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~person:"Lin, Ching-chung"
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Taiwan
4
Volatility
4
Volatilität
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ARCH model
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ARCH-Modell
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Börsenkurs
3
Share price
3
2003
1
Aktienindex
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Financial market regulation
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Finanzmarktregulierung
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Index futures
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Index-Futures
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Lin, Ching-chung
McAleer, Michael
308
Gupta, Rangan
238
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
116
Diebold, Francis X.
115
Bouri, Elie
111
Pierdzioch, Christian
111
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
94
Härdle, Wolfgang
88
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Asai, Manabu
71
Tiwari, Aviral Kumar
70
Caporin, Massimiliano
68
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Lux, Thomas
66
Chiarella, Carl
64
Kočenda, Evžen
62
Corbet, Shaen
60
Lucey, Brian M.
59
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Mensi, Walid
53
Clements, Adam
52
Clark, Todd E.
51
Mumtaz, Haroon
51
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Applied financial economics
2
Review of Pacific Basin financial markets and policies
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
4
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1
Price discovery and up-tick rule in Taiwan
Lin, Ching-chung
;
Chan, Shih-ju
- In:
The empirical economics letters : a monthly …
10
(
2011
)
4
,
pp. 417-424
Persistent link: https://www.econbiz.de/10009512494
Saved in:
2
The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
Lin, Ching-chung
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1657-1665
Persistent link: https://www.econbiz.de/10003800231
Saved in:
3
Volatility effect of ETFs on the constituents of the underlying Taiwan 50 index
Lin, Ching-chung
;
Chiang, Min-Hsien
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1315-1322
Persistent link: https://www.econbiz.de/10003229125
Saved in:
4
Does index futures dominate index spot? : Evidence from Taiwan market
Lin, Ching-chung
;
Chen, Shen-yuan
;
Hwang, Dar-yeh
;
Lin, …
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
2
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001697447
Saved in:
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