National Chung Hsing University - Department of Applied Economics, Department of Finance
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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)
Volatility spillovers, multivariate GARCH, conditional correlations, crude oil spot prices, spot returns, forward returns, futures returns
Multivariate GARCH, Asymmetries, Volatility spillovers, Crude oil futures returns, Oil company stock returns
conditional correlations, crude oil spot prices, forward prices, futures prices, risk diversification
Multivariate GARCH, conditional correlations, crude oil prices, optimal hedge ratio, optimal portfolio weights, hedging strategies
Volatility, Global fertilizer price, Crude oil price, Non-renewable fertilizers, Structural breakpoint unit root test
Avian Flu, International Tourist Demand, Dynamic Panel Data Model, Fixed Effects
Industry agglomeration, Geographic innovation, Total factor productivity, Cluster, Research and Development
international tourism, economic development, tourism specialization, threshold variable, panel data
SARS, Avian Flu, International Tourism, Static Fixed Effects Model, Dynamic Panel Data Model
Causality, market liquidity, depth, energy, grains
Multivariate GARCH, volatility spillovers, conditional correlations, crude oil prices, spot, forward and futures prices , stock indices
Long memory, agricultural commodity futures, fractional integration, asymmetric, conditional volatility
asymmetry, conditional volatility, EGARCH, GARCH, GJR, heterogeneous autoregressive model, international tourism, international tourist arrivals, leverage, long memory
R&D, Manufacturing Industries, Newly Industrialized Countries, Technology Imports, Stochastic Frontier Estimation, Total Factor Productivity
Tourist arrivals, risk, conditional volatility, asymmetric effect, leverage
Macro-economic forecasts, econometric models, intuition, initial forecast, primary forecast, revised forecast, actual value, progressive forecast updates, forecast errors.
tourism demand, ASEAN, multivariate GARCH, volatility spillovers, interdependence, economic development
multivariate GARCH, conditional correlations, exchange rates, optimal hedge ratio, optimal portfolio weights, hedging strategies
Hog prices, joining the WTO, conditional volatility models, asymmetry, leverage, moment conditions
Research Assessment Measures, Impact Factors, Immediacy, Eigenfactor Score, Article Influence, H-Index, C3PO, Zinfluence, PI-BETA
Combined forecasts, efficient estimation, generated regressors, replicable forecasts, non-replicable forecasts, expert’s intuition
Korean tourist arrivals, exchange rates, approximate price effects, global financial crisis, Asian economic and financial crises, GARCH, GJR, EGARCH, HAR, long memory, asymmetry, leverage
Research assessment measures, impact factors, Immediacy, Eigenfactor, Article Influence, h-index, C3PO, Zinfluence, PI-BETA, STAR, IFI
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Article influence, C3PO, Eigenfactor, h-index, IFI, Immediacy, Impact factors, PI-BETA, Research assessment measures, STAR, Zinfluence
multivariate GARCH, volatility spillovers, conditional correlations, Asian rubber prices, spot returns, futures returns
International direct investment, Export, Triadic Patent, Outward Direct Investment, Inward Direct Investment, R&D, negative binomial model
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
International tourism, economic development, tourism specialization, threshold regression, instrumental variables, panel data, cross-sectional data
Almost Ideal Demand (AID) Model, Tourism Demand, Price Competitiveness, Compensated Prices, Uncompensated Prices, Substitutes, Complements, Budget Shares, Error Correction, Monthly Frequency
Stochastic dominance, Value-at-Risk, daily capital charges, violation penalties, optimizing strategy, Basel III Accord, VIX futures, global financial crisis
Conditional volatility models, random coefficient complex nonlinear moving average process, EGARCH, asymmetry, leverage, regularity condition
Random coefficient stochastic process, Off-diagonal parametric restrictions, Diagonal BEKK, Full BEKK, Regularity conditions, Asymptotic properties, Conditional volatility, Univariate and multivariate models.
Stochastic Volatility; Realized Measure; Long Memory; Asymmetry; Whittle likelihood
Bio-fuels , time series, cointegration , Markov-switching , VECM, Impulse Responses, Volatility
Stochastic dominance, Welfare, Value-at-Risk, Expected Shortfall, Optimizing strategy, Basel III Accord
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