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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Estimation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Volatility
Zeitreihenanalyse
Volatilität
21
Bibliometrics
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Bibliometrie
19
Taiwan
19
Welt
18
World
18
Schätzung
16
ARCH model
15
ARCH-Modell
15
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13
C3PO
11
PI-BETA
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h-index
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31
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31
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31
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5
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English
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Chang, Chia-Lin
McAleer, Michael
90
Caporale, Guglielmo Maria
77
Gupta, Rangan
61
Gil-Alaña, Luis A.
60
Wagner, Joachim
43
Pierdzioch, Christian
35
Döpke, Jörg
28
Weber, Enzo
26
Hayo, Bernd
23
Minford, Patrick
23
Salvanes, Kjell G.
23
Franses, Philip Hans
21
Fritsch, Michael
21
Härdle, Wolfgang
21
Pesaran, M. Hashem
21
Miller, Stephen M.
20
Theodoridis, Konstantinos
20
Galí, Jordi
19
Huber, Florian
19
Stulz, René M.
19
Croux, Christophe
18
Hess, Gregory D.
18
Merkl, Christian
18
Rossi, Barbara
18
Benati, Luca
17
Buch, Claudia M.
17
Caporin, Massimiliano
17
Teräsvirta, Timo
17
Allen, David E.
16
Apergēs, Nikolaos
16
Billio, Monica
16
Chiarella, Carl
16
Czarnitzki, Dirk
16
Dijk, Dick van
16
Kaiser, Ulrich
16
Piger, Jeremy Max
16
Timmermann, Allan
16
Bauer, Thomas K.
15
Diebold, Francis X.
15
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University of Canterbury / Dept. of Economics and Finance
4
Department of Economics and Finance, College of Business and Economics
1
University of Canterbury / Dept. of Economics
1
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Working paper
25
Econometric Institute research papers
5
The North American journal of economics and finance : a journal of financial economics studies
2
Tourism economics : the business and finance of tourism and recreation
2
International review of economics & finance : IREF
1
Working Papers in Economics
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
36
RePEc
1
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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
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
8
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:
9
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:
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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