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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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ARCH model
Taiwan
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15
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Chang, Chia-Lin
McAleer, Michael
36
Caporin, Massimiliano
8
Fang, Wen-shwo
8
Miller, Stephen M.
8
Teräsvirta, Timo
8
Weber, Enzo
8
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Caporale, Guglielmo Maria
5
Allen, David E.
4
Andersen, Torben
4
Asai, Manabu
4
Chen, Chi-chung
4
Gupta, Rangan
4
Hafner, Christian M.
4
Karanasos, Menelaos
4
Pelloni, Gianluigi
4
Polasek, Wolfgang
4
Roengchai Tansuchat
4
Shephard, Neil G.
4
Dhaene, Geert
3
Engle, Robert F.
3
Guo, Hui
3
Kyritsis, Evangelos
3
Lanne, Markku
3
Mittnik, Stefan
3
Preminger, Arie
3
Serletis, Apostolos
3
Sheppard, Kevin
3
Spagnolo, Nicola
3
Wu, Jianbin
3
Yu, Jun
3
Zagaglia, Paolo
3
Amado, Cristina
2
Antonakakis, Nikolaos
2
Audrino, Francesco
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University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
13
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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
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:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
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:
5
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
6
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
7
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
8
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
9
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
10
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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