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~language:"eng"
~language:"por"
~person:"Chang, Chia-Lin"
~subject:"Taiwan"
~subject:"Time series analysis"
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Taiwan
Time series analysis
Volatility
22
Volatilität
21
Bibliometrics
19
Bibliometrie
19
Welt
18
World
18
Estimation
16
Schätzung
16
ARCH model
15
ARCH-Modell
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C3PO
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PI-BETA
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h-index
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Fachzeitschrift
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IFI
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International tourism
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Spillover effect
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Internationaler Tourismus
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Research assessment measures
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STAR
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Forecasting model
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Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Oil price
7
Ranking method
7
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7
Ölpreis
7
Capital market returns
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Commodity derivative
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Chang, Chia-Lin
McAleer, Michael
46
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
36
Franses, Philip Hans
17
Croux, Christophe
14
Teräsvirta, Timo
14
Reichlin, Lucrezia
13
Dijk, Dick van
12
Dijk, Herman K. van
11
Weber, Enzo
11
Gupta, Rangan
10
Härdle, Wolfgang
10
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
Benati, Luca
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
8
Waggoner, Daniel F.
8
Österholm, Pär
8
Bauwens, Luc
7
Billio, Monica
7
Chang, Chun
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
Marcellino, Massimiliano
7
Oxley, Les
7
Rossi, Barbara
7
Swanson, Norman R.
7
Urbain, Jean-Pierre
7
Woitek, Ulrich
7
Caporin, Massimiliano
6
Crespo Cuaresma, Jesús
6
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University of Canterbury / Dept. of Economics and Finance
2
University of Canterbury / Dept. of Economics
1
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Working paper
14
Econometric Institute research papers
8
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
25
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1
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
2
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:
3
Survival analysis of very low birth weight infant mortality in Taiwan
Chang, Chia-Lin
;
Chen, Wei-chen
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410206
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
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
6
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:
7
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
8
A statistical analysis of industrial penetration and internet intensity in Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
-
2018
-
Revised: January 2018
Persistent link: https://www.econbiz.de/10011785182
Saved in:
9
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:
10
Asymmetric risk impacts of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863529
Saved in:
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