Instituciones
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IV estimation of a panel threshold model of tourism specialization and economic development
Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer
Tourism economics: the business and finance of tourism and recreation, ISSN 1354-8166, Vol. 18, Nº. 1, 2012, págs. 5-41
New Walkers With Down Syndrome Use Cautious But Effective Strategies for Crossing Obstacles
Genna M. Mulvey, Masayoshi Kubo, Chia-Lin Chang, Beverly Ulrich
Research quarterly for exercise and sport, ISSN 0270-1367, Vol. 82, Nº. 2, 2011, págs. 210-219
Interdependence of international tourism demand and volatily in leading ASEAN destinations
Chia-Lin Chang, Thanchanok Khamkaew, Roengchai Tansuchat, Michael McAleer
Tourism economics: the business and finance of tourism and recreation, ISSN 1354-8166, Vol. 17, Nº. 3, 2011, págs. 481-507
Estimating the impact of avian flu on international tourism demand using panel data
Hsiao-I Kuo, Chia-Lin Chang, Bing-Wen Huang, Chi-Chung Chen, Michael McAleer
Tourism economics: the business and finance of tourism and recreation, ISSN 1354-8166, Vol. 15, Nº. Extra 3, 2009 (Ejemplar dedicado a: Modern approaches in tourism economics and econometrics), págs. 501-511
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 7, 2019, págs. 1-19
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 5, 2019, págs. 1-13
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2019, págs. 1-11
Asymptotic Theory for Rotated Multivariate GARCH Models
Manabu Asai, Chia-Lin Chang, Michael McAleer, Laurent Pauwels
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 27, 2018, págs. 1-30
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
Chia-Lin Chang, Tai-Lin Hsieh, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 26, 2018, págs. 1-64
Long Run Returns Predictability and Volatility with Moving Averages
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 25, 2018, págs. 1-34
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 24, 2018, págs. 1-35
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chia-Lin Chang, Michael McAleer, Yu-Ann Wang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 15, 2018, págs. 1-58
Asymmetric Risk Impacts of Chinese Tourists to Taiwan
Chia-Lin Chang, Shu-Han Hsu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 13, 2018, págs. 1-42
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
Chia-Lin Chang, Shu-Han Hsu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 11, 2018, págs. 1-44
Establishing National Carbon Emission Prices for China
Chia-Lin Chang, Te-Ke Mai, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2018, págs. 1-59
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 9, 2018, págs. 1-59
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 8, 2018, págs. 1-25
Big data, computational science, economics, finance, marketing, management, and psychology: connections
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 5, 2018, págs. 1-56
Pricing carbon emissions in China
Chia-Lin Chang, Te-Ke Mai, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2018, págs. 1-57
A statistical analysis of industrial penetration and internet intensity in Taiwan
Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 2, 2018, págs. 1-50
An event study of chinese tourists to Taiwan
Chia-Lin Chang, Shu-Han Hsu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2018, págs. 1-98
A Generalized Email Classification System for Workflow Analysis
Piyanuch Chaipornkaew, Takorn Prexawanprasut, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 21, 2017, págs. 1-21
A Tourism Financial Conditions Index for Tourism Finance
Chia-Lin Chang, Hui-Kuang Hsu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 20, 2017, págs. 1-35
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 17, 2017, págs. 1-10
Chia-Lin Chang, Michael McAleer, Guangdong Zuo
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 15, 2017, págs. 1-51
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 12, 2017, págs. 1-16
Connecting VIX and Stock Index ETF
Chia-Lin Chang, Tai-Lin Hsieh, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 8, 2017, págs. 1-42
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2017, págs. 1-11
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
Chia-Lin Chang, Michael McAleer, Yu-Ann Wang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 4, 2017, págs. 1-66
Joint and Cross-border Patents as Proxies for International Technology Diffusion
Chia-Lin Chang, Michael McAleer, Ju-Ting Tang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 2, 2017, págs. 1-55
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
Chia-Lin Chang, Michael McAleer, Dang-Khoa Nguyen
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 17, 2016, págs. 1-35
Chia-Lin Chang, Michael McAleer, Chien-Hsun Wang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 12, 2016, págs. 1-59
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
Chia-Lin Chang, Chia-Ping Liu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 11, 2016, págs. 1-56
Chia-Lin Chang, Michael McAleer, Yanghuiting Wang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2016, págs. 1-55
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
Chia-Lin Chang, Michael McAleer, Jiarong Tian
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 9, 2016, págs. 1-46
Management science, economics and finance:: A connection
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 7, 2016, págs. 1-19
Industrial penetration and internet intensity
Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2016, págs. 1-50
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chia-Lin Chang, Michael McAleer, Yu-Ann Wang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2016, págs. 1-48
How are VIX and Stock Index ETF Related?
