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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Härdle, Wolfgang"
~person:"Palm, Franz C."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Theorie
42
Theory
42
Schätzung
36
Estimation
35
Volatilität
34
Time series analysis
24
ARCH model
20
ARCH-Modell
20
Bibliometrics
20
Bibliometrie
20
Forecasting model
20
Prognoseverfahren
20
Taiwan
19
Welt
19
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19
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18
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18
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13
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13
Eigenfactor
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PI-BETA
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h-index
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E-Learning
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10
International tourism
10
Journal
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Spillover effect
10
Spillover-Effekt
10
Article Influence
9
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Free
29
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Book / Working Paper
45
Article
6
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Arbeitspapier
41
Working Paper
41
Graue Literatur
40
Non-commercial literature
40
Article in journal
6
Aufsatz in Zeitschrift
6
Language
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English
German
2
Undetermined
2
Author
All
Chang, Chia-Lin
Härdle, Wolfgang
Palm, Franz C.
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
Chiarella, Carl
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
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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Institution
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University of Canterbury / Dept. of Economics and Finance
3
Department of Economics and Finance, College of Business and Economics
1
University of Canterbury / Dept. of Economics
1
Published in...
All
Working paper
17
SFB 649 discussion paper
13
Econometric Institute research papers
5
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
The North American journal of economics and finance : a journal of financial economics studies
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of economics & finance : IREF
1
Oxford bulletin of economics and statistics
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
Research memorandum / METEOR
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Special issue on new developments in time series econometrics
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working paper series economics and econometrics
1
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Source
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ECONIS (ZBW)
50
RePEc
1
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51
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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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