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~person:"Chang, Chia-Lin"
~subject:"France"
~subject:"Stock index"
~subject:"Volatility"
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France
Stock index
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Chang, Chia-Lin
McAleer, Michael
89
Gupta, Rangan
84
Caporale, Guglielmo Maria
80
Pierdzioch, Christian
62
Bollerslev, Tim
50
Mairesse, Jacques
47
Belke, Ansgar
46
Buch, Claudia M.
46
Döpke, Jörg
44
Gil-Alaña, Luis A.
40
Todorov, Viktor
38
Bahmani-Oskooee, Mohsen
36
Pesaran, M. Hashem
36
Härdle, Wolfgang
35
Artus, Patrick
33
Hautsch, Nikolaus
32
Bouri, Elie
31
Cheung, Yin-Wong
31
Koopman, Siem Jan
30
Wohar, Mark E.
30
Asai, Manabu
28
Fougère, Denis
28
Caporin, Massimiliano
27
Gautier, Erwan
27
Kramarz, Francis
27
Andersen, Torben
26
Engle, Robert F.
26
Jondeau, Eric
26
Ma, Feng
26
Bordo, Michael D.
25
Herwartz, Helmut
25
MacDonald, Ronald
25
Vermeulen, Philip
24
Bohl, Martin T.
23
Tiwari, Aviral Kumar
23
Mittnik, Stefan
22
Aghion, Philippe
21
Balcilar, Mehmet
21
Diebold, Francis X.
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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