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~subject:"Spillover-Effekt"
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Spillover-Effekt
Volatility
330
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301
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234
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220
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217
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211
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161
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McAleer, Michael
78
Chang, Chia-Lin
54
Allen, David E.
14
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10
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6
Powell, Robert
6
Wang, Yu-Ann
6
Asai, Manabu
4
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4
Roengchai Tansuchat
4
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4
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3
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3
Hsu, Hui-kuang
3
Pérez Amaral, Teodosio
3
Radalj, Kim
3
Satō, Kiyotaka
3
Wang, Chien-Hsun
3
Zhang, Zhaoyong
3
Chen, Jinghui
2
Hammoudeh, Shawkat M.
2
Kobayashi, Masahito
2
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2
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2
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2
Tian, Jiarong
2
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2
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2
Zuo, Guangdong
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1
Amaral, Teodosio Perez
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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1
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1
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4
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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
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
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
76
EconStor
4
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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
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