Chia-Lin Chang
Names
| first: |
Chia-Lin |
| last: |
Chang |
Identifer
Contact
Affiliations
-
National Chung-Hsing University
/ Department of Applied Economics (weight: 50%)
-
National Chung-Hsing University
/ Department of Finance (weight: 50%)
Research profile
author of:
- Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:aag:wpaper:v:22:y:2018:i:1:p:13-22)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018 (RePEc:aag:wpaper:v:22:y:2018:i:1:p:23-35)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections (RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - The Future of Tourism in the COVID-19 Era (RePEc:aag:wpaper:v:24:y:2020:i:3:p:218-230)
by Chia-Lin Chang & Michael McAleer & Vicente Ramos - The Impact of Globalization on Economic Growth: Insights from Sub-Saharan Africa (1971-2019) (RePEc:ags:ajfand:348028)
by Wondim, A. & Chang, C-L - Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates (RePEc:bla:jecrev:v:63:y:2012:i:3:p:397-419)
by Chia-Lin Chang & Michael Mcaleer - What Makes A Great Journal Great In Economics? The Singer Not The Song (RePEc:bla:jecsur:v:25:y:2011:i:2:p:326-361)
by Chia‐Lin Chang & Michael McAleer & Les Oxley - Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability (RePEc:bla:stanee:v:67:y:2013:i:1:p:27-53)
by Chia-Lin Chang & Michael McAleer - Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan (RePEc:cbt:econwp:08/14)
by Chia-Lin Chang & Les Oxley - Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:cbt:econwp:10/02)
by Chia-Lin Chang & Michael McAleer - Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:cbt:econwp:10/03)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:cbt:econwp:10/04)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:cbt:econwp:10/11)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Are Forecast Updates Progressive? (RePEc:cbt:econwp:10/12)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:cbt:econwp:10/13)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:cbt:econwp:10/16)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets (RePEc:cbt:econwp:10/19)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:cbt:econwp:10/27)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - Combining Non-Replicable Forecasts (RePEc:cbt:econwp:10/35)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:cbt:econwp:10/36)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:cbt:econwp:10/38)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:cbt:econwp:10/39)
by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:cbt:econwp:10/40)
by Chia-Lin Chang & Michael McAleer & Christine Lim - What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:cbt:econwp:10/43)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Article Influence Score = 5YIF divided by 2 (RePEc:cbt:econwp:10/44)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Modeling the Volatility in Global Fertilizer Prices (RePEc:cbt:econwp:10/46)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - How does Zinfluence Affect Article Influence? (RePEc:cbt:econwp:10/47)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:cbt:econwp:10/54)
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:cbt:econwp:10/55)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - Journal Impact Factor Versus Eigenfactor and Article Influence (RePEc:cbt:econwp:10/67)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Evaluating Combined Non-Replicable Forecasts (RePEc:cbt:econwp:10/74)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:cbt:econwp:10/75)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley - Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:cbt:econwp:10/78)
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:cbt:econwp:11/06)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/12)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:cbt:econwp:11/15)
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:cbt:econwp:11/16)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:cbt:econwp:11/17)
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - The Dynamics of Energy-Grain Prices with Open Interest (RePEc:cbt:econwp:11/24)
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:cbt:econwp:11/25)
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/26)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:cbt:econwp:11/27)
by Chia-Lin Chang & Michael McAleer - The Rise and Fall of S&P500 Variance Futures (RePEc:cbt:econwp:11/32)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:cbt:econwp:11/43)
by Chia-Lin Chang & Michael McAleer - What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:cbt:econwp:12/02)
by Chia-Lin Chang & Michael McAleer - Robust Ranking of Journal Quality: An Application to Economics (RePEc:cbt:econwp:12/05)
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:cbt:econwp:12/09)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:cbt:econwp:12/11)
by Chia-Lin Chang & Michael McAleer - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:cbt:econwp:12/13)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:cbt:econwp:13/04)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:cbt:econwp:13/06)
by Chia-Lin Chang & David Allen & Michael McAleer - Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:cbt:econwp:13/07)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:cbt:econwp:13/10)
by Chia-Lin Chang & Michael McAleer - Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence (RePEc:cbt:econwp:13/12)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Risk Modeling and Management: An Overview (RePEc:cbt:econwp:13/22)
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral - International Technology Diffusion of Joint and Cross-border Patents (RePEc:cbt:econwp:13/24)
by Michael McAleer & Chia-Lin Chang & Ju-Ting Tang - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:cbt:econwp:13/27)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:cbt:econwp:14/01)
by Chia-Lin Chang & Michael McAleer - A Tourism Conditions Index (RePEc:cbt:econwp:14/03)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:cbt:econwp:14/07)
by Chia-Lin Chang & Michael McAleer - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:cbt:econwp:14/08)
by Chia-Lin Chang & Michael McAleer - A Tourism Financial Conditions Index (RePEc:cbt:econwp:14/13)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:cbt:econwp:14/14)
by Chia-Lin Chang & Michael McAleer - Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:cbt:econwp:14/15)
by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer - Econometric Analysis of Financial Derivatives: An Overview (RePEc:cbt:econwp:14/29)
by Chia-Lin Chang & Michael McAleer - Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (RePEc:cfi:fseres:cf157)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets (RePEc:cfi:fseres:cf162)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets (RePEc:cfi:fseres:cf163)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:cfi:fseres:cf175)
by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:cfi:fseres:cf183)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:cfi:fseres:cf188)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:cfi:fseres:cf192)
by Chia-Lin Chang & Michael McAleer - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:cfi:fseres:cf202)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Doing R&D and Importing Technology : an Empirical Investigation on Taiwan’s manufacturing firms (RePEc:ctl:louvir:2004006)
by Chia Lin, CHANG & Stephane, ROBIN - Innovation Strategy and Total Factor Productivity Growth : Micro Evidence from Taiwanese Manufacturing Firms (RePEc:ctl:louvir:2004007)
