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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009724821
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Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.; Singh, Abhay Kumar; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009724826
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Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10009701639
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
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How should journal quality be ranked? An application to agricultural, energy, environmental and resource economics
Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009619342
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GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009619356
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Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009619357
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The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619364
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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
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What do experts know about ranking journal quality? A comparison with ISI research impact in finance
Chang, Chia-Lin; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009619567