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The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619346
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Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto; Chang, Chia-Lin; Jiménez-Martín, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619354
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Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin; McAleer, Michael; Lim, Christine - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619355
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Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009619357
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Analyzing fixed-event forecast revisions
Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009619362
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The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619364
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619368
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619369
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Risk management of risk under the Basel accord: forecasting value-at-risk of VIX futures
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009619372
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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 - Rev.
Persistent link: https://www.econbiz.de/10009619381