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~person:"Chang, Chia-Lin"
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Search: subject_exact:"Volatility"
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Volatility
126
Volatilität
110
ARCH model
64
ARCH-Modell
64
Spillover effect
43
Spillover-Effekt
43
Ölpreis
29
Commodity derivative
28
Oil price
28
Rohstoffderivat
28
Estimation
25
Schätzung
25
Capital income
24
Kapitaleinkommen
24
Spot market
21
Spotmarkt
21
Capital market returns
18
Kapitalmarktrendite
18
Taiwan
18
Time series analysis
17
USA
17
United States
17
Welt
17
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17
volatility
17
Futures
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World
16
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15
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Index derivative
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Indexderivat
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Preis
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Risikomaß
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Free
105
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70
Graue Literatur
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Article in journal
22
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English
120
Undetermined
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Author
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Chang, Chia-Lin
McAleer, Michael
360
Gupta, Rangan
228
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Diebold, Francis X.
115
Bouri, Elie
104
Andersen, Torben
98
Aizenman, Joshua
96
Pierdzioch, Christian
96
Spagnolo, Nicola
94
Ma, Feng
90
Hammoudeh, Shawkat
81
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
71
Caporin, Massimiliano
69
Kočenda, Evžen
68
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Tiwari, Aviral Kumar
64
Lux, Thomas
62
Corbet, Shaen
60
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
56
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Lucey, Brian M.
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Belke, Ansgar
51
Mensi, Walid
51
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Department of Economics and Finance, College of Business and Economics
5
Institute of Economic Research, Kyoto University
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
University of Canterbury / Dept. of Economics and Finance
3
Tinbergen Instituut
2
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Econometric Institute research papers
34
Discussion paper / Tinbergen Institute
22
Working paper
14
Tinbergen Institute Discussion Paper
6
KIER Working Papers
5
Working Papers in Economics
5
Econometric Institute Research Papers
4
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Documentos de Trabajo del ICAE
3
Journal of econometrics
3
International review of economics & finance : IREF
2
The North American Journal of Economics and Finance
2
Tinbergen Institute Discussion Papers
2
Annals of financial economics
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Applied economics
1
Economics letters
1
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International Journal of Financial Studies : open access journal
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Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
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Quantifying consumer preferences
1
Risks
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
111
RePEc
22
EconStor
7
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61
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:
62
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:
63
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
64
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/10010191310
Saved in:
65
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
66
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:
67
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
68
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:
69
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/10009724819
Saved in:
70
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
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