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Browsing All of EconStor by Author Chang, Chia-Lin
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Showing results 21 to 40 of 65
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Year of Publication
Title
Author(s)
2015
A 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
2015
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
2015
Industrial Agglomeration and Use of the Internet
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
2015
International Technology Diffusion of Joint and Cross-border Patents
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
2015
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database
Chang, Chia-Lin
;
McAleer, Michael
2015
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
;
Maasoumi, Esfandiar
;
McAleer, Michel
;
Pérez-Amaral, Teodosio
2016
Industrial Penetration and Internet Intensity
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
2016
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
2016
Management Science, Economics and Finance: A Connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing-Keung
2016
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
2016
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
2016
Are 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
2016
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
2016
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
2016
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
2016
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
Chang, Chia-Lin
;
McAleer, Michael
;
Nguyen, Dang-Khoa
2016
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
;
Singh, Abhay K.
2016
How are VIX and Stock Index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
2016
A Simple Test for Causality in Volatility
Chang, Chia-Lin
;
McAleer, Michael
2017
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael