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~language:"eng"
~person:"Chang, Chia-Lin"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
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ARCH-Modell
Forecasting model
Volatility
22
Volatilität
21
Bibliometrics
19
Bibliometrie
19
Taiwan
19
Welt
18
World
18
Estimation
16
Schätzung
16
ARCH model
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13
C3PO
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PI-BETA
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h-index
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Oil price
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Ranking method
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7
Ölpreis
7
Capital market returns
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Chang, Chia-Lin
McAleer, Michael
64
Gupta, Rangan
44
Rossi, Barbara
22
Croux, Christophe
18
Franses, Philip Hans
18
Pierdzioch, Christian
18
Giannone, Domenico
17
Timmermann, Allan
16
Marcellino, Massimiliano
15
Huber, Florian
13
Miller, Stephen M.
13
Cepni, Oguzhan
12
Lahiri, Kajal
12
Caporin, Massimiliano
11
Dijk, Dick van
11
Döpke, Jörg
11
Härdle, Wolfgang
11
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Teräsvirta, Timo
11
Clark, Todd E.
10
Pettenuzzo, Davide
10
Sekhposyan, Tatevik
10
Allen, David E.
9
Billio, Monica
9
Caporale, Guglielmo Maria
9
Dovern, Jonas
9
Gelper, Sarah
9
Guo, Hui
9
Mitchell, James
9
Ravazzolo, Francesco
9
Rombouts, Jeroen V. K.
9
Weber, Enzo
9
Balcilar, Mehmet
8
Clements, Michael P.
8
Diebold, Francis X.
8
Fang, Wen-shwo
8
Fritsche, Ulrich
8
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University of Canterbury / Dept. of Economics and Finance
3
University of Canterbury / Dept. of Economics
1
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Working paper
12
Econometric Institute research papers
6
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
21
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1
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
2
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
6
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
7
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
8
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
9
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
10
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
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