by Chia Lin, CHANG & Stephane, ROBIN - Conditional correlations and volatility spillovers between crude oil and stock index returns (RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138)
by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai - The rise and fall of S&P500 variance futures (RePEc:eee:ecofin:v:25:y:2013:i:c:p:151-167)
by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez - Recent developments in financial economics and econometrics: An overview (RePEc:eee:ecofin:v:26:y:2013:i:c:p:217-226)
by Chia-Lin Chang & Allen, David & McAleer, Michael - Dynamic price integration in the global gold market (RePEc:eee:ecofin:v:26:y:2013:i:c:p:227-235)
by Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei - Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism (RePEc:eee:ecofin:v:26:y:2013:i:c:p:519-534)
by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael - The impact of China on stock returns and volatility in the Taiwan tourism industry (RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401)
by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael - The correct regularity condition and interpretation of asymmetry in EGARCH (RePEc:eee:ecolet:v:161:y:2017:i:c:p:52-55)
by Chang, Chia-Lin & McAleer, Michael - Econometric analysis of financial derivatives: An overview (RePEc:eee:econom:v:187:y:2015:i:2:p:403-407)
by Chang, Chia-Lin & McAleer, Michael - A stochastic dominance approach to financial risk management strategies (RePEc:eee:econom:v:187:y:2015:i:2:p:472-485)
by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio - Realized stochastic volatility with general asymmetry and long memory (RePEc:eee:econom:v:199:y:2017:i:2:p:202-212)
by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael - Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (RePEc:eee:econom:v:227:y:2022:i:1:p:285-304)
by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael - Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (RePEc:eee:eneeco:v:32:y:2010:i:6:p:1445-1455)
by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai - Crude oil hedging strategies using dynamic multivariate GARCH (RePEc:eee:eneeco:v:33:y:2011:i:5:p:912-923)
by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai - Causality between market liquidity and depth for energy and grains (RePEc:eee:eneeco:v:34:y:2012:i:5:p:1683-1692)
by Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael - Asymmetric adjustments in the ethanol and grains markets (RePEc:eee:eneeco:v:34:y:2012:i:6:p:1990-2002)
by Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael - Risk spillovers in oil-related CDS, stock and credit markets (RePEc:eee:eneeco:v:36:y:2013:i:c:p:526-535)
by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael - Volatility spillovers for spot, futures, and ETF prices in agriculture and energy (RePEc:eee:eneeco:v:81:y:2019:i:c:p:779-792)
by Chang, Chia-Lin & Liu, Chia-Ping & McAleer, Michael - Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances (RePEc:eee:energy:v:151:y:2018:i:c:p:984-997)
by Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting - The fiction of full BEKK: Pricing fossil fuels and carbon emissions (RePEc:eee:finlet:v:28:y:2019:i:c:p:11-19)
by Chang, Chia-Lin & McAleer, Michael - How accurate are government forecasts of economic fundamentals? The case of Taiwan (RePEc:eee:intfor:v:27:y:2011:i:4:p:1066-1075)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Analyzing fixed-event forecast revisions (RePEc:eee:intfor:v:29:y:2013:i:4:p:622-627)
by Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael - Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry (RePEc:eee:matcom:v:79:y:2008:i:3:p:352-367)
by Chang, Chia-Lin & Robin, Stéphane - A double-threshold GARCH model of stock market and currency shocks on stock returns (RePEc:eee:matcom:v:79:y:2008:i:3:p:458-474)
by Yang, Yung-Lieh & Chang, Chia-Lin - Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (RePEc:eee:matcom:v:79:y:2009:i:5:p:1472-1487)
by Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael - Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation (RePEc:eee:matcom:v:79:y:2009:i:5:p:1730-1744)
by Chang, Chia-Lin & Sriboonchitta, Songsak & Wiboonpongse, Aree - Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan (RePEc:eee:matcom:v:79:y:2009:i:9:p:2787-2796)
by Chang, Chia-Lin & Oxley, Les - Modelling conditional correlations in the volatility of Asian rubber spot and futures returns (RePEc:eee:matcom:v:81:y:2011:i:7:p:1482-1490)
by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai - Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO (RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506)
by Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael - Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach (RePEc:eee:matcom:v:82:y:2011:i:2:p:213-219)
by Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin - Coercive journal self citations, impact factor, Journal Influence and Article Influence (RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197)
by Chang, Chia-Lin & McAleer, Michael & Oxley, Les - Are forecast updates progressive? (RePEc:eee:matcom:v:93:y:2013:i:c:p:9-18)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Currency hedging strategies using dynamic multivariate GARCH (RePEc:eee:matcom:v:94:y:2013:i:c:p:164-182)
by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel - Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures (RePEc:eee:matcom:v:94:y:2013:i:c:p:183-204)
by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio - Establishing national carbon emission prices for China (RePEc:eee:rensus:v:106:y:2019:i:c:p:1-16)
by Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael - Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19 (RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377)
by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann - Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China (RePEc:eee:rensus:v:169:y:2022:i:c:s1364032122007432)
by Mai, Te-Ke & Foley, Aoife M. & McAleer, Michael & Chang, Chia-Lin - Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices (RePEc:eee:rensus:v:81:y:2018:i:p1:p:1002-1018)
by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann - Modelling a latent daily Tourism Financial Conditions Index (RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126)
by Chang, Chia-Lin - Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? (RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70)
by Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael - Choosing expected shortfall over VaR in Basel III using stochastic dominance (RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113)
by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio - Unknown item RePEc:eme:cea111:s0573-8555(2009)0000288014 (chapter)
- Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:eme:ceazzz:s0573-8555(2009)0000288014)
by Chia-Lin Chang & Michael McAleer & Daniel J. Slottje - Unknown item RePEc:eme:mf0000:03074351111167956 (article)
- Unknown item RePEc:eme:mf0000:mf-12-2014-0315 (article)
- Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:1088-1106 (article)
- Unknown item RePEc:eme:mfipps:v:42:y:2016:i:4:p:324-337 (article)
- Realized Stochastic Volatility with General Asymmetry and Long Memory (RePEc:ems:eureir:100161)
by Asai, M. & Chang, C-L. & McAleer, M.J. - Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software (RePEc:ems:eureir:100164)
by Chang, C-L. & McAleer, M.J. - Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA (RePEc:ems:eureir:100331)
by Chang, C-L. & McAleer, M.J. & Zuo, G. - The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH (RePEc:ems:eureir:100416)
by Chang, C-L. & McAleer, M.J. - US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries (RePEc:ems:eureir:100854)
