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~subject:"Volatilität"
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Volatilität
Volatility
129
Eigenfactor
89
ARCH-Modell
84
ARCH model
83
Schätzung
76
Welt
76
Research assessment measures
72
Estimation
71
World
71
Taiwan
66
Article Influence
61
C3PO
59
Bibliometrie
58
PI-BETA
58
IFI
57
h-index
56
Spillover-Effekt
55
Bibliometrics
54
STAR
54
Spillover effect
53
Tourism
40
Fachzeitschrift
37
International tourism
36
Theorie
36
Theory
36
Impact factor
35
Zeitreihenanalyse
35
Internationaler Tourismus
34
Journal
34
Time series analysis
34
Commodity derivative
33
Rohstoffderivat
33
Ölpreis
30
Oil price
29
USA
29
Risikomaß
28
United States
28
Kapitalmarktrendite
27
Basel Accord
26
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Free
87
Undetermined
10
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Book / Working Paper
91
Article
24
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Working Paper
73
Arbeitspapier
70
Graue Literatur
70
Non-commercial literature
70
Article in journal
22
Aufsatz in Zeitschrift
22
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1
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1
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Language
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English
115
Author
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Chang, Chia-Lin
114
McAleer, Michael
112
Tansuchat, Roengchai
14
Roengchai Tansuchat
11
Allen, David E.
7
Chen, Chi-chung
7
Wang, Yu-Ann
7
Hsieh, Tai-Lin
6
Pérez Amaral, Teodosio
6
Chen, Ping-Yu
5
Asai, Manabu
4
Chen, Ping-yu
4
Hsu, Hui-Kuang
4
Hsu, Hui-kuang
4
Khamkaew, Thanchanok
4
Caporin, Massimiliano
3
Hammoudeh, Shawkat
3
Jimenez-Martin, Juan-Angel
3
Liu, Tengdong
3
Chen, Chi-Chung
2
Chen, Meng-Gu
2
Huang, Bing-wen
2
Ilomäki, Jukka
2
Laurila, Hannu
2
Li, Yiying
2
Lim, Christine
2
Liu, Chia-Ping
2
Mai, Te-Ke
2
Singh, Abhay Kumar
2
Tian, Jiarong
2
Wang, Chien-Hsun
2
Wang, Yanghuiting
2
Zuo, Guangdong
2
Amaral, Teodosio Perez
1
Chang, Chia-lin
1
Chen, Meng-gu
1
González Serrano, Lydia
1
Hsu, Shu-Han
1
Huang, Biing-Wen
1
Jiménez-Martin, Juan-Angel
1
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University of Canterbury / Dept. of Economics and Finance
3
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Econometric Institute research papers
34
Discussion paper / Tinbergen Institute
20
Working paper
15
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of econometrics
3
Tinbergen Institute Discussion Paper
3
International review of economics & finance : IREF
2
Annals of financial economics
1
Applied economics
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
KIER discussion paper series : discussion paper ...
1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
111
EconStor
4
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1
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Modelling the asymmetric volatility in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
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