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~language:"eng"
~person:"Chang, Chia-Lin"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Derivat"
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ARCH-Modell
Derivat
Volatility
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Volatilität
21
Bibliometrics
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Taiwan
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Chang, Chia-Lin
McAleer, Michael
44
Caporin, Massimiliano
9
Rindell, Krister
9
Teräsvirta, Timo
9
Allen, David E.
8
Broll, Udo
8
Fang, Wen-shwo
8
Gannon, Gerard L.
8
Miller, Stephen M.
8
Weber, Enzo
8
Wolfers, Justin
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Andersen, Torben
6
Bauwens, Luc
6
Hammoudeh, Shawkat
6
Härdle, Wolfgang
6
Platen, Eckhard
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Zitzewitz, Eric
6
Dempsey, Michael
5
Diebold, Francis X.
5
Gupta, Rangan
5
Hafner, Christian M.
5
Karanasos, Menelaos
5
Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Dhaene, Geert
4
Engle, Robert F.
4
Haas, Markus
4
Kamaiah, Bandi
4
Kavussanos, Manolis G.
4
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University of Canterbury / Dept. of Economics and Finance
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11
Econometric Institute research papers
5
The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
7
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
8
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:
9
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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