by Chang, C-L. & McAleer, M.J. & Nguyen, D.K. - A Generalized Email Classification System for Workflow Analysis (RePEc:ems:eureir:101762)
by Chaipornkaew, P. & Prexawanprasut, T. & Chang, C-L. & McAleer, M.J. - A Tourism Financial Conditions Index for Tourism Finance (RePEc:ems:eureir:101763)
by Chang, C-L. & Hsu, H-K. & McAleer, M.J. - An Event Study of Chinese Tourists to Taiwan (RePEc:ems:eureir:104254)
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J. - A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan (RePEc:ems:eureir:104256)
by Chang, C-L. & McAleer, M.J. & Wu, Y-C. - Pricing Carbon Emissions in China (RePEc:ems:eureir:104257)
by Chang, C-L. & Mai, T.K. & McAleer, M.J. - Management Information, Decision Sciences, and Financial Economics : a connection (RePEc:ems:eureir:104258)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:ems:eureir:105878)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Establishing National Carbon Emission Prices for China (RePEc:ems:eureir:105880)
by Chang, C-L. & Mai, T.K. & McAleer, M.J. - Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:ems:eureir:105884)
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J. - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:ems:eureir:107292)
by Chang, C-L. & McAleer, M.J. & Wang, Y-A. - Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:ems:eureir:107294)
by Chang, C-L. & Hsu, S.-H. & McAleer, M.J. - Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:ems:eureir:111552)
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J. - Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:ems:eureir:111553)
by Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L. - Long Run Returns Predictability and Volatility with Moving Averages (RePEc:ems:eureir:111556)
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J. - Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ems:eureir:111557)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ems:eureir:111613)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks (RePEc:ems:eureir:111616)
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J. - Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:ems:eureir:112499)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets (RePEc:ems:eureir:115605)
by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J. - An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia (RePEc:ems:eureir:13771)
by McAleer, M.J. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L. - Modelling conditional correlations for risk diversification in crude oil markets (RePEc:ems:eureir:16105)
by Chang, C-L. & McAleer, M.J. & Tansuchat, R. - Forecasting volatility and spillovers in crude oil spot, forward and future markets (RePEc:ems:eureir:16107)
by Chang, C-L. & McAleer, M.J. & Tansuchat, R. - How Accurate are Government Forecast of Economic Fundamentals? (RePEc:ems:eureir:16264)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - Modelling conditional correlations in the volatility of Asian rubber spot and futures returns (RePEc:ems:eureir:17297)
by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J. - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ems:eureir:17298)
by Tansuchat, R. & Chang, C-L. & McAleer, M.J. - Interdependence of international tourism demand and volatility in leading ASEAN destinations (RePEc:ems:eureir:17299)
by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R. - A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:ems:eureir:17310)
by Chang, C-L. & Khamkaew, T. & McAleer, M.J. - Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan (RePEc:ems:eureir:17312)
by Chang, C-L. & McAleer, M.J. - Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:ems:eureir:17313)
by Chang, C-L. & McAleer, M.J. - Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ems:eureir:18036)
by Tansuchat, R. & Chang, C-L. & McAleer, M.J. - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:ems:eureir:18043)
by Tansuchat, R. & Chang, C-L. & McAleer, M.J. - Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:ems:eureir:18329)
by Chang, C-L. & McAleer, M.J. & Tansuchat, R. - Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:ems:eureir:18331)
by Chang, C-L. & McAleer, M.J. - Are Forecast Updates Progressive? (RePEc:ems:eureir:19358)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:ems:eureir:19362)
by Chang, C-L. & Khamkaew, T. & McAleer, M.J. - IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:ems:eureir:19363)
by Chang, C-L. & Khamkaew, T. & McAleer, M.J. - Article Influence Score = 5YIF divided by 2 (RePEc:ems:eureir:20148)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Combining Non-Replicable Forecasts (RePEc:ems:eureir:20156)
by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F. - What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:ems:eureir:20158)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Modelling the Asymmetric Volatility in Hog Prices in Taiwan (RePEc:ems:eureir:20160)
by Chang, C-L. & Huang, B-W. & Chen, M-G. - Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan (RePEc:ems:eureir:20165)
by Chang, C-L. & McAleer, M.J. & Lim, C. - How does Zinfluence Affect Article Influence? (RePEc:ems:eureir:20376)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Modeling the Volatility in Global Fertilizer Prices (RePEc:ems:eureir:20377)
by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J. - Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:ems:eureir:20785)
by Chang, C-L. & Chang, S.P. & McAleer, M.J. - Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:ems:eureir:20788)
by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J. - Journal Impect Factor Versus Eigenfactor and Article Influence (RePEc:ems:eureir:21725)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Evaluating Combined Non-Replicable Forecast (RePEc:ems:eureir:21944)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:ems:eureir:21946)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Asymmetric Adjustment in the Ethanol and Grains Markets (RePEc:ems:eureir:22151)
by Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J. - How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:ems:eureir:22236)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:22807)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:ems:eureir:23115)
by Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J. - Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:ems:eureir:23120)
by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J. - The Dynamics of Energy-Grain Prices with Open Interest (RePEc:ems:eureir:23590)
by Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J. - Analyzing Fixed-event Forecast Revisions (RePEc:ems:eureir:23785)
by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J. - Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:ems:eureir:25607)
by Chang, C-L. & McAleer, M.J. - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ems:eureir:25611)
by Chang, C-L. & McAleer, M.J. & Lim, C. - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:25614)
by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - The Rise and Fall of S&P500 Variance Futures (RePEc:ems:eureir:26880)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics (RePEc:ems:eureir:31230)
by Chang, C-L. & McAleer, M.J. - What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ems:eureir:31599)
by Chang, C-L. & McAleer, M.J. - Robust Ranking of Journal Quality: An Application to Economics (RePEc:ems:eureir:32136)
by Chang, C-L. & McAleer, M.J. & Maasoumi, E. - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ems:eureir:32528)
by Chang, C-L. & McAleer, M.J. & Tansuchat, R. - Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:ems:eureir:32529)
