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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Capital income"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Capital income
Volatility
Zeitreihenanalyse
Volatilität
21
Bibliometrics
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Taiwan
19
Welt
18
World
18
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Chang, Chia-Lin
McAleer, Michael
79
Caporale, Guglielmo Maria
58
Gil-Alaña, Luis A.
50
Gupta, Rangan
44
Pierdzioch, Christian
22
Allen, David E.
19
Diebold, Francis X.
18
Teräsvirta, Timo
17
Chiarella, Carl
16
Dijk, Dick van
16
Härdle, Wolfgang
16
Caporin, Massimiliano
15
Croux, Christophe
15
Franses, Philip Hans
15
Guo, Hui
15
Weber, Enzo
15
Billio, Monica
14
Hou, Kewei
14
Miller, Stephen M.
14
Reichlin, Lucrezia
14
Piger, Jeremy Max
13
Timmermann, Allan
13
Döpke, Jörg
12
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Stulz, René M.
12
Theodoridis, Konstantinos
12
Asai, Manabu
11
Bollerslev, Tim
11
Dijk, Herman K. van
11
Hammoudeh, Shawkat
11
Hecq, Alain W. J.
11
Nelson, Daniel B.
11
Apergēs, Nikolaos
10
Guidolin, Massimo
10
Kontonikas, Alexandros
10
Palm, Franz C.
10
Pesaran, M. Hashem
10
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3
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Working paper
16
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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
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
27
RePEc
1
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28
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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
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 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:
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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