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
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Oxley, Les"
~subject:"Time series analysis"
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation
15
Schätzung
15
Volatility
14
Volatilität
14
ARCH model
9
ARCH-Modell
9
Taiwan
8
Zeitreihenanalyse
8
Commodity derivative
6
Forecasting model
6
Prognoseverfahren
6
Rohstoffderivat
6
Welt
6
World
6
Capital income
5
Kapitaleinkommen
5
Oil price
5
Ölpreis
5
Cointegration
4
International tourism
4
Internationaler Tourismus
4
Kointegration
4
Modellierung
4
Portfolio selection
4
Portfolio-Management
4
Preis
4
Price
4
Scientific modelling
4
Spillover effect
4
Spillover-Effekt
4
USA
4
United States
4
Demand
3
Economic indicator
3
Nachfrage
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Chang, Chia-Lin
Oxley, Les
McAleer, Michael
20
Kapetanios, George
15
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Caporin, Massimiliano
6
Engsted, Tom
6
Giraitis, Liudas
6
Piger, Jeremy Max
6
Owyang, Michael T.
5
Yu, Jun
5
Österholm, Pär
5
Baillie, Richard
4
Franses, Philip Hans
4
Licht, Adrian
4
Phillips, Peter C. B.
4
Reed, W. Robert
4
Babula, Ronald Alexander
3
Bagshaw, Michael L.
3
Christiansen, Charlotte
3
Doz, Catherine
3
Dueker, Michael
3
Honoré, Peter
3
Manera, Matteo
3
McCracken, Michael W.
3
Mikkelsen, Hans Ole Æ.
3
Morley, James C.
3
Neely, Christopher J.
3
Psaradakis, Zacharias G.
3
Sherris, Michael
3
Ungolo, Francesco
3
Anderson, Richard G.
2
Asai, Manabu
2
Ayala, Astrid
2
Bailey, Natalia
2
Bessler, David A.
2
Bollerslev, Tim
2
Carriero, Andrea
2
Cascio, Iolanda Lo
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
Econometric Institute research papers
10
Discussion paper / Tinbergen Institute
5
Journal of economic surveys
4
Economics letters
3
Explorations in economic history : EEH
3
Working paper / Department of Economics, College of Business and Economics, University of Canterbury
3
Applied economics
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Annals of financial economics
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometrics : open access journal
1
Energy economics
1
International journal of hospitality management
1
New Zealand economic papers
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Surveys of recent research in economics
1
The Manchester School of Economic and Social Studies
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic record : er
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working paper in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
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
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
7
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
8
Cliometrics and time series econometrics : some theory and applications
Greasley, David
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008695600
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
