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isPartOf:"Journal of econometrics"
~isPartOf:"Annals of financial economics"
~person:"Chang, Bisharat Hussain"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
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Volatility
13
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13
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3
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3
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Chang, Bisharat Hussain
Chang, Chia-Lin
Gouriéroux, Christian
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
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6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
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Jasiak, Joann
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Linton, Oliver
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Maheu, John M.
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Park, Joon Y.
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Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
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3
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3
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Journal of econometrics
Annals of financial economics
Econometric Institute research papers
34
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14
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6
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6
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5
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The North American journal of economics and finance : a journal of financial economics studies
4
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1
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1
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1
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1
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1
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1
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1
Journal of international commerce, economics and policy
1
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1
Quantifying consumer preferences
1
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TI 2017-038/III Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
13
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1
The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Maydybura, Alina
;
Gohar, Raheel
;
Salman, Asma
;
Wong, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014442606
Saved in:
2
Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
Saved in:
3
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma
;
Chang, Bisharat Hussain
;
Abdul Razzaq, …
- In:
Annals of financial economics
18
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
6
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
7
Volatility spillover effect of Federal Reserve's balance sheet on the financial and goods markets of Indo-Pak region
Syed, Qasim Raza
;
Malik, Waseem Shahid
;
Chang, Bisharat …
- In:
Annals of financial economics
14
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012226571
Saved in:
8
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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