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~subject:"Volatility"
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Volatility
Volatilität
302
Theorie
233
ARCH-Modell
220
Theory
216
ARCH model
211
Schätzung
161
Estimation
160
Welt
155
Zeitreihenanalyse
148
World
143
Time series analysis
142
Prognoseverfahren
127
Forecasting model
120
Schätztheorie
114
Estimation theory
111
USA
105
Risikomaß
102
Stochastischer Prozess
100
United States
99
Stochastic process
96
Risk measure
95
Eigenfactor
90
Spillover-Effekt
81
Taiwan
81
Börsenkurs
80
Portfolio-Management
79
Portfolio selection
77
Spillover effect
77
Share price
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
Financial crisis
61
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Free
233
Undetermined
36
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Book / Working Paper
245
Article
86
Type of publication (narrower categories)
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Working Paper
180
Arbeitspapier
174
Graue Literatur
172
Non-commercial literature
172
Article in journal
74
Aufsatz in Zeitschrift
74
Aufsatz im Buch
2
Bibliografie enthalten
2
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2
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research-article
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1
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English
305
Undetermined
26
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McAleer, Michael
326
Chang, Chia-Lin
127
Asai, Manabu
49
Allen, David E.
31
Chen, Chi-Chung
19
Medeiros, Marcelo C.
17
Caporin, Massimiliano
15
Tansuchat, Roengchai
15
Hammoudeh, Shawkat
14
Chen, Ping-Yu
13
Chen, Chi-chung
12
Roengchai Tansuchat
11
Singh, Abhay Kumar
10
Pérez Amaral, Teodosio
9
Scharth, Marcel
8
Wong, Wing Keung
8
Powell, Robert
7
Wang, Yu-Ann
7
Chan, Felix
6
Chen, Ping-yu
6
Ishida, Isao
6
Martinet, Guillaume Gaetan
6
Oya, Kosuke
6
Suen, John
6
Yuan, Yuan
6
Chu, Lan-Fen
5
Hammoudeh, Shawkat M.
5
Hsieh, Tai-Lin
5
Jimenez-Martin, Juan-Angel
5
Khamkaew, Thanchanok
5
Lambertides, Neophytos
5
Ling, Shiqing
5
Mai, Te-Ke
5
Savva, Christos S.
5
Zopiatis, Anastasios
5
Chu, LanFen
4
Hafner, Christian M.
4
Hoti, Suhejla
4
Hsu, Hui-kuang
4
Maasoumi, Esfandiar
4
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University of Canterbury / Dept. of Economics and Finance
9
Department of Economics and Finance, College of Business and Economics
6
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
6
Institute of Economic Research, Kyoto University
6
Tinbergen Instituut
2
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Fondazione ENI Enrico Mattei (FEEM)
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric reviews
13
Journal of econometrics
9
Documentos de Trabajo del ICAE
6
KIER Working Papers
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working Papers in Economics
6
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
Tinbergen Institute Discussion Paper
5
Energy economics
4
Econometrics : open access journal
3
Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Managerial Finance
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tinbergen Institute Discussion Papers
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
DEA Working Papers
1
Discussion paper / Institute of Social and Economic Research
1
Econometric Institute Research Papers
1
Econometric theory
1
Economics Bulletin
1
Economics letters
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
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ECONIS (ZBW)
291
RePEc
32
EconStor
7
Other ZBW resources
1
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
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
Saved in:
10
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
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