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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"Spillover-Effekt"
~subject:"Volatility"
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Spillover-Effekt
Volatility
Volatilität
21
Bibliometrics
19
Bibliometrie
19
Taiwan
19
Welt
18
World
18
Estimation
16
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16
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Chang, Chia-Lin
McAleer, Michael
63
Gupta, Rangan
33
Caporale, Guglielmo Maria
21
Pierdzioch, Christian
19
Audretsch, David B.
17
Atallah, Gamal
16
Chiarella, Carl
15
Gannon, Gerard L.
12
Kose, M. Ayhan
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
König, Michael D.
11
Weber, Enzo
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Keller, Wolfgang
10
Lehmann, Erik
10
Allen, David E.
9
Amir, Rabah
9
Antonakakis, Nikolaos
9
Bollerslev, Tim
9
Guo, Hui
9
Hayo, Bernd
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Acs, Zoltán J.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Gorodnichenko, Yuriy
8
Hammoudeh, Shawkat
8
Hautsch, Nikolaus
8
Huber, Florian
8
Lakatos, Csilla
8
Ohnsorge, Franziska
8
Salisu, Afees A.
8
Siklos, Pierre L.
8
Stocker, Marc
8
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University of Canterbury / Dept. of Economics and Finance
3
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1
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Working paper
14
Econometric Institute research papers
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 Papers in Economics
1
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ECONIS (ZBW)
23
RePEc
1
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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
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
9
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
10
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:
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