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~language:"ben"
~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Taiwan"
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ARCH model
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Chang, Chia-Lin
McAleer, Michael
57
Weber, Enzo
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Caporin, Massimiliano
9
Teräsvirta, Timo
9
Fang, Wen-shwo
8
Miller, Stephen M.
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Allen, David E.
5
Franses, Philip Hans
5
Gupta, Rangan
5
Hafner, Christian M.
5
Lee, Tzong-ru
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Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Yen, Gi-li
5
Asai, Manabu
4
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4
Chen, Chi-chung
4
Chen, Chiang-ming
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Chung, Chi-nien
4
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4
Haas, Markus
4
Hsu, Hui-kuang
4
Karanasos, Menelaos
4
Lan Fen Chu
4
Lin, Yu-Chen
4
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4
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
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1
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
2
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
3
Survival analysis of very low birth weight infant mortality in Taiwan
Chang, Chia-Lin
;
Chen, Wei-chen
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410206
Saved in:
4
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
5
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
6
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:
7
Modelling the asymmetric volatility in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
A statistical analysis of industrial penetration and internet intensity in Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
-
2018
-
Revised: January 2018
Persistent link: https://www.econbiz.de/10011785182
Saved in:
10
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
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