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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Palm, Franz C."
~subject:"Tourism"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Tourism
Volatility
Zeitreihenanalyse
Volatilität
21
Taiwan
18
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17
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17
Estimation
16
Schätzung
16
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33
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33
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33
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6
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Chang, Chia-Lin
Palm, Franz C.
McAleer, Michael
76
Caporale, Guglielmo Maria
48
Gil-Alaña, Luis A.
29
Gupta, Rangan
24
Teräsvirta, Timo
17
Pierdzioch, Christian
16
Dijk, Dick van
14
Härdle, Wolfgang
14
Allen, David E.
13
Chiarella, Carl
13
Croux, Christophe
13
Gannon, Gerard L.
12
Spagnolo, Nicola
12
Weber, Enzo
12
Caporin, Massimiliano
11
Dijk, Herman K. van
11
Guo, Hui
11
Asai, Manabu
10
Franses, Philip Hans
10
Piger, Jeremy Max
10
Theodoridis, Konstantinos
10
Hautsch, Nikolaus
9
Miller, Stephen M.
9
Nielsen, Morten Ørregaard
9
Pesaran, M. Hashem
9
Phillips, Peter C. B.
9
Bauwens, Luc
8
Benati, Luca
8
Buch, Claudia M.
8
Diebold, Francis X.
8
Döpke, Jörg
8
Hecq, Alain W. J.
8
Huber, Florian
8
Kontonikas, Alexandros
8
Koop, Gary
8
Marcellino, Massimiliano
8
Mumtaz, Haroon
8
Smeekes, Stephan
8
Xu, Yongdeng
8
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University of Canterbury / Dept. of Economics and Finance
3
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Working paper
20
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8
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
33
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
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:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413657
Saved in:
10
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:
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