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~isPartOf:"International review of financial analysis"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"Portfolio-Management"
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International review of financial analysis
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematics and financial economics
Swiss Finance Institute Research Paper
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper
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ECONIS (ZBW)
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The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
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2011
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Rev.
Persistent link: https://www.econbiz.de/10009413649
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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3
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
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