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subject:"EU-Staaten"
subject:"Volatility"
~person:"Chang, Chia-Lin"
~source:"econis"
~type_genre:"Non-commercial literature"
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EU-Staaten
Volatility
Estimation
39
Schätzung
39
ARCH model
14
ARCH-Modell
14
Taiwan
13
Welt
13
World
13
Volatilität
12
International tourism
9
Internationaler Tourismus
9
Economic indicator
8
Time series analysis
8
Wirtschaftsindikator
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Zeitreihenanalyse
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Commodity derivative
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Rohstoffderivat
7
Forecasting model
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Index
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6
Monetary indicator
6
Monetärer Indikator
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Prognoseverfahren
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Scientific modelling
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Tourism
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Tourismus
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Aktienindex
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Demand
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Factor analysis
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Faktorenanalyse
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Nachfrage
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Oil price
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Spillover effect
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Spillover-Effekt
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Stock index
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USA
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United States
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unbiased estimation
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Chang, Chia-Lin
Belke, Ansgar
71
McAleer, Michael
50
Caporale, Guglielmo Maria
47
Gil-Alaña, Luis A.
23
Afonso, António
22
Gupta, Rangan
22
Härdle, Wolfgang
21
Koopman, Siem Jan
20
Pierdzioch, Christian
20
Hautsch, Nikolaus
19
Herwartz, Helmut
18
Döpke, Jörg
17
Dreger, Christian
16
Buch, Claudia M.
15
Mumtaz, Haroon
15
Rault, Christophe
15
Setzer, Ralph
15
Badinger, Harald
14
Brunello, Giorgio
14
Marcellino, Massimiliano
14
Pesaran, M. Hashem
14
Gottschalk, Jan
13
Haan, Jakob de
13
Rodriguez, Gabriel
13
Caporin, Massimiliano
12
Crespo Cuaresma, Jesús
12
Huber, Florian
12
Klose, Jens
12
Artis, Michael J.
11
Asai, Manabu
11
Brülhart, Marius
11
Chan, Joshua
11
Feldkircher, Martin
11
Hafner, Christian M.
11
Hayo, Bernd
11
Bollerslev, Tim
10
Carstensen, Kai
10
Cheung, Yin-Wong
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ECONIS (ZBW)
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11
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:
12
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
13
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
14
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:
15
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:
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