephen M.
10
Allen, David E.
9
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Swanson, Norman R.
9
Benati, Luca
8
Fang, Wen-shwo
8
Gschwandtner, Adelina
8
Kontonikas, Alexandros
8
Nelson, Daniel B.
8
Palm, Franz C.
8
Silvennoinen, Annastiina
8
Stavroyiannis, Stavros
8
Urbain, Jean-Pierre
8
Waggoner, Daniel F.
8
Xu, Yongdeng
8
Österholm, Pär
8
Asai, Manabu
7
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University of Canterbury / Dept. of Economics and Finance
3
University of Canterbury / Dept. of Economics
1
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Working paper
11
Econometric Institute research papers
5
The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
20
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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
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:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
5
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
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:
8
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
9
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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