by Chang, C-L. & McAleer, M.J. - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:ems:eureir:37619)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:ems:eureir:38693)
by Chang, C-L. & Hsu, H-K. & McAleer, M.J. - Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:ems:eureir:38695)
by Chang, C-L. & Allen, D.E. & McAleer, M.J. - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:ems:eureir:38697)
by Chang, C-L. & Chen, C-C. & McAleer, M.J. & Chen, P-Y. - What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? (RePEc:ems:eureir:38715)
by Chang, C-L. & McAleer, M.J. - Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:ems:eureir:39179)
by Chang, C-L. & McAleer, M.J. & Oxley, L. - Risk Modelling and Management: An Overview (RePEc:ems:eureir:40777)
by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T. - International Technology Diffusion of Joint and Cross-border Patents (RePEc:ems:eureir:40779)
by Chang, C-L. & McAleer, M.J. & Tang, J-T. - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:ems:eureir:41465)
by Chang, C-L. & Hsu, H-K. & McAleer, M.J. - Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:ems:eureir:50130)
by Chang, C-L. & McAleer, M.J. - A Tourism Conditions Index (RePEc:ems:eureir:50640)
by Chang, C-L. & Hsu, H-K. & McAleer, M.J. - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:ems:eureir:50641)
by Chang, C-L. & McAleer, M.J. - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:ems:eureir:50643)
by Chang, C-L. & McAleer, M.J. - A Tourism Financial Conditions Index (RePEc:ems:eureir:51314)
by Chang, C-L. & Hsu, H-K. & McAleer, M.J. - Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:ems:eureir:51743)
by Chang, C-L. & Chen, W. & McAleer, M.J. - Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:ems:eureir:51744)
by Chang, C-L. & McAleer, M.J. - Econometric Analysis of Financial Derivatives (RePEc:ems:eureir:78064)
by Chang, C-L. & McAleer, M.J. - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting (RePEc:ems:eureir:78067)
by Chang, C-L. & McAleer, M.J. - International Technology Diffusion of Joint and Cross-border Patents (RePEc:ems:eureir:78143)
by Chang, C-L. & McAleer, M.J. & Tang, J-T. - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ems:eureir:78155)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:ems:eureir:78349)
by Chang, C-L. & Li, Y. & McAleer, M.J. - Industrial Agglomeration and Use of the Internet (RePEc:ems:eureir:78714)
by Chang, C-L. & McAleer, M.J. & Wu, Y-C. - Research Ideas for the Journal of Health & Medical Economics: Opinion (RePEc:ems:eureir:78715)
by Chang, C-L. & McAleer, M.J. - Behavioural, Financial, and Health & Medical Economics: A Connection (RePEc:ems:eureir:78718)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Informatics, Data Mining, Econometrics and Financial Economics: A Connection (RePEc:ems:eureir:79219)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance (RePEc:ems:eureir:79539)
by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J. - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? (RePEc:ems:eureir:79731)
by Caporin, M. & Chang, C-L. & McAleer, M.J. - How are VIX and Stock Index ETF Related? (RePEc:ems:eureir:79913)
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J. - Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn (RePEc:ems:eureir:79923)
by Chang, C-L. & McAleer, M.J. & Wang, Y-A. - Industrial Penetration and Internet Intensity (RePEc:ems:eureir:80110)
by Chang, C-L. & McAleer, M.J. & Wu, Y-C. - A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices (RePEc:ems:eureir:93112)
by Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K. - Management Science, Economics and Finance: A Connection (RePEc:ems:eureir:93113)
by Chang, C-L. & McAleer, M.J. & Wong, W.-K. - Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture (RePEc:ems:eureir:93115)
by Chang, C-L. & Liu, C-P. & McAleer, M.J. - Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances (RePEc:ems:eureir:93116)
by Chang, C-L. & McAleer, M.J. & Wang, Y. - Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China (RePEc:ems:eureir:93117)
by Chang, C-L. & McAleer, M.J. & Tian, J. - An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors (RePEc:ems:eureir:93118)
by Chang, C-L. & McAleer, M.J. & Wang, C-H. - A Simple Test for Causality in Volatility (RePEc:ems:eureir:98603)
by Chang, C-L. & McAleer, M.J. - Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (RePEc:ems:eureir:98648)
by Asai, M. & Chang, C-L. & McAleer, M.J. - Joint and Cross-border Patents as Proxies for International Technology Diffusion (RePEc:ems:eureir:98656)
by Chang, C-L. & McAleer, M.J. & Tang, J-T. - Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices (RePEc:ems:eureir:98657)
by Chang, C-L. & McAleer, M.J. & Wang, Y-A. - The Fiction of Full BEKK (RePEc:ems:eureir:99514)
by Chang, C-L. & McAleer, M.J. - Connecting VIX and Stock Index ETF (RePEc:ems:eureir:99516)
by Chang, C-L. & Hsieh, T-L. & McAleer, M.J. - A Tourism Financial Conditions Index for Tourism Finance (RePEc:gam:jchals:v:8:y:2017:i:2:p:23-:d:111192)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522)
by Chia-Lin Chang & Michael McAleer - A Simple Test for Causality in Volatility (RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545)
by Chia-Lin Chang & Michael McAleer - Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models (RePEc:gam:jecnmx:v:9:y:2021:i:2:p:21-:d:548851)
by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels - Moving Average Market Timing in European Energy Markets: Production Versus Emissions (RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161)
by Chia-Lin Chang & Yiying Li & Michael McAleer - Modeling Latent Carbon Emission Prices for Japan: Theory and Practice (RePEc:gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913)
by Chia-Lin Chang & Michael McAleer - Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China (RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091)
by Chia-Lin Chang & Michael McAleer & Jiarong Tian - Causality between CO2 Emissions and Stock Markets (RePEc:gam:jeners:v:13:y:2020:i:11:p:2893-:d:367970)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Has the EU Emissions Trading System Worked Properly? (RePEc:gam:jeners:v:17:y:2024:i:15:p:3651-:d:1442151)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila - A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan (RePEc:gam:jftint:v:10:y:2018:i:3:p:31-:d:136725)
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - Alternative Global Health Security Indexes for Risk Analysis of COVID-19 (RePEc:gam:jijerp:v:17:y:2020:i:9:p:3161-:d:353114)
by Chia-Lin Chang & Michael McAleer - Factors Affecting the Cases and Deaths of COVID-19 Victims (RePEc:gam:jijerp:v:18:y:2021:i:2:p:674-:d:480520)
by Jerald M. Velasco & Wei-Chun Tseng & Chia-Lin Chang - An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors (RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175)
by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang - Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906)
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - Risk and Financial Management of COVID-19 in Business, Economics and Finance (RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:102-:d:360522)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets (RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:109-:d:365273)
by Chia-Lin Chang & Duc Hong Vo - Editorial for Applied Econometrics (RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:187-:d:400870)
