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ARCH model
Volatility
332
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302
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224
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216
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215
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161
Estimation
160
Welt
155
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asymmetry
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English
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McAleer, Michael
209
Chang, Chia-Lin
82
Asai, Manabu
26
Caporin, Massimiliano
23
Allen, David E.
16
Chen, Chi-chung
12
Tansuchat, Roengchai
12
Chan, Felix
11
Ling, Shiqing
11
Roengchai Tansuchat
10
Powell, Robert
8
Pérez Amaral, Teodosio
7
Martinet, Guillaume Gaetan
6
Chen, Ping-yu
5
Hoti, Suhejla
5
Lan Fen Chu
5
Singh, Abhay Kumar
5
Hafner, Christian M.
4
Jimenez-Martin, Juan-Angel
4
Li, Wai Keung
4
Maasoumi, Esfandiar
4
Medeiros, Marcelo C.
4
Wang, Yu-Ann
4
Yuan, Yuan
4
Chang, Chia-ling
3
Da Veiga, Bernardo
3
Hammoudeh, Shawkat M.
3
Hsu, Hui-kuang
3
Hsu, Shu-Han
3
Jiménez-Martín, Juan-Ángel
3
Khamkaew, Thanchanok
3
Lanza, Alessandro
3
Manera, Matteo
3
Peiris, Shelton
3
Singh, Abhay K.
3
Wang, Chien-Hsun
3
Hsu, Hui-Kuang
2
Jiménez-Martin, Juan-Angel
2
Lim, Christine
2
Liu, Chia-Ping
2
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University of Canterbury / Dept. of Economics and Finance
8
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6
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Econometric Institute research papers
59
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31
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29
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6
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4
Journal of economic surveys
4
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3
Econometric theory
3
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3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantifying consumer preferences
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 17082/III (2017)
1
Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
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1
Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
Saved in:
2
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:
3
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:
4
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
5
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:
6
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:
7
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:
8
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
9
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
10
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
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