//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~subject:"Time series analysis"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Welt
ARCH model
28
ARCH-Modell
28
Volatility
20
Volatilität
20
Oil price
10
Ölpreis
10
Estimation
9
Schätzung
9
Commodity derivative
8
Rohstoffderivat
8
Spillover effect
8
Spillover-Effekt
8
World
7
Spot market
6
Spotmarkt
6
USA
6
United States
6
Taiwan
5
Capital income
4
Futures
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
Düngemittel
3
Fertilizer
3
Forecasting model
3
Hedging
3
Index derivative
3
Indexderivat
3
Preis
3
Price
3
Prognoseverfahren
3
Tourism
3
Zeitreihenanalyse
3
1990-2008
2
1997-2008
2
2003-2008
2
Basel Accord
2
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Chang, Chia-Lin
McAleer, Michael
23
Chen, Chi-chung
6
Caporin, Massimiliano
4
Allen, David E.
3
Tansuchat, Roengchai
3
Chen, Ping-yu
2
Lan Fen Chu
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Asai, Manabu
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Hafner, Christian M.
1
Medeiros, Marcelo C.
1
Pauwels, Laurent
1
Pooter, Michiel de
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper
5
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
International review of economics & finance : IREF
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
4
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
5
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
8
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/10003987343
Saved in:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->