by Chia-Lin Chang - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - Long Run Returns Predictability and Volatility with Moving Averages (RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets (RePEc:gam:jrisks:v:9:y:2021:i:12:p:214-:d:692423)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila - An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan (RePEc:gam:jsusta:v:10:y:2018:i:11:p:4307-:d:184277)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - A Charter for Sustainable Tourism after COVID-19 (RePEc:gam:jsusta:v:12:y:2020:i:9:p:3671-:d:353186)
by Chia-Lin Chang & Michael McAleer & Vicente Ramos - Valuation of Trust in Government: The Wellbeing Valuation Approach (RePEc:gam:jsusta:v:13:y:2021:i:19:p:11000-:d:649662)
by Savinee Suriyanrattakorn & Chia-Lin Chang - Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954)
by Chia-Lin Chang & Michael McAleer & Guangdong Zuo - Doing R&D And/Or Importing Technologies : The Critical Importance of Firm Size in Taiwan's Manufacturing Industries (RePEc:hal:journl:hal-00279186)
by Chialin Chang & Stéphane Robin - Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries (RePEc:hal:journl:hal-03691818)
by Stéphane Robin & Chialin Chang - Public policy, innovation and total factor productivity : An application to Taiwan's manufacturing industry (RePEc:hal:journl:hal-03691878)
by Chia-Lin Chang & Stéphane Robin - Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003) (RePEc:hal:journl:hal-03692178)
by Chia-Lin Chang & Stéphane Robin - Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries (RePEc:kap:revind:v:29:y:2006:i:3:p:253-278)
by Chialin Chang & Stéphane Robin - Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan (RePEc:kea:keappr:ker-20091231-25-2-03)
by Chia-Lin Chang & Michael Mcaleer - Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets (RePEc:kyo:wpaper:1108)
by Yu-Ann Wang & Chia-Lin Chang - Modeling the Volatility in Global Fertilizer Prices (RePEc:kyo:wpaper:705)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:kyo:wpaper:706)
by Chia-Lin Chang & Michael McAleer & Les Oxley - How does Zinfluence Affect Article Influence? (RePEc:kyo:wpaper:707)
by Chia-Lin Chang & Michael McAleer & Les Oxley - IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:kyo:wpaper:708)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:kyo:wpaper:712)
by Chia-Lin Chang & Michael McAleer - Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:kyo:wpaper:714)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:kyo:wpaper:715)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:kyo:wpaper:717)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:kyo:wpaper:719)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:kyo:wpaper:720)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:kyo:wpaper:721)
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:kyo:wpaper:722)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:kyo:wpaper:723)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:kyo:wpaper:725)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Journal Impact Factor Versus Eigenfactor and Article Influence (RePEc:kyo:wpaper:737)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:kyo:wpaper:743)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Evaluating Combined Non-Replicable Forecasts (RePEc:kyo:wpaper:744)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:kyo:wpaper:746)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:kyo:wpaper:752)
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:kyo:wpaper:756)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:761)
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - Are Forecast Updates Progressive? (RePEc:kyo:wpaper:762)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:kyo:wpaper:769)
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:kyo:wpaper:772)
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:kyo:wpaper:773)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - The Dynamics of Energy-Grain Prices with Open Interest (RePEc:kyo:wpaper:776)
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:kyo:wpaper:779)
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang - Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:kyo:wpaper:781)
by Michael McAleer & Chia-Lin Chang - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:kyo:wpaper:783)
by Michael McAleer & Chia-Lin Chang & Christine Lim - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:784)
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - The Rise and Fall of S&P500 Variance Futures (RePEc:kyo:wpaper:795)
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:kyo:wpaper:806)
by Michael McAleer & Chia-Lin Chang - How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:kyo:wpaper:808)
by Michael McAleer & Chia-Lin Chang - Robust Ranking of Journal Quality:An Application to Economics (RePEc:kyo:wpaper:813)
by Michael McAleer & Chia-Lin Chang & Esfandiar Maasoumi - Modelling Long Memory Volatility in Agricultural Commodity Futures Return (RePEc:kyo:wpaper:817)
by Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat - Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability (RePEc:kyo:wpaper:819)
by Michael McAleer & Chia-Lin Chang - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:kyo:wpaper:822)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:kyo:wpaper:839)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Recent Developments in Financial Economics and Econometrics:An Overview (RePEc:kyo:wpaper:842)
by Chia-Lin Chang & David E Allen & Michael McAleer - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:kyo:wpaper:844)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:kyo:wpaper:851)
by Chia-Lin Chang & Michael McAleer - Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:kyo:wpaper:852)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Risk Modelling and Management: An Overview (RePEc:kyo:wpaper:872)
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral - Journal of Reviews on Global Economics (RePEc:lif:jrgelg)
from Lifescience Global as editor - How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:lif:jrgelg:v:3:y:2014:p:33-47)
by Chia-Lin Chang & Michael McAleer - Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database (RePEc:lif:jrgelg:v:4:y:2015:p:120-125)
by Chia-Lin Chang & Michael McAleer - Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview (RePEc:lif:jrgelg:v:6:y:2017:p:218-224)
by Michael McAleer & Chia-Lin Chang - Demand for Narcotics in Thailand, with Policy Implications (RePEc:lif:jrgelg:v:6:y:2017:p:279-284)
by Chia-Lin Chang & Renu Sukharomana - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:lus:reveco:v:65:y:2014:i:1:p:35-52)
by Chang Chia-Lin & McAleer Michael - Revival Duration and Determinants of ASEAN Machinery Trade During COVID-19 Pandemic and the Global Financial Crisis (RePEc:mes:emfitr:v:59:y:2023:i:4:p:1089-1103)
by Chia-Lin Chang & Yu-Hui Wang & Kuo-I Chang - Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:pad:wpaper:0097)
by Chia-Lin Chang & Michael McAleer & Dan Slottje - Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach (RePEc:pra:mprapa:15552)
by Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin - Knowledge sourcing and firm performance in an industrializing economy: The case of Taiwan (1992-2003) (RePEc:pra:mprapa:27913)
by Chang, Chia-Lin & Robin, Stéphane - Estimating the Impacts of Climate Change on Mortality in OECD Countries (RePEc:pra:mprapa:27915)
by Chen, Ping-Yu & Chang, Chia-Lin & Chen, Chi-Chung - Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan (RePEc:pra:mprapa:35147)
by Hsieh, Chee-Ruey & Liu, Ya-Ming & Chang, Chia-Lin - Multiple Threshold Effects for Temperature and Mortality (RePEc:pra:mprapa:35521)
by Chen, Ping-Yu & Chen, Chi-Chung & Chang, Chia-Lin - Dynamic Price Integration in the Global Gold Market (RePEc:pra:mprapa:41627)
by Chang, Chia-Lin & Chang, Jui-Chuan Della & Huang, Yi-Wei - Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan (RePEc:pra:mprapa:45691)
