Browsing All of EconStor by Author Chang, Chia-Lin


Showing results 21 to 40 of 65
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Year of PublicationTitleAuthor(s)
2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; McAleer, Michael; Pérez-Amaral, Teodosio
2015Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and PracticeChang, Chia-Lin; Li, Yiying; McAleer, Michael
2015Industrial Agglomeration and Use of the InternetChang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh
2015International Technology Diffusion of Joint and Cross-border PatentsChang, Chia-Lin; McAleer, Michael; Tang, Ju-Ting
2015Bibliometric Rankings of Journals based on the Thomson Reuters Citations DatabaseChang, Chia-Lin; McAleer, Michael
2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic DominanceChang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; McAleer, Michel; Pérez-Amaral, Teodosio
2016Industrial Penetration and Internet IntensityChang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh
2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional CovariancesChang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting
2016Management Science, Economics and Finance: A ConnectionChang, Chia-Lin; McAleer, Michael; Wong, Wing-Keung
2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and SpilloversAsai, Manabu; Chang, Chia-Lin; McAleer, Michael
2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and ChinaChang, Chia-Lin; McAleer, Michael; Tian, Jiarong
2016Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael
2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated RegressorsChang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun
2016Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and AgricultureChang, Chia-Lin; Liu, Chia-Ping; McAleer, Michael
2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and CornChang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann
2016US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting CountriesChang, Chia-Lin; McAleer, Michael; Nguyen, Dang-Khoa
2016A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures PricesAllen, David E.; Chang, Chia-Lin; McAleer, Michael; Singh, Abhay K.
2016How are VIX and Stock Index ETF related?Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael
2016A Simple Test for Causality in VolatilityChang, Chia-Lin; McAleer, Michael
2017The Correct Regularity Condition and Interpretation of Asymmetry in EGARCHChang, Chia-Lin; McAleer, Michael