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~person:"Chang, Chia-Lin"
~subject:"Schätzung"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Schätzung
ARCH model
51
ARCH-Modell
51
Volatility
37
Volatilität
37
Spillover effect
16
Spillover-Effekt
16
Oil price
15
Ölpreis
15
Estimation
14
Commodity derivative
13
Rohstoffderivat
13
Spot market
10
Spotmarkt
10
Taiwan
10
USA
10
United States
10
Welt
10
World
10
Futures
8
Capital income
7
Hedging
7
Kapitaleinkommen
7
Capital market returns
6
Kapitalmarktrendite
6
Time series analysis
6
Zeitreihenanalyse
6
Causality analysis
5
Forecasting model
5
Index derivative
5
Indexderivat
5
International tourism
5
Internationaler Tourismus
5
Kausalanalyse
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Stochastic process
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Stochastischer Prozess
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Theorie
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10
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Arbeitspapier
Bibliography included
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
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English
14
Author
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Chang, Chia-Lin
McAleer, Michael
28
Herwartz, Helmut
10
Paolella, Marc S.
10
Gupta, Rangan
9
Mittnik, Stefan
8
Bauwens, Luc
7
Koopman, Siem Jan
7
Conrad, Christian
6
Hafner, Christian M.
6
Polasek, Wolfgang
6
Haas, Markus
5
Hautsch, Nikolaus
5
Karanasos, Menelaos
5
Lütkepohl, Helmut
5
Martinet, Guillaume Gaetan
5
Miller, Stephen M.
5
Thorp, Susan
5
Trojani, Fabio
5
Weber, Enzo
5
Andersen, Torben
4
Antonakakis, Nikolaos
4
Bera, Anil K.
4
Billio, Monica
4
Bos, Charles S.
4
Caporale, Guglielmo Maria
4
Dark, Jonathan
4
Dijk, Herman K. van
4
Fang, Wen-shwo
4
Grassi, Stefano
4
Laurent, Sébastien
4
Pelloni, Gianluigi
4
Pierdzioch, Christian
4
Roengchai Tansuchat
4
Schröder, Michael
4
Silvennoinen, Annastiina
4
Tansuchat, Roengchai
4
Violante, Francesco
4
Audrino, Francesco
3
Bettendorf, Leon
3
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University of Canterbury / Dept. of Economics and Finance
2
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Econometric Institute research papers
9
Working paper
5
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987343
Saved in:
7
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
8
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
9
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:
10
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
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