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Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10011296515
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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
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2010
Persistent link: https://www.econbiz.de/10008669993
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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
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689063
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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
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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
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Risk modeling and management : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009771092
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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