//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Joint and cross-border patents...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
35
Volatilität
28
Asymmetry
15
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
13
ARCH-Modell
13
Estimation
13
Stochastic process
13
Stochastischer Prozess
13
Theorie
13
Theory
13
Welt
13
World
13
Schätzung
11
Börsenkurs
10
Risk management
10
Share price
10
Capital market returns
8
Kapitalmarktrendite
8
Risk
8
Capital income
7
Eigenfactor
7
Kapitaleinkommen
7
Spillover effect
7
Spillover-Effekt
7
Conditional volatility
6
Daily capital charges
6
Financial crisis
6
Finanzkrise
6
Forecasting model
6
Prognoseverfahren
6
Stochastic volatility
6
Article Influence
5
Forecasting
5
Leverage effects
5
Multivariate stochastic volatility
5
Research assessment measures
5
Tourism
5
Basel Accord
4
more ...
less ...
Online availability
All
Undetermined
Free
1,426
Type of publication
All
Article
254
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Aufsatzsammlung
1
Collection of articles of several authors
1
Festschrift
1
Nachruf
1
Sammelwerk
1
more ...
less ...
Language
All
Undetermined
197
English
63
Author
All
McAleer, Michael
232
Chang, Chia-Lin
50
Asai, Manabu
21
Allen, David E.
16
Chan, Felix
11
Caporin, Massimiliano
8
Oxley, Les
8
Franses, Philip Hans
7
Hoti, Suhejla
7
Medeiros, Marcelo C.
7
Singh, Abhay Kumar
7
Hammoudeh, Shawkat
6
Jimenez-Martin, Juan-Angel
6
CHANG, CHIA-LIN
5
Lim, Christine
5
Maasoumi, Esfandiar
5
McAleer, M.
5
Wong, Wing Keung
5
Wong, Wing-Keung
5
Allen, David
4
Fisher, Gordon
4
Ling, Shiqing
4
Pérez-Amaral, Teodosio
4
Sato, Kiyotaka
4
Slottje, Daniel
4
Smith, Jeremy
4
Tansuchat, Roengchai
4
Watkins, Clinton
4
Zhang, Zhaoyong
4
Chen, Meng-Gu
3
Hu, Baiding
3
Jakeman, A.J.
3
Marinova, Dora
3
McALEER, MICHAEL
3
Peiris, Shelton
3
Powell, Robert
3
Robin, Stéphane
3
Shareef, Riaz
3
Veiga, Bernardo da
3
da Veiga, Bernardo
3
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
1
Edward Elgar
1
Edward Elgar Publishing
1
Published in...
All
Mathematics and Computers in Simulation (MATCOM)
64
Journal of Econometrics
16
Annals of financial economics
13
Econometric Reviews
12
Annals of Financial Economics (AFE)
8
Applied Economics
8
The North American Journal of Economics and Finance
8
International review of economics & finance : IREF
7
Journal of econometrics
7
Applied Financial Economics
6
Economics Letters
6
Energy Economics
6
Journal of Economic Surveys
6
International Journal of Forecasting
5
Applied economics
4
Econometric reviews
4
Econometrics : open access journal
4
The Review of Economics and Statistics
4
Canadian Journal of Economics
3
Journal of Applied Econometrics
3
Journal of Financial Econometrics
3
Journal of Forecasting
3
Statistica Neerlandica
3
Computational Statistics & Data Analysis
2
Contributions to economic analysis
2
Economic Journal
2
International Review of Economics & Finance
2
Journal of Macroeconomics
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Managerial Finance
2
The Japanese Economic Review
2
The Quarterly Review of Economics and Finance
2
Accounting and Finance
1
American Economic Review
1
Applied economics letters
1
Books / Edward Elgar
1
CEPR Discussion Papers
1
Computational economics
1
Economic Modelling
1
more ...
less ...
Source
All
RePEc
197
ECONIS (ZBW)
62
Other ZBW resources
1
Showing
1
-
10
of
260
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint and cross-border patents as proxies for international technology diffusion
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
- In:
International journal of innovation and technology …
15
(
2018
)
2
,
pp. 1850010-1-29
Persistent link: https://www.econbiz.de/10011861169
Saved in:
2
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
3
Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting
Chang, Chia-Lin
;
McAleer, Michael
- In:
Managerial finance
42
(
2016
)
4
,
pp. 324-337
Persistent link: https://www.econbiz.de/10011508138
Saved in:
4
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
Saved in:
7
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
8
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
9
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
10
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->