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~isPartOf:"Economic modelling"
~subject:"ARCH-Modell"
~person:"Chang, Kuang-liang"
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Chang, Kuang-liang
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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2
House price dynamics, conditional higher-order moments, and density forecasts
Chang, Kuang-liang
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10008824917
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