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~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"Taiwan"
~subject:"Time series analysis"
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Taiwan
Time series analysis
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Chang, Chia-Lin
McAleer, Michael
26
Kapetanios, George
15
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Caporin, Massimiliano
6
Engsted, Tom
6
Giraitis, Liudas
6
Piger, Jeremy Max
6
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5
Owyang, Michael T.
5
Yu, Jun
5
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4
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4
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4
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3
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3
Christiansen, Charlotte
3
Doz, Catherine
3
Dueker, Michael
3
Honoré, Peter
3
Hsu, Hui-kuang
3
Manera, Matteo
3
McCracken, Michael W.
3
Mikkelsen, Hans Ole Æ.
3
Morley, James C.
3
Neely, Christopher J.
3
Oxley, Les
3
Psaradakis, Zacharias G.
3
Sherris, Michael
3
Ungolo, Francesco
3
Anderson, Richard G.
2
Asai, Manabu
2
Ayala, Astrid
2
Bailey, Natalia
2
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2
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2
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2
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15
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10
International review of economics & finance : IREF
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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2
Annals of financial economics
1
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1
Econometrics : open access journal
1
Economics letters
1
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1
International journal of forecasting
1
International journal of hospitality management
1
Nouvelle série
1
Quantifying consumer preferences
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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1
Tinbergen Institute Discussion Paper 2018-003/III
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ECONIS (ZBW)
11
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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
Is small beautiful? : size effects of
volatility
spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
4
The impact of China on stock returns and
volatility
in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
5
Modelling the asymmetric
volatility
in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
Saved in:
6
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
7
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
8
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
9
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
10
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:
1
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