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~language:"ben"
~language:"deu"
~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Time series analysis"
~subject:"Volatilität"
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Time series analysis
Volatilität
Volatility
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18
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Chang, Chia-Lin
McAleer, Michael
76
Caporale, Guglielmo Maria
48
Gil-Alaña, Luis A.
46
Gupta, Rangan
40
Pierdzioch, Christian
25
Härdle, Wolfgang
16
Teräsvirta, Timo
16
Caporin, Massimiliano
15
Croux, Christophe
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Dijk, Dick van
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Franses, Philip Hans
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Chiarella, Carl
14
Reichlin, Lucrezia
14
Weber, Enzo
14
Billio, Monica
13
Piger, Jeremy Max
13
Allen, David E.
12
Döpke, Jörg
12
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Asai, Manabu
11
Buch, Claudia M.
11
Diebold, Francis X.
11
Dijk, Herman K. van
11
Guo, Hui
11
Hecq, Alain W. J.
11
Nelson, Daniel B.
11
Pesaran, M. Hashem
11
Theodoridis, Konstantinos
11
Bollerslev, Tim
10
Hautsch, Nikolaus
10
Miller, Stephen M.
10
Palm, Franz C.
10
Phillips, Peter C. B.
10
Ravazzolo, Francesco
10
Reiter, Michael
10
Timmermann, Allan
10
Waggoner, Daniel F.
10
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University of Canterbury / Dept. of Economics and Finance
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Working paper
16
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5
The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
1
Tourism economics : the business and finance of tourism and recreation
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
26
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1
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:
2
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
3
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:
4
Modeling 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/10009701639
Saved in:
5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
10
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
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