by Chang, Chia-Lin & Hsu, Hui-Kuang - Are Forecast Updates Progressive? (RePEc:pra:mprapa:46387)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Modelling a Latent Daily Tourism Financial Conditions Index (RePEc:pra:mprapa:54887)
by Chang, Chia-Lin - Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds (RePEc:pra:mprapa:57625)
by Chang, Chia-Lin & Ke, Yu-Pei - Recent Developments in Quantitative Finance: An Overview (RePEc:pra:mprapa:58307)
by Chang, Chia-Lin & Hu, Shing-Yang & Yu, Shih-Ti - Demand for Narcotics in Thailand, with Policy Implications (RePEc:pra:mprapa:79081)
by Sukharomana, Renu & Chang, Chia-Lin - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:rjr:romjef:v::y:2012:i:3:p:22-43)
by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael - Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data (RePEc:sae:toueco:v:15:y:2009:i:3:p:501-511)
by Hsiao-I Kuo & Chia-Lin Chang & Bing-Wen Huang & Chi-Chung Chen & Michael McAleer - Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:sae:toueco:v:17:y:2011:i:3:p:481-507)
by Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer - IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:sae:toueco:v:18:y:2012:i:1:p:5-41)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003) (RePEc:spr:empeco:v:42:y:2012:i:3:p:947-986)
by Chia-Lin Chang & Stéphane Robin - Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan (RePEc:spr:eujhec:v:14:y:2013:i:2:p:287-295)
by Chee-Ruey Hsieh & Ya-Ming Liu & Chia-Lin Chang - What makes a great journal great in the sciences? Which came first, the chicken or the egg? (RePEc:spr:scient:v:87:y:2011:i:1:d:10.1007_s11192-010-0335-0)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:syb:wpbsba:2123/20178)
by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent - A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices (RePEc:taf:applec:v:50:y:2018:i:7:p:804-823)
by David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh - Technical efficiency of biosecurity and animal welfare in the Taiwan egg industry (RePEc:taf:applec:v:56:y:2024:i:53:p:6730-6749)
by Ning Chen & Chia-Lin Chang - Globalization and knowledge spillover: international direct investment, exports and patents (RePEc:taf:ecinnt:v:22:y:2013:i:4:p:329-352)
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:taf:emetrv:v:30:y:2011:i:6:p:583-619)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Robust Ranking of Journal Quality: An Application to Economics (RePEc:taf:emetrv:v:35:y:2016:i:1:p:50-97)
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - How are journal impact, prestige and article influence related? An application to neuroscience (RePEc:taf:japsta:v:38:y:2011:i:11:p:2563-2573)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:tin:wpaper:20130002)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:tin:wpaper:20130008)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:tin:wpaper:20130021)
by Chia-Lin Chang & David Allen & Michael McAleer - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:tin:wpaper:20130024)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:tin:wpaper:20130029)
by Chia-Lin Chang & Michael McAleer - Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:tin:wpaper:20130040)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Are Forecast Updates Progressive? (RePEc:tin:wpaper:20130049)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing Fixed-Event Forecast Revisions (RePEc:tin:wpaper:20130057)
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer - Robust Ranking of Journal Quality: An Application to Economics (RePEc:tin:wpaper:20130081)
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - Risk Modelling and Management: An Overview (RePEc:tin:wpaper:20130085)
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral - International Technology Diffusion of Joint and Cross-border Patents (RePEc:tin:wpaper:20130098)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:tin:wpaper:20130118)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc (RePEc:tin:wpaper:20130173)
by Chia-Lin Chang & Michael McAleer - A Tourism Conditions Index (RePEc:tin:wpaper:20140007)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:tin:wpaper:20140023)
by Chia-Lin Chang & Michael McAleer - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:tin:wpaper:20140026)
by Chia-Lin Chang & Michael McAleer - A Tourism Financial Conditions Index (RePEc:tin:wpaper:20140060)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations (RePEc:tin:wpaper:20140062)
by Chia-Lin Chang & Michael McAleer - Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan (RePEc:tin:wpaper:20140068)
by Chialin Chang & Wei-Chen Chen & Michael McAleer - Econometric Analysis of Financial Derivatives: An Overview (RePEc:tin:wpaper:20140153)
by Chia-Lin Chang & Michael McAleer - Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting (RePEc:tin:wpaper:20150005)
by Chia-Lin Chang & Michael McAleer - Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database (RePEc:tin:wpaper:20150044)
by Chia-Lin Chang & Michael McAleer - Joint and Cross-border Patents as Proxies for International Technology Diffusion (RePEc:tin:wpaper:20150053)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:tin:wpaper:20150056)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral - Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:tin:wpaper:20150077)
by Chia-Lin Chang & Yiying Li & Michael McAleer - Industrial Agglomeration and Use of the Internet (RePEc:tin:wpaper:20150098)
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - The Endowment Effect in Games (RePEc:tin:wpaper:20150114)
by Michalis Drouvelis & Joep Sonnemans - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance (RePEc:tin:wpaper:20150133)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? (RePEc:tin:wpaper:20160006)
by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer - Connecting VIX and Stock Index ETF (RePEc:tin:wpaper:20160010)
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices (RePEc:tin:wpaper:20160014)
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan (RePEc:tin:wpaper:20160031)
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices (RePEc:tin:wpaper:20160038)
by David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh - Management Science, Economics and Finance: A Connection (RePEc:tin:wpaper:20160040)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture (RePEc:tin:wpaper:20160046)
by Chia-Lin Chang & Chia-Ping Liu & Michael McAleer - Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances (RePEc:tin:wpaper:20160047)
by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang - An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors (RePEc:tin:wpaper:20160052)
by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang - Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China (RePEc:tin:wpaper:20160053)
by Chia-Lin Chang & Michael McAleer & Jiarong Tian - Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (RePEc:tin:wpaper:20160076)
by Manabu Asai & Chia-Lin Chang & Michael McAleer - US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries (RePEc:tin:wpaper:20160083)
by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen - A Simple Test for Causality in Volatility (RePEc:tin:wpaper:20160094)
by Chia-Lin Chang & Michael McAleer - The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions (RePEc:tin:wpaper:20170015)
by Chia-Lin Chang & Michael McAleer - Realized Stochastic Volatility with General Asymmetry and Long Memory (RePEc:tin:wpaper:20170038)
by Manabu Asai & Chia-Lin Chang & Michael McAleer - Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software (RePEc:tin:wpaper:20170046)
