//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Hodnett, Kathleen"
~subject:"Kapitaleinkommen"
~subject:"Risikomaß"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risikomaß
Taiwan
18
Bibliometrics
17
Bibliometrie
17
Volatility
17
Volatilität
17
Welt
15
World
15
ARCH model
13
ARCH-Modell
13
Estimation
13
Schätzung
13
Fachzeitschrift
10
Journal
10
Spillover effect
8
Spillover-Effekt
8
Capital income
7
Forecasting model
7
Oil price
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Ölpreis
7
Capital market returns
6
Commodity derivative
6
International tourism
6
Internationaler Tourismus
6
Kapitalmarktrendite
6
Ranking method
6
Ranking-Verfahren
6
Rohstoffderivat
6
Tourism
6
Tourismus
6
USA
6
United States
6
Portfolio selection
5
Portfolio-Management
5
Risk measure
5
2009
4
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Chang, Chia-Lin
Hodnett, Kathleen
McAleer, Michael
27
Caporale, Guglielmo Maria
16
Hou, Kewei
14
Gupta, Rangan
11
Allen, David E.
10
Diebold, Francis X.
10
Guidolin, Massimo
9
Gil-Alaña, Luis A.
8
Guo, Hui
8
Stulz, René M.
8
Ben-David, Itzhak
7
Birru, Justin
7
Krippner, Leo
7
Pérez Amaral, Teodosio
7
Sercu, Piet
7
Timmermann, Allan
7
Jiménez-Martín, Juan-Ángel
6
Souza, Thiago de Oliveira
6
Broll, Udo
5
Cepni, Oguzhan
5
Christiansen, Charlotte
5
Copeland, Laurence S.
5
Engsted, Tom
5
Hirshleifer, David
5
Härdle, Wolfgang
5
Karolyi, G. Andrew
5
Kostakis, Alexandros
5
Mittnik, Stefan
5
Pettenuzzo, Davide
5
Pierdzioch, Christian
5
Sanders, Anthony B.
5
Vanduffel, Steven
5
Wong, Woon K.
5
Zhang, Lu
5
Zhang, Shaojun
5
Anderson, Warwick
4
Backus, David
4
Bonato, Matteo
4
Boudt, Kris
4
more ...
less ...
Published in...
All
Working paper
9
Econometric Institute research papers
2
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
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:
3
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
4
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:
5
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
6
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
7
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
8
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->