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~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Doz, Catherine"
~subject:"Time series analysis"
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Chang, Chia-Lin
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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
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
4
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
5
Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
-
2020
Persistent link: https://www.econbiz.de/10012244551
Saved in:
6
Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
-
2019
-
This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
Saved in:
7
Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
-
2019
Persistent link: https://www.econbiz.de/10012234624
Saved in:
8
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
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