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Asymmetric realized volatility...
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461
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619369
Saved in:
462
Risk management of risk under the Basel accord: forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619372
Saved in:
463
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
-
Rev.
Persistent link: https://www.econbiz.de/10009619381
Saved in:
464
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619548
Saved in:
465
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
466
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
467
Robust ranking of journal quality: an Application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619563
Saved in:
468
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
469
What do experts know about ranking journal quality? A comparison with ISI research impact in finance
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619567
Saved in:
470
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
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