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~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~subject:"Volatilität"
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Volatilität
ARCH model
2
ARCH-Modell
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Volatility
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12-Month variance futures
1
3-Month variance futures
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Aktienindex
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Chang, Chia-Lin
Gupta, Rangan
10
Kang, Sang Hoon
6
Pierdzioch, Christian
6
Zhu, Huiming
6
Corbet, Shaen
5
Mensi, Walid
5
Zaremba, Adam
5
Baig, Ahmed S.
4
Chiang, Thomas C.
4
Hau, Liya
4
Ji, Qiang
4
Ma, Feng
4
Prokopczuk, Marcel
4
Wohar, Mark E.
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Wu, Xinyu
4
Xuan Vinh Vo
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Ben Omrane, Walid
3
Brzeszczyński, Janusz
3
Gil-Alaña, Luis A.
3
Ho, Kin-Yip
3
Liu, Li
3
Lucey, Brian M.
3
Qadan, Mahmoud
3
Shi, Yanlin
3
Shuval, Kerem
3
Tiwari, Aviral Kumar
3
Wese Simen, Chardin
3
Yarovaya, Larisa
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Aharon, David Y.
2
Akdeniz, Levent
2
Akyildirim, Erdinc
2
Altay-Salih, Aslihan
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Annaert, Jan
2
Arisoy, Yakup Eser
2
Arouri, Mohamed
2
Bekiros, Stelios
2
Blau, Benjamin
2
Butt, Hassan A.
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Finance research letters
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
8
Working paper
3
International review of economics & finance : IREF
2
Applied economics
1
Discussion paper / Tinbergen Institute
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Risks : open access journal
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The Korean economic review
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ECONIS (ZBW)
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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