//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modelling Volatility Size Effe...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
34
Volatilität
34
ARCH model
28
ARCH-Modell
28
Welt
23
World
23
Bibliometrics
20
Bibliometrie
20
Estimation
20
Schätzung
20
Spillover effect
17
Spillover-Effekt
17
Taiwan
17
USA
15
United States
15
Capital market returns
12
Fachzeitschrift
12
Journal
12
Kapitalmarktrendite
12
Spot market
11
Spotmarkt
11
Commodity derivative
9
Oil price
9
Risikomaß
9
Risk measure
9
Rohstoffderivat
9
Time series analysis
9
Zeitreihenanalyse
9
Ölpreis
9
Forecasting model
8
Futures
8
International tourism
8
Internationaler Tourismus
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Tourism
8
Citation analysis
7
Index derivative
7
Indexderivat
7
more ...
less ...
Online availability
All
Free
108
Type of publication
All
Book / Working Paper
109
Type of publication (narrower categories)
All
Arbeitspapier
109
Graue Literatur
109
Non-commercial literature
109
Working Paper
109
Language
All
English
109
Author
All
Chang, Chia-Lin
109
McAleer, Michael
109
Oxley, Les
8
Wong, Wing Keung
8
Pérez Amaral, Teodosio
6
Franses, Philip Hans
5
Chen, Chi-chung
4
Hammoudeh, Shawkat
4
Hsu, Hui-Kuang
4
Jiménez-Martín, Juan-Ángel
4
Roengchai Tansuchat
4
Tansuchat, Roengchai
4
Allen, David E.
3
Asai, Manabu
3
Hsieh, Tai-Lin
3
Hsu, Shu-Han
3
Ilomäki, Jukka
3
Khamkaew, Thanchanok
3
Laurila, Hannu
3
Maasoumi, Esfandiar
3
Tang, Ju-Ting
3
Wang, Yu-Ann
3
Wu, Yu-Chieh
3
Chen, Ping-yu
2
Huang, Bing-wen
2
Lim, Christine
2
Caporin, Massimiliano
1
Casarin, Roberto
1
Chaipornkaew, Piyanuch
1
Chen, Li-Hsueh
1
Chen, Meng-Gu
1
Chen, Ping-Yu
1
Chen, Sung-po
1
Chen, Wei-Chen
1
Hsu, Hui-kuang
1
Jimenez-Martin, Juan-Angel
1
Khamkaew, Tanchanok
1
Kuo, Hsiao-i
1
Li, Yiying
1
Liu, Chia-Ping
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Econometric Institute Research Papers
61
Working Papers in Economics
57
Tinbergen Institute Discussion Paper
55
Working paper
55
Discussion paper / Tinbergen Institute
54
Documentos de Trabajo del ICAE
48
KIER Working Papers
43
Tinbergen Institute Discussion Papers
21
CIRJE F-Series
17
Mathematics and Computers in Simulation (MATCOM)
12
MPRA Paper
11
Energy economics
10
CARF F-Series
8
Journal of Risk and Financial Management
8
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of financial economics
6
Journal of econometrics
6
The North American Journal of Economics and Finance
6
Annals of Financial Economics (AFE)
5
Energy Economics
5
Journal of risk and financial management : JRFM
5
Econometrics
4
Essays in public policy
3
International journal of forecasting
3
Managerial finance
3
Tourism economics : the business and finance of tourism and recreation
3
Applied economics
2
Econometric reviews
2
Econometrics : open access journal
2
Economics of innovation and new technology
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Hoover essays / The Hoover Institution on War, Revolution, and Peace
2
IRES discussion papers
2
International Journal of Forecasting
2
International journal of hospitality management
2
International review of economics & finance : IREF
2
Managerial Finance
2
Quantifying consumer preferences
2
Review of Economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
109
Showing
1
-
10
of
109
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
3
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
5
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
6
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
7
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664062
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
9
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/10003987330
Saved in:
10
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->