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~person:"Chang, Chia-Lin"
~subject:"Arbeitsmarkt"
~subject:"Konjunktur"
~subject:"Schätzung"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Search: subject:"volatility"
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Subject
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Arbeitsmarkt
Konjunktur
Schätzung
Volatility
74
Volatilität
70
ARCH model
40
ARCH-Modell
40
Spillover-Effekt
32
Spillover effect
31
USA
19
United States
19
Ölpreis
18
Oil price
17
Capital market returns
16
Kapitalmarktrendite
16
Spot market
16
Spotmarkt
16
Commodity derivative
15
Rohstoffderivat
15
Capital income
13
Kapitaleinkommen
13
Estimation
12
Futures
12
Preis
11
Taiwan
11
Welt
11
Hedging
10
Index derivative
10
Indexderivat
10
Portfolio-Management
10
Price
10
Risikomaß
10
World
10
China
9
Portfolio selection
9
Börsenkurs
8
Risk measure
8
Share price
8
Düngemittel
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienindex
6
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Free
13
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Book / Working Paper
15
Type of publication (narrower categories)
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Aufsatzsammlung
Working Paper
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
15
Author
All
Chang, Chia-Lin
McAleer, Michael
52
Caporale, Guglielmo Maria
29
Hautsch, Nikolaus
29
Pierdzioch, Christian
29
Buch, Claudia M.
27
Gupta, Rangan
23
Döpke, Jörg
21
Carrillo-Tudela, Carlos
20
Härdle, Wolfgang
20
Bachmann, Ronald
19
Belke, Ansgar
19
Merkl, Christian
18
Pesaran, M. Hashem
17
Marcellino, Massimiliano
16
Fernández-Villaverde, Jesús
15
Haltiwanger, John C.
15
Koopman, Siem Jan
15
Mumtaz, Haroon
15
Ours, Jan C. van
15
Stüber, Heiko
15
Winter-Ebmer, Rudolf
15
Castelnuovo, Efrem
14
Clark, Todd E.
14
Rodriguez, Gabriel
14
Asai, Manabu
13
Bender, Stefan
13
Caggiano, Giovanni
13
Conrad, Christian
13
Hafner, Christian M.
13
Herwartz, Helmut
13
Lalé, Etienne
13
Bos, Charles S.
12
Carriero, Andrea
12
Jaimovich, Nir
12
Visschers, Ludo
12
Bauer, Thomas K.
11
Bollerslev, Tim
11
Cheung, Yin-Wong
11
Gil-Alaña, Luis A.
11
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Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
9
Working paper
4
Discussion paper / Tinbergen Institute
2
Source
All
ECONIS (ZBW)
15
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1
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
vary according to whether they are in low or high
volatility
regimes. …
Persistent link: https://www.econbiz.de/10011479769
Saved in:
2
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:
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/10009724114
Saved in:
4
Modelling 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/10010354373
Saved in:
5
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
6
Is small beautiful? : size effects of
volatility
spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
8
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:
9
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
10
Modelling long memory
volatility
in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
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