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~person:"Chang, Kuang-Liang"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
Bayes-Statistik
Markov chain
9
Markov-Kette
9
ARCH-Modell
6
Multivariate Verteilung
5
Multivariate distribution
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
Volatility
4
Volatilität
4
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Exchange rate
2
Immobilienfonds
2
Markov switching
2
Markov-switching copula
2
Mixture copula
2
Oil price
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Real estate fund
2
Share price
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Spillover effect
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Spillover-Effekt
2
Stock market
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Wechselkurs
2
Welt
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World
2
dependence
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Ölpreis
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1965-2007
1
Asymmetric dependence
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Aufsatz in Zeitschrift
Collection of articles written by one author
Graue Literatur
Sammlung
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6
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English
6
Author
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Chang, Kuang-Liang
Casarin, Roberto
26
Dijk, Herman K. van
20
Tsionas, Efthymios G.
18
Bauwens, Luc
16
Billio, Monica
16
Gupta, Rangan
15
Ravazzolo, Francesco
15
Dijk, Dick van
13
Lütkepohl, Helmut
13
Paap, Richard
13
Dufays, Arnaud
12
Martin, Gael M.
12
Forbes, Catherine Scipione
11
Kaufmann, Sylvia
10
Kohn, Robert
10
Koop, Gary
10
Meitz, Mika
10
Saikkonen, Pentti
10
Kneib, Thomas
9
Lee, Hsiang-Tai
9
Amisano, Gianni
8
Leon-Gonzalez, Roberto
8
Li, Yong
8
Netšunajev, Aleksei
8
Balcilar, Mehmet
7
Chen, Cathy W. S.
7
Chib, Siddhartha
7
Frühwirth-Schnatter, Sylvia
7
Hoogerheide, Lennart
7
Ma, Feng
7
Nakatsuma, Teruo
7
Otranto, Edoardo
7
Rombouts, Jeroen V. K.
7
Yu, Jun
7
Fischer, Manfred M.
6
Gerlach, Richard
6
Korobilis, Dimitris
6
Maheu, John M.
6
Maneesoonthorn, Worapree
6
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International review of economics & finance : IREF
2
Applied economics letters
1
Economic modelling
1
Journal of international money and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
3
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
5
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
6
Do macroeconomic variables have regime-dependent effects on stock return dynamics? : evidence from the Markov regime switching model
Chang, Kuang-Liang
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1283-1299
Persistent link: https://www.econbiz.de/10003923540
Saved in:
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