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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Volatility
Zeitreihenanalyse
Taiwan
18
Bibliometrics
17
Bibliometrie
17
Volatilität
17
Welt
15
World
15
ARCH model
13
ARCH-Modell
13
Estimation
13
Schätzung
13
Fachzeitschrift
10
Journal
10
Spillover effect
8
Spillover-Effekt
8
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Oil price
7
Prognoseverfahren
7
Time series analysis
7
Ölpreis
7
Capital market returns
6
Commodity derivative
6
International tourism
6
Internationaler Tourismus
6
Kapitalmarktrendite
6
Ranking method
6
Ranking-Verfahren
6
Rohstoffderivat
6
Tourism
6
Tourismus
6
USA
6
United States
6
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Risk measure
5
2009
4
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22
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Graue Literatur
Arbeitspapier
22
Non-commercial literature
22
Working Paper
22
Article in journal
4
Aufsatz in Zeitschrift
4
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English
Author
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Chang, Chia-Lin
McAleer, Michael
70
Caporale, Guglielmo Maria
42
Gil-Alaña, Luis A.
27
Gupta, Rangan
24
Teräsvirta, Timo
15
Pierdzioch, Christian
14
Croux, Christophe
13
Härdle, Wolfgang
13
Allen, David E.
12
Chiarella, Carl
12
Gannon, Gerard L.
12
Weber, Enzo
12
Caporin, Massimiliano
11
Guo, Hui
11
Spagnolo, Nicola
11
Asai, Manabu
10
Piger, Jeremy Max
10
Dijk, Dick van
9
Hautsch, Nikolaus
9
Koop, Gary
9
Miller, Stephen M.
9
Nielsen, Morten Ørregaard
9
Bauwens, Luc
8
Benati, Luca
8
Fernández-Villaverde, Jesús
8
Hecq, Alain W. J.
8
Huber, Florian
8
Mumtaz, Haroon
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Smeekes, Stephan
8
Theodoridis, Konstantinos
8
Xu, Yongdeng
8
Yu, Jun
8
Yu, Yang
8
Zanetti, Francesco
8
Ҫepni, Oğuzhan
8
Buch, Claudia M.
7
Dijk, Herman K. van
7
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University of Canterbury / Dept. of Economics and Finance
3
University of Canterbury / Dept. of Economics
1
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Working paper
16
Econometric Institute research papers
5
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Source
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ECONIS (ZBW)
22
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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
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:
4
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:
5
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:
6
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:
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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