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Econometric Analysis of Financial Derivatives

Chang, Chia-Lin; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2014

__Abstract__ One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of...

Persistent link: https://www.econbiz.de/10011274352

Conditional correlations and volatility spillovers between crude oil and stock index returns

Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138

Persistent link: https://www.econbiz.de/10010134045

The rise and fall of S&P500 variance futures

Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167

Persistent link: https://www.econbiz.de/10010134047

Globalization and knowledge spillover: international direct investment, exports and patents

Chang, Chia-Lin; Chen, Sung-Po; McAleer, Michael - In: Economics of innovation and new technology 22 (2013) 4, pp. 329-352

Persistent link: https://www.econbiz.de/10010135889

Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan

Chang, Chia-lin; McAleer, Michael - In: The Korean economic review 50 (2009) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10009934597

Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)

Chang, Chia-Lin; Robin, Stéphane - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 947-987

Persistent link: https://www.econbiz.de/10009978107

Citations and impact of ISI tourism and hospitality journals

Chang, Chia-lin; McAleer, Michael - In: Tourism management perspectives : TMP 1 (2012), pp. 2-8

Persistent link: https://www.econbiz.de/10010081743

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535

Persistent link: https://www.econbiz.de/10010083784

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - In: Energy economics 34 (2012) 5, pp. 1683-1693

Persistent link: https://www.econbiz.de/10010002890

How accurate are government forecasts of economic fundamentals? The case of Taiwan

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - In: International journal of forecasting 27 (2011) 4, pp. 1066-1076

Persistent link: https://www.econbiz.de/10009290386