Chia-Lin Chang, Hsieh Tai-Lin, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 2, 2016, págs. 1-47
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
Massimiliano Caporin, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2016, págs. 1-45
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Esfandiar Maasoumi, Michael McAleer, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 16, 2015, págs. 1-41
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 15, 2015, págs. 1-14
Behavioural, Financial, and Health & Medical Economics:: A Connection
Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 14, 2015, págs. 1-11
Research Ideas for the Journal of Health & Medical Economics:: Opinion
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 12, 2015, págs. 1-7
Industrial Agglomeration and Use of the Internet
Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 9, 2015, págs. 1-51
Volatility Spillovers Between Energy and Agricultural Markets:: A Critical Appraisal of Theory and Practice
Chia-Lin Chang, Michael McAleer, Yiying Li
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 8, 2015, págs. 1-38
International Technology Diffusion of Joint and Cross-border Patents
Chia-Lin Chang, Michael McAleer, Ju-Ting Tang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2015, págs. 1-44
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2015, págs. 1-65
Econometric Analysis of Financial Derivatives:: An Overview
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 31, 2014, págs. 1-21
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
Chia-Lin Chang, Wen-Chen Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 21, 2014, págs. 1-40
A Tourism Financial Conditions Index
Chia-Lin Chang, Hsu Hui-Kuang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 20, 2014, págs. 1-28
Just How Good are the Top Three Journals in Finance?: An Assessment Based on Quantity and Quality Citations
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2014, págs. 1-36
A Stochastic Dominance Approach to Financial Risk Management Strategies
Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Esfandiar Maasoumi, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 8, 2014, págs. 1-41
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2014, págs. 1-54
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2014, págs. 1-26
Chia-Lin Chang, Hsu Hui-Kuang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2014, págs. 1-31
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 34, 2013, págs. 1-24
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chia-Lin Chang, Hsu Hui-Kuang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 30, 2013, págs. 1-35
International Technology Diffusion of Joint and Cross-border Patents
Chia-Lin Chang, Michael McAleer, Ju-Ting Tang
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 27, 2013, págs. 1-45
Risk Modelling and Management: An overview
Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 22, 2013, págs. 1-10
Analyzing Fixed-event Forecast Revisions
Chia-Lin Chang, Bert de Bruijn, Philip Hans Franses, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 14, 2013, págs. 1-22
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
Chia-Lin Chang, Michael McAleer, Les Oxley
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2013, págs. 1-18
What Do Experts Know About Forecasting Journal Quality?: A Comparison with ISI Research Impact in Finance
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 9, 2013, págs. 1-43
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2013, págs. 1-36
Recent Developments in Financial Economics and Econometrics: An Overview
Chia-Lin Chang, David Allen, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2013, págs. 1-21
Is Small Beautiful?: Size Effects of Volatility Spillovers
Chia-Lin Chang, Hsu Hui-Kuang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2013, págs. 1-29
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
Chia-Lin Chang, Sung-Po Chen, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 16, 2012, págs. 1-42
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
Chia-Lin Chang, Michael McAleer, Les Oxley
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 15, 2012, págs. 1-16
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 12, 2012, págs. 1-34
Asymmetric Adjustments in the Ethanol and Grains Markets
Chia-Lin Chang, Li-Hsueh Chen, Shawkat Hammoudeh, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 11, 2012, págs. 1-42
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
Chia-Lin Chang, Michael McAleer, Roengchai Tansuchat
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2012, págs. 1-34
Currency Hedging Strategies Using Dynamic Multivariate GARCH
Chia-Lin Chang, Lydia González Serrano, Juan-Ángel Jiménez-Martín
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 7, 2012, págs. 1-36
Robust Ranking of Journal Quality: An Application to Economics
Chia-Lin Chang, Esfandiar Maasoumi, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 5, 2012, págs. 1-53
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 2, 2012, págs. 1-48
What do Experts Know About Ranking Journal Quality?: A Comparison with ISI Research Impact in Finance
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 1, 2012, págs. 1-28
How Should Journal Quality be Ranked?: An Application to Agricultural, Energy, Environmental and Resource Economics
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 39, 2011, págs. 1-21
The Rise and Fall of S&P500 Variance Futures
Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Michael McAleer, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 35, 2011, págs. 1-25
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Chia-Lin Chang, Michael McAleer, Roengchai Tansuchat
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 34, 2011, págs. 1-40
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
Roberto Casarin, Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Michael McAleer, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 32, 2011, págs. 1-46
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
Chia-Lin Chang, Michael McAleer, Christine Lim
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 31, 2011, págs. 1-32
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
Chia-Lin Chang, Michael McAleer, Christine Lim
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 28, 2011, págs. 1-32
Citations and Impact of ISI Tourism and Hospitality Journals
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 26, 2011, págs. 1-18
How are Journal Impact, Prestige and Article Influence Related?: An Application to Neuroscience
Chia-Lin Chang, Michael McAleer, Les Oxley
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 25, 2011, págs. 1-17
Analyzing Fixed-event Forecast Revisions
Philip Hans Franses, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 24, 2011, págs. 1-20
The Dynamics of Energy-Grain Prices with Open Interest
Shawkat Hammoudeh, Soodabeh Sarafrazi, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 18, 2011, págs. 1-35
Evaluating Individual and Mean Non-Replicable Forecasts
Chia-Lin Chang, Philip Hans Franses, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 15, 2011, págs. 1-31
Great Expectatrics:: Great Papers, Great Journals, Great Econometrics
Chia-Lin Chang, Michael McAleer, Les Oxley
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 14, 2011, págs. 1-53
Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 13, 2011, págs. 1-38
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Shawkat Hammoudeh, Liu Tengdong, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 12, 2011, págs. 1-41
Causality Between Market Liquidity and Depth for Energy and Grains
Ramazan Sari, Shawkat Hammoudeh, Chia-Lin Chang, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 10, 2011, págs. 1-43
Are Forecast Updates Progressive?
Chia-Lin Chang, Philip Hans Franses, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 3, 2011, págs. 1-24
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Michael McAleer, Teodosio Pérez Amaral
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 2, 2011, págs. 1-31
Modelling the Asymmetric Volatility in Hog Prices in Taiwan:: The Impact of Joining the WTO
Chia-Lin Chang, Huang Biing-Wen, Chen Meng-Gu, Michael McAleer
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 14, 2009, págs. 1-37
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
Chia-Lin Chang, Michael McAleer, Dan Slottje
Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 6, 2009, págs. 1-23
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