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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Chiarella, Carl"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Theorie
80
Theory
78
Volatilität
35
Business cycle
28
Keynesian economics
28
Keynesianismus
28
Konjunktur
28
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23
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23
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21
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21
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20
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20
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19
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Stochastischer Prozess
12
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11
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11
Economic dynamics
11
PI-BETA
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11
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h-index
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34
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34
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5
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5
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English
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2
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Chang, Chia-Lin
Chiarella, Carl
McAleer, Michael
78
Caporale, Guglielmo Maria
49
Gil-Alaña, Luis A.
46
Gupta, Rangan
40
Pierdzioch, Christian
21
Teräsvirta, Timo
17
Dijk, Dick van
16
Caporin, Massimiliano
15
Croux, Christophe
15
Franses, Philip Hans
15
Billio, Monica
14
Härdle, Wolfgang
14
Reichlin, Lucrezia
14
Weber, Enzo
14
Piger, Jeremy Max
13
Allen, David E.
12
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Theodoridis, Konstantinos
12
Asai, Manabu
11
Diebold, Francis X.
11
Dijk, Herman K. van
11
Döpke, Jörg
11
Guo, Hui
11
Hecq, Alain W. J.
11
Miller, Stephen M.
11
Nelson, Daniel B.
11
Bollerslev, Tim
10
Palm, Franz C.
10
Pesaran, M. Hashem
10
Phillips, Peter C. B.
10
Ravazzolo, Francesco
10
Reiter, Michael
10
Timmermann, Allan
10
Waggoner, Daniel F.
10
Österholm, Pär
10
Bauwens, Luc
9
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University of Canterbury / Dept. of Economics and Finance
3
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1
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1
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Working paper
16
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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
Journal of economic behavior & organization : JEBO
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
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ECONIS (ZBW)
40
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
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:
4
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:
5
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:
6
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:
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
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
10
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
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