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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Chiarella, Carl"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Volatility
Theorie
58
Theory
58
Volatilität
34
Estimation
20
Schätzung
20
Welt
20
World
20
Bibliometrics
19
Bibliometrie
19
Taiwan
19
ARCH model
15
ARCH-Modell
15
Business cycle
13
Konjunktur
13
Portfolio selection
13
Portfolio-Management
13
Yield curve
12
Zinsstruktur
12
Keynesian economics
11
Keynesianismus
11
Spillover effect
11
Spillover-Effekt
11
Stochastic process
11
Stochastischer Prozess
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Chaos theory
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Chaostheorie
9
International tourism
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Internationaler Tourismus
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29
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Aufsatz in Zeitschrift
Graue Literatur
Arbeitspapier
30
Working Paper
30
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29
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5
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English
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Chang, Chia-Lin
Chiarella, Carl
McAleer, Michael
57
Gupta, Rangan
32
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
17
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
11
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Asai, Manabu
8
Caporin, Massimiliano
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Buch, Claudia M.
7
Hammoudeh, Shawkat
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Alòs, Elisa
6
Bonato, Matteo
6
Döpke, Jörg
6
Fernández-Villaverde, Jesús
6
Gil-Alaña, Luis A.
6
Häfke, Christian
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Pesaran, M. Hashem
6
Rens, Thijs van
6
Vespignani, Joaquin
6
Yu, Yang
6
Zanetti, Francesco
6
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5
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2
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Working paper
13
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6
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6
Econometric Institute research papers
4
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
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ECONIS (ZBW)
34
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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
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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