.
Chang, Chia-Lin's
Scholarly Papers
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column.
Aggregate Statistics
Total 16,763
Total Citations 21
1.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai Maejo University - Faculty of Economics
1,030(8,835)
1
Volatility spillovers, multivariate GARCH, conditional correlations, crude oil spot prices, spot returns, forward returns, futures returns
2.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai Maejo University - Faculty of Economics
915(10,642)
1
Multivariate GARCH, Asymmetries, Volatility spillovers, Crude oil futures returns, Oil company stock returns
3.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai Maejo University - Faculty of Economics
840(12,204)
2
conditional correlations, crude oil spot prices, forward prices, futures prices, risk diversification
4.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
809(12,908)
5.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Jiménez-Martin, Juan-Angel Complutense University of Madrid
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Perez Amaral, Teodosio Complutense University of Madrid - Facultad de Económicas y Empresariales
783(13,559)
Median strategy, Value-at-Risk (VaR), daily capital charges, violation penalties, optimizing strategy, aggressive risk management, conservative risk management, Basel II Accord, VIX futures, global financial crisis (GFC)
6.
Chen, Ping-Yu affiliation not provided to SSRN
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Chi-Chung National Chung Hsing University
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
751(14,437)
Volatility, Global fertilizer price, Crude oil price, Non-renewable fertilizers, Structural breakpoint unit root test
7.
Kuo, Hsiao-I Chaoyang University of Technology
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Chi-Chung National Chung Hsing University
Huang, Biing-Wen National Chung Hsing University - Department of Applied Economics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
718(15,386)
Avian Flu, International Tourist Demand, Dynamic Panel Data Model, Fixed Effects
8.
Tansuchat, Roengchai Maejo University - Faculty of Economics
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
706(15,753)
3
Multivariate GARCH, conditional correlations, crude oil prices, optimal hedge ratio, optimal portfolio weights, hedging strategies
9.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Oxley, Leslie T. University of Canterbury
702(15,900)
1
Industry agglomeration, Geographic innovation, Total factor productivity, Cluster, Research and Development
10.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Li-Hsueh affiliation not provided to SSRN
Hammoudeh, Shawkat M. Drexel University - Lebow College of Business
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
681(16,644)
11.
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Huang, Biing-Wen National Chung Hsing University - Department of Applied Economics
Kuo, Hsiao-I Chaoyang University of Technology
Chen, Chi-Chung National Chung Hsing University
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Posted:
08 Mar 09
Last Revised:
18 May 09
640(18,156)
1
SARS, Avian Flu, International Tourism, Static Fixed Effects Model, Dynamic Panel Data Model
12.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok Chiang Mai University - Faculty of Economics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
613(19,367)
international tourism, economic development, tourism specialization, threshold variable, panel data
13.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Slottje, Daniel J. Southern Methodist University (SMU) - Department of Economics
Posted:
09 Mar 09
Last Revised:
18 Mar 09
496(25,718)
4
asymmetry, conditional volatility, EGARCH, GARCH, GJR, heterogeneous autoregressive model, international tourism, international tourist arrivals, leverage, long memory
14.
Sari, Ramazan Middle East Technical University (METU)
Hammoudeh, Shawkat M. Drexel University - Lebow College of Business
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
494(25,843)
Causality, market liquidity, depth, energy, grains
15.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Robin, Stéphane University of Strasbourg - Bureau of Economic Theory and Application (BETA)
472(27,438)
R&D, Manufacturing Industries, Newly Industrialized Countries, Technology Imports, Stochastic Frontier Estimation, Total Factor Productivity
16.
Hammoudeh, Shawkat M. Drexel University - Lebow College of Business
Sarafrazi, Soodabeh Drexel University - Bennett S. LeBow College of Business
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
462(28,251)
17.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Lim, Christine University of Waikato
439(30,196)
1
Tourist arrivals, risk, conditional volatility, asymmetric effect, leverage
18.
