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~subject:"ARCH model"
~person:"Chang, Kuang-Liang"
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ARCH model
Markov chain
9
Markov-Kette
9
ARCH-Modell
6
Multivariate Verteilung
5
Multivariate distribution
5
Capital income
4
Estimation
4
Kapitaleinkommen
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dependence
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Chang, Kuang-Liang
Bauwens, Luc
16
Meitz, Mika
13
Saikkonen, Pentti
13
Dufays, Arnaud
9
Lütkepohl, Helmut
9
Chen, Cathy W. S.
7
Lee, Hsiang-Tai
7
Ma, Feng
7
Rombouts, Jeroen V. K.
7
Billio, Monica
6
Casarin, Roberto
6
Otranto, Edoardo
6
Amisano, Gianni
5
Ardia, David
5
Augustyniak, Maciej
5
Bohl, Martin T.
5
Geweke, John
5
Gupta, Rangan
5
Haas, Markus
5
Shi, Yanlin
5
Velinov, Anton
5
Asai, Manabu
4
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
4
Essid, Badye
4
Frömmel, Michael
4
Li, Ming-yuan Leon
4
Lu, Xinjie
4
Osuntuyi, Anthony
4
Preminger, Arie
4
Serletis, Apostolos
4
Siklos, Pierre L.
4
So, Mike Ka-pui
4
Xu, Libo
4
Zekokh, Timur
4
Blazsek, Szabolcs
3
Bluteau, Keven
3
Brunetti, Celso
3
Cavicchioli, Maddalena
3
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International review of economics & finance : IREF
2
Applied economics letters
1
Economic modelling
1
Journal of international money and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
3
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
4
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
5
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
6
Do macroeconomic variables have regime-dependent effects on stock return dynamics? : evidence from the Markov regime switching model
Chang, Kuang-Liang
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1283-1299
Persistent link: https://www.econbiz.de/10003923540
Saved in:
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