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Volatility
173
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170
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130
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130
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107
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107
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90
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90
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88
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McAleer, Michael
593
Chang, Chia-Lin
219
Allen, David E.
62
Wong, Wing Keung
41
Asai, Manabu
38
Caporin, Massimiliano
27
Oxley, Les
27
Pérez Amaral, Teodosio
27
Singh, Abhay Kumar
26
Franses, Philip Hans
20
Powell, Robert
20
Jiménez-Martín, Juan-Ángel
19
Chen, Chi-chung
16
Hammoudeh, Shawkat
16
Medeiros, Marcelo C.
15
Bai, Jun
11
Jakeman, Anthony J.
11
Lan Fen Chu
11
Peiris, Shelton
10
Chan, Felix
9
Hooi Hooi Lean
9
Hsu, Hui-Kuang
9
Ling, Shiqing
9
McKenzie, Colin
9
Khamkaew, Thanchanok
8
Maasoumi, Esfandiar
8
Roengchai Tansuchat
8
Bian, Guorui
7
Duc Hong Vo
7
Lim, Christine
7
Singh, Abhay K.
7
Tansuchat, Roengchai
7
Guo, Xu
6
Hsu, Shu-Han
6
Ilomäki, Jukka
6
Jimenez-Martin, Juan-Angel
6
Kobayashi, Masahito
6
Laurila, Hannu
6
Scharth, Marcel
6
Bera, Anil K.
5
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26
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12
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5
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2
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1
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Discussion paper / Tinbergen Institute
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29
School of Accounting, Finance and Economics & FEMARC working paper series
14
Working papers in quantitative economics and econometrics
14
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13
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6
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3
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Economics : the open-access, open-assessment e-journal
1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Studi e quaderni
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working paper / Department of Economics, College of Business and Economics, University of Canterbury
1
Working paper / Graduate Institute of International Studies
1
Working paper series / Emory University, Department of Economics
1
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1
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ECONIS (ZBW)
598
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1
Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670047
Saved in:
2
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia
McAleer, Michael
;
Huang, Bing-wen
;
Kuo, Hsiao-i
;
Chen, …
-
2008
Persistent link: https://www.econbiz.de/10003780438
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
A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910507
Saved in:
6
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:
7
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:
8
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664062
Saved in:
9
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:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
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