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~language:"eng"
~person:"Chang, Chia-Lin"
~source:"econis"
~subject:"Derivat"
~subject:"Volatility"
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Derivat
Volatility
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Chang, Chia-Lin
McAleer, Michael
59
Gupta, Rangan
33
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
18
Chiarella, Carl
14
Gannon, Gerard L.
14
Diebold, Francis X.
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Mumtaz, Haroon
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Spagnolo, Nicola
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Härdle, Wolfgang
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Rindell, Krister
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Bollerslev, Tim
9
Guo, Hui
9
Hammoudeh, Shawkat
9
Stulz, René M.
9
Andersen, Torben
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Wolfers, Justin
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
Billio, Monica
7
Broll, Udo
7
Buch, Claudia M.
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Häfke, Christian
7
Neely, Christopher J.
7
Pérez Amaral, Teodosio
7
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
RePEc
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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
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:
4
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:
5
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:
6
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:
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
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:
9
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:
10
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
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