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person:"Chang, Chia-Lin"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Conrad, Christian"
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Search: subject_exact:"GARCH-Modell"
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ARCH model
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ARCH-Modell
3
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Chang, Chia-Lin
Conrad, Christian
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Hammoudeh, Shawkat
3
McAleer, Michael
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Qiao, Gaoxiu
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Al-Jarrah, Idries Mohammad Wanas
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Kok Haur Ng
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
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Discussion paper series / University of Heidelberg, Department of Economics
10
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9
Economics letters
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Scottish journal of political economy : the journal of the Scottish Economic Society
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TI 2017-038/III Tinbergen Institute Discussion Paper
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The Japanese economic review : the journal of the Japanese Economic Association
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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