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~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper"
~person:"Anderson, Richard G."
~person:"Chang, Chia-Lin"
~subject:"Estimation"
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14
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9
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Anderson, Richard G.
Chang, Chia-Lin
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
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11
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9
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9
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8
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8
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8
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8
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7
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7
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6
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6
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6
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6
Sala, Hector
6
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6
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5
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5
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5
Coulibaly, Dramane
5
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5
Guo, Hui
5
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5
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5
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5
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5
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5
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5
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5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
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4
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4
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19
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5
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3
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2
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2
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1
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1
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ECONIS (ZBW)
15
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1
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
2
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
5
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
8
Aggregation, heterogeneous autoregression and
volatility
of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
9
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
10
IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670045
Saved in:
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