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person:"Chang, Chia-Lin"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Koopman, Siem Jan"
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
14
ARCH model
5
ARCH-Modell
5
Taiwan
5
International tourism
4
Internationaler Tourismus
4
Welt
4
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4
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3
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model-based tourism financial conditions index
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monetary conditions index
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unbiased estimation
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Chang, Chia-Lin
Koopman, Siem Jan
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Manera, Matteo
8
Zweifel, Peter
8
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7
Österholm, Pär
7
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6
Engsted, Tom
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Escribano, Álvaro
5
Guo, Hui
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Nyholm, Ken
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Coudert, Virginie
4
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University of Canterbury / Dept. of Economics and Finance
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Discussion paper / Tinbergen Institute
43
Econometric Institute research papers
19
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6
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2
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2
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2
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2
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A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
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:
9
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
10
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
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