Hammoudeh, Shawkat M. Drexel University - Lebow College of Business
Liu, Tengdong Drexel University - Bennett S. LeBow College of Business
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
423(31,682)
19.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
419(32,073)
Macro-economic forecasts, econometric models, intuition, initial forecast, primary forecast, revised forecast, actual value, progressive forecast updates, forecast errors.
20.
Tansuchat, Roengchai Maejo University - Faculty of Economics
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
417(32,268)
Long memory, agricultural commodity futures, fractional integration, asymmetric, conditional volatility
21.
Tansuchat, Roengchai Maejo University - Faculty of Economics
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
409(33,115)
1
Multivariate GARCH, volatility spillovers, conditional correlations, crude oil prices, spot, forward and futures prices , stock indices
22.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Chen, Meng-Gu National Chung Hsing University
Huang, Biing-Wen National Chung Hsing University - Department of Applied Economics
404(33,599)
Hog prices, joining the WTO, conditional volatility models, asymmetry, leverage, moment conditions
23.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T. University of Canterbury
401(33,917)
Research Assessment Measures, Impact Factors, Immediacy, Eigenfactor Score, Article Influence, H-Index, C3PO, Zinfluence, PI-BETA
24.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
358(38,959)
Combined forecasts, efficient estimation, generated regressors, replicable forecasts, non-replicable forecasts, expert’s intuition
25.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
González Serrano, Lydia Universidad Rey Juan Carlos
Jiménez-Martin, Juan-Angel Complutense University of Madrid
Posted:
02 Nov 11
Last Revised:
14 Feb 12
336(42,123)
2
multivariate GARCH, conditional correlations, exchange rates, optimal hedge ratio, optimal portfolio weights, hedging strategies
26.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok Chiang Mai University - Faculty of Economics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai Maejo University - Faculty of Economics
324(43,960)
tourism demand, ASEAN, multivariate GARCH, volatility spillovers, interdependence, economic development
27.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
311(46,152)
1
Korean tourist arrivals, exchange rates, approximate price effects, global financial crisis, Asian economic and financial crises, GARCH, GJR, EGARCH, HAR, long memory, asymmetry, leverage
28.
What Makes a Great Journal Great in Economics? The Singer Not the Song
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Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Les University of Canterbury - Economics and Finance
Posted:
08 Jul 10
Last Revised:
08 Mar 11
307(46,840)
2
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Les University of Canterbury - Economics and Finance
2
2
Article influence, C3PO, Eigenfactor, h-index, IFI, Immediacy, Impact factors, PI-BETA, Research assessment measures, STAR, Zinfluence
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T. University of Canterbury
305
2
Research assessment measures, impact factors, Immediacy, Eigenfactor, Article Influence, h-index, C3PO, Zinfluence, PI-BETA, STAR, IFI
29.
Khamkaew, Thanchanok Chiang Mai University - Faculty of Economics
Tansuchat, Roengchai Maejo University - Faculty of Economics
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
283(51,514)
multivariate GARCH, volatility spillovers, conditional correlations, Asian rubber prices, spot returns, futures returns
30.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Sung-Po affiliation not provided to SSRN
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
250(59,176)
International direct investment, Export, Triadic Patent, Outward Direct Investment, Inward Direct Investment, R&D, negative binomial model
31.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
214(69,712)
International tourist arrivals, exchange rates, global financial crisis, GARCH, GJR, EGARCH, HAR, approximate long memory, temporal aggregation, spatial aggregation, daily effects, weekly effects, asymmetry, leverage
32.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok Chiang Mai University - Faculty of Economics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
200(74,692)
International tourism, economic development, tourism specialization, threshold regression, instrumental variables, panel data, cross-sectional data
33.
Chang, Chia-Lin National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok Chiang Mai University - Faculty of Economics
McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
156(94,428)
1
Almost Ideal Demand (AID) Model, Tourism Demand, Price Competitiveness, Compensated Prices, Uncompensated Prices, Substitutes, Complements, Budget Shares, Error Correction, Monthly Frequency
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