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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"France"
~subject:"Volatility"
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France
Volatility
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65
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Chang, Chia-Lin
Gupta, Rangan
84
McAleer, Michael
84
Caporale, Guglielmo Maria
71
Pierdzioch, Christian
61
Bollerslev, Tim
50
Buch, Claudia M.
45
Belke, Ansgar
43
Mairesse, Jacques
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Döpke, Jörg
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36
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36
Todorov, Viktor
35
Gil-Alaña, Luis A.
33
Hautsch, Nikolaus
32
Härdle, Wolfgang
32
Bouri, Elie
30
Koopman, Siem Jan
30
Asai, Manabu
28
Wohar, Mark E.
28
Caporin, Massimiliano
27
Cheung, Yin-Wong
27
Fougère, Denis
27
Gautier, Erwan
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Kramarz, Francis
27
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26
Ma, Feng
26
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25
Bordo, Michael D.
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MacDonald, Ronald
25
Vermeulen, Philip
24
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23
Jondeau, Eric
22
Aghion, Philippe
21
Balcilar, Mehmet
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Diebold, Francis X.
21
Kumar, Dilip
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Mumtaz, Haroon
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21
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1
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
2
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
3
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:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
5
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
6
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
7
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
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:
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