by Chia-Lin Chang & Michael McAleer - Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA (RePEc:tin:wpaper:20170051)
by Chia-Lin Chang & Michael McAleer & Guangdong Zuo - The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH (RePEc:tin:wpaper:20170056)
by Chia-Lin Chang & Michael McAleer - A Generalized Email Classification System for Workflow Analysis (RePEc:tin:wpaper:20170066)
by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer - A Tourism Financial Conditions Index for Tourism Finance (RePEc:tin:wpaper:20170071)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Pricing Carbon Emissions in China (RePEc:tin:wpaper:20180001)
by Chia-Lin Chang & Te-Ke Mai & Michael McAleer - An Event Study of Chinese Tourists to Taiwan (RePEc:tin:wpaper:20180003)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - Management Information, Decision Sciences, and Financial Economics: A Connection (RePEc:tin:wpaper:20180004)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:tin:wpaper:20180011)
by Chia-Lin Chang & Michael McALeer & Wing-Keung Wong - Earnings responses to disability benefit cuts (RePEc:tin:wpaper:20180023)
by Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:tin:wpaper:20180024)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Establishing National Carbon Emission Prices for China (RePEc:tin:wpaper:20180028)
by Chia-Lin Chang & Te-Ke Mai & Michael McAleer - Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:tin:wpaper:20180031)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:tin:wpaper:20180047)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:tin:wpaper:20180052)
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - Information from Relationship Lending : Evidence from China (RePEc:tiu:tiucen:9ef448b0-b647-4a71-96e9-5e9d961d1fac)
by Chang, C. & Liao, G. & Yu, X. & Ni, Z. - Information from Relationship Lending : Evidence from China (RePEc:tiu:tiutis:9ef448b0-b647-4a71-96e9-5e9d961d1fac)
by Chang, C. & Liao, G. & Yu, X. & Ni, Z. - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:tky:fseres:2009cf637)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (RePEc:tky:fseres:2009cf639)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets (RePEc:tky:fseres:2009cf640)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets (RePEc:tky:fseres:2009cf641)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:tky:fseres:2009cf642)
by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer - Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:tky:fseres:2009cf647)
by Chia-Lin Chang & Michael McAleer & Christine Lim - An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia (RePEc:tky:fseres:2009cf649)
by Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang - Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:tky:fseres:2009cf675)
by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:tky:fseres:2009cf680)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:tky:fseres:2009cf685)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:tky:fseres:2009cf691)
by Chia-Lin Chang & Michael McAleer - Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:tky:fseres:2010cf704)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:tky:fseres:2010cf706)
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:tky:fseres:2010cf716)
by Chia-Lin Chang & Michael McAleer - Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:tky:fseres:2010cf718)
by Chialin Chang & Michael McAleer & Roengchai Tansuchat - IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:tky:fseres:2010cf732)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:tky:fseres:2010cf735)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Are Forecast Updates Progressive? (RePEc:tky:fseres:2010cf736)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:ucm:doicae:0906)
by Chia-Lin Chang & Michael McAleer & Dan Slottje - Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:ucm:doicae:0914)
by Chia-Lin Chang & Michael McAleer & Biing-Wen Huang & Meng-Gu Chen - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1102)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - Are Forecast Updates Progressive? (RePEc:ucm:doicae:1103)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:ucm:doicae:1110)
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:ucm:doicae:1112)
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:ucm:doicae:1113)
by Chia-Lin Chang & Michael McAleer - Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:ucm:doicae:1114)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:ucm:doicae:1115)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - The Dynamics of Energy-Grain Prices with Open Interest (RePEc:ucm:doicae:1118)
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1124)
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:ucm:doicae:1125)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:ucm:doicae:1126)
by Chia-Lin Chang & Michael McAleer - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ucm:doicae:1128)
by Chia-Lin Chang & Michael McAleer & Christine Lim - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ucm:doicae:1131)
by Chia-Lin Chang & Michael McAleer & Christine Lim - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1132)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Currency Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ucm:doicae:1133)
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:ucm:doicae:1134)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - The Rise and Fall of S&P500 Variance Futures (RePEc:ucm:doicae:1135)
by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral - How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:ucm:doicae:1139)
by Chia-Lin Chang & Michael McAleer - What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ucm:doicae:1201)
by Chia-Lin Chang & Michael McAleer - Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:ucm:doicae:1202)
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - Robust Ranking of Journal Quality: An Application to Economics (RePEc:ucm:doicae:1205)
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - Currency Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ucm:doicae:1207)
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ucm:doicae:1210)
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:ucm:doicae:1211)
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:ucm:doicae:1212)
by Chia-Lin Chang & Michael McAleer - Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:ucm:doicae:1215)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:ucm:doicae:1216)
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:ucm:doicae:1301)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:ucm:doicae:1303)
by Chia-Lin Chang & David Allen & Michael McAleer - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:ucm:doicae:1306)
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ucm:doicae:1309)
by Chia-Lin Chang & Michael McAleer - Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:ucm:doicae:1310)
by Chia-Lin Chang & Michael McAleer & Les Oxley - Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1314)
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer - Risk Modelling and Management: An Overview (RePEc:ucm:doicae:1322)
by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral - International Technology Diffusion of Joint and Cross-border Patents (RePEc:ucm:doicae:1327)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:ucm:doicae:1330)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:ucm:doicae:1334)
by Chia-Lin Chang & Michael McAleer - A Tourism Conditions Index (RePEc:ucm:doicae:1401)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:ucm:doicae:1403)
