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~subject:"Spillover effect"
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Spillover effect
Volatility
331
Volatilität
302
Theorie
233
ARCH-Modell
220
Theory
216
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211
Schätzung
161
Estimation
160
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148
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143
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142
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111
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105
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102
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100
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99
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96
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95
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90
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81
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80
Taiwan
80
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79
Portfolio selection
77
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75
Research assessment measures
73
Kapitalmarktrendite
70
Capital market returns
69
Basel Accord
67
Finanzkrise
67
Risk management
63
Article Influence
62
Kapitaleinkommen
62
STAR
62
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Free
61
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64
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13
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53
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53
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1
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English
77
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McAleer, Michael
74
Chang, Chia-Lin
53
Allen, David E.
12
Tansuchat, Roengchai
10
Wang, Yu-Ann
7
Khamkaew, Thanchanok
6
Powell, Robert
6
Asai, Manabu
4
Hsu, Shu-Han
4
Roengchai Tansuchat
4
Singh, Abhay Kumar
4
Caporin, Massimiliano
3
Hsu, Hui-kuang
3
Pérez Amaral, Teodosio
3
Satō, Kiyotaka
3
Wang, Chien-Hsun
3
Zhang, Zhaoyong
3
Chen, Jinghui
2
Hammoudeh, Shawkat M.
2
Hsu, Hui-Kuang
2
Kobayashi, Masahito
2
Li, Yiying
2
Liu, Chia-Ping
2
Radalj, Kim
2
Singh, Abhay K.
2
Tian, Jiarong
2
Wang, Yanghuiting
2
Yuan, Yuan
2
Zuo, Guangdong
2
Allena, David E.
1
Amram, Ron
1
Amrama, Ron
1
Chang, Chia-Ling
1
Chang, Chia-ling
1
Gupta, Rangan
1
Hakim, Abdul
1
Khamkaew, Tanchanok
1
Kumar-Singh, Abhay
1
Liu, Chia-ping
1
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8
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2
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2
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1
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1
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1
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1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-031/III
1
Tinbergen Institute Discussion Paper 2018-052/III
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
77
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1
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
2
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
3
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
Saved in:
4
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:
5
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:
6
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
Roengchai Tansuchat
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
3
,
pp. 481-507
Persistent link: https://www.econbiz.de/10009154780
Saved in:
7
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
10
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
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