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Modelling Volatility Spillover...
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Article
136
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134
English
2
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McAleer, Michael
73
Mcaleer, Michael
61
Oxley, Les
12
Chan, Felix
10
Asai, Manabu
9
Chang, Chia-Lin
9
Hoti, Suhejla
8
Medeiros, Marcelo C.
8
Lim, Christine
7
Slottje, Daniel
7
Ling, Shiqing
6
Hammoudeh, Shawkat
5
McKenzie, Colin
4
Sequeira, John M.
4
Caporin, Massimiliano
3
Chang, Chia-lin
3
Franses, Philip Hans
3
Hammoudeh, Shawkat M.
3
Maasoumi, Esfandiar
3
Yuan, Yuan
3
da Veiga, Bernardo
3
Allen, David
2
Allen, David E.
2
Chang, Chia‐Lin
2
Chow, Ying-Foon
2
Gao, Jiti
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Kobayashi, Masahito
2
Manera, Matteo
2
Marinova, Dora
2
McKenzie, Colin R.
2
Min, Jennifer C.H.
2
Peiris, Shelton
2
Pérez-Amaral, Teodosio
2
Pérez‐Amaral, Teodosio
2
Ramos, Vicente
2
Rey-Maquieira, Javier
2
Shareef, Riaz
2
Tansuchat, Roengchai
2
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Journal of economic surveys
31
Journal of econometrics
19
Econometric reviews
9
Tourism management : research, policies, practice
8
Applied economics
7
Applied financial economics
5
Econometric theory
5
Energy economics
5
International journal of forecasting
5
Journal of forecasting
4
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of macroeconomics
2
Managerial finance
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Bulletin of economic research
1
Economics letters
1
Economics of innovation and new technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
Journal of the American Statistical Association : JASA
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Operations research, Management science : OR MS ; the international literature digest
1
Oxford bulletin of economics and statistics
1
The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
1
The economic record : er
1
Tourism management perspectives : TMP
1
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OLC EcoSci
ECONIS (ZBW)
1,077
RePEc
974
EconStor
182
Other ZBW resources
5
USB Cologne (EcoSocSci)
1
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Citations and impact of ISI tourism and hospitality journals
Chang, Chia-lin
;
McAleer, Michael
- In:
Tourism management perspectives : TMP
1
(
2012
),
pp. 2-8
Persistent link: https://www.econbiz.de/10010081743
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2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10010083784
Saved in:
3
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1693
Persistent link: https://www.econbiz.de/10010002890
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10010134045
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10010134047
Saved in:
6
Globalization and knowledge spillover: international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-Po
;
McAleer, Michael
- In:
Economics of innovation and new technology
22
(
2013
)
4
,
pp. 329-352
Persistent link: https://www.econbiz.de/10010135889
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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/10009934597
Saved in:
8
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2003
Persistent link: https://www.econbiz.de/10010034763
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9
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1076
Persistent link: https://www.econbiz.de/10009290386
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-924
Persistent link: https://www.econbiz.de/10009328791
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