by Chia-Lin Chang & Michael McAleer - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:ucm:doicae:1406)
by Chia-Lin Chang & Michael McAleer - A Stochastic Dominance Approach to Financial Risk Management Strategies (RePEc:ucm:doicae:1408)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral - Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:ucm:doicae:1410)
by Chia-Lin Chang & Michael McAleer - A Tourism Financial Conditions Index (RePEc:ucm:doicae:1420)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:ucm:doicae:1421)
by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer - Econometric Analysis of Financial Derivatives: An Overview (RePEc:ucm:doicae:1431)
by Chia-Lin Chang & Michael McAleer - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting (RePEc:ucm:doicae:1501)
by Chia-Lin Chang & Michael McAleer - International Technology Diffusion of Joint and Cross-border Patents (Revised version) (RePEc:ucm:doicae:1506)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context (RePEc:ucm:doicae:1507)
by Víctor M. Adame-García & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero - Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:ucm:doicae:1508)
by Chia-Lin Chang & Yiying Li & Michael McAleer - Industrial Agglomeration and Use of the Internet (RePEc:ucm:doicae:1509)
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - Research Ideas for the Journal of Health & Medical Economics: Opinion (RePEc:ucm:doicae:1512)
by Chia-Lin Chang & Michael McAleer - Behavioural, Financial, and Health & Medical Economics: A Connection (RePEc:ucm:doicae:1514)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database (RePEc:ucm:doicae:1515)
by Chia-Lin Chang & Michael McAleer - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ucm:doicae:1516)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? (RePEc:ucm:doicae:1601)
by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer - How are VIX and Stock Index ETF Related? (RePEc:ucm:doicae:1602)
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - Modelling volatility spillovers for bio-ethanol, sugarcane and corn (RePEc:ucm:doicae:1603)
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - Industrial penetration and internet intensity (RePEc:ucm:doicae:1606)
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - Management science, economics and finance: A connection (RePEc:ucm:doicae:1607)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China (RePEc:ucm:doicae:1609)
by Chia-Lin Chang & Michael McAleer & Jiarong Tian - Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances (RePEc:ucm:doicae:1610)
by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang - Volatility spillovers for spot, futures, and ETF prices in energy and agriculture (RePEc:ucm:doicae:1611)
by Chia-Lin Chang & Michael McAleer & Chia-Ping Liu - An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors (RePEc:ucm:doicae:1612)
by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang - Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (RePEc:ucm:doicae:1615)
by Manabu Asai & Chia-Lin Chang & Michael McAleer - US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries (RePEc:ucm:doicae:1617)
by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen - Joint and Cross-border Patents as Proxies for International Technology Diffusion (RePEc:ucm:doicae:1702)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices (RePEc:ucm:doicae:1704)
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - The Fiction of Full BEKK (RePEc:ucm:doicae:1706)
by Chia-Lin Chang & Michael McAleer - Connecting VIX and Stock Index ETF (RePEc:ucm:doicae:1708)
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - Recent topical research on global, energy, health & medical, and tourism economics, and global software (RePEc:ucm:doicae:1712)
by Chia-Lin Chang & Michael McAleer - Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA (RePEc:ucm:doicae:1715)
by Chia-Lin Chang & Michael McAleer & Guangdong Zuo - The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH (RePEc:ucm:doicae:1717)
by Chia-Lin Chang & Michael McAleer - A Tourism Financial Conditions Index for Tourism Finance (RePEc:ucm:doicae:1720)
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - A Generalized Email Classification System for Workflow Analysis (RePEc:ucm:doicae:1721)
by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer - An event study of chinese tourists to Taiwan (RePEc:ucm:doicae:1801)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - A statistical analysis of industrial penetration and internet intensity in Taiwan (RePEc:ucm:doicae:1802)
by Chia-Lin Chang & Yu-Chieh Wu & Michael McAleer - Pricing carbon emissions in China (RePEc:ucm:doicae:1803)
by Chia-Lin Chang & Te-Ke Mai & Michael McAleer - Big data, computational science, economics, finance, marketing, management, and psychology: connections (RePEc:ucm:doicae:1805)
by Chia-Lin Chang & Wing-Keung Wong & Michael McAleer - The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions (RePEc:ucm:doicae:1808)
by Chia-Lin Chang & Michael McAleer - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:ucm:doicae:1809)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Establishing National Carbon Emission Prices for China (RePEc:ucm:doicae:1810)
by Chia-Lin Chang & Michael McAleer & Te-Ke Mai - Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:ucm:doicae:1811)
by Chia-Lin Chang & Michael McAleer & Shu-Han Hsu - Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:ucm:doicae:1813)
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:ucm:doicae:1815)
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks (RePEc:ucm:doicae:1824)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Long Run Returns Predictability and Volatility with Moving Averages (RePEc:ucm:doicae:1825)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:ucm:doicae:1826)
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:ucm:doicae:1827)
by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels - Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ucm:doicae:1903)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ucm:doicae:1905)
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets (RePEc:ucm:doicae:1907)
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan in the 1990s (RePEc:ulp:sbbeta:2006-33)
by Chia-Lin CHANG & Stéphane ROBIN - Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s (RePEc:ulp:sbbeta:2006-34)
by Chia-Lin CHANG & Stéphane ROBIN - Modelling Long Memory Volatility In Agricultural Commodity Futures Returns (RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108)
by CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT - What Do Experts Know About Forecasting Journal Quality? A Comparison With Isi Research Impact In Finance (RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s201049521350005x)
by Chia-Lin Chang & Michael Mcaleer - Just How Good Are The Top Three Journals In Finance? An Assessment Based On Quantity And Quality Citations (RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500055)
by Chia-Lin Chang & Michael Mcaleer - Recent Developments In Quantitative Finance: An Overview (RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214020023)
by Chia-Lin Chang & Shing-Yang Hu & Shih-Ti Yu - Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds (RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065)
by Chia-Lin Chang & Yu-Pei Ke - Pricing Carbon Emissions In China (RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148)
by Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer - Joint and Cross-Border Patents as Proxies for International Technology Diffusion (RePEc:wsi:ijitmx:v:15:y:2018:i:02:n:s0219877018500104)
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang