View Author
scopus: 35200576900

Chang, C.L.

(Chia-Lin Chang)


journal model price volatility forecast future table paper tourism market return impact citation effect economic garch taiwan shock growth mcaleer result estimate article variance tourist influence correlation period research science ethanol score finance journal self citations arrival value eigenfactor factor tourist arrivals country series article influence 2 yif university egarch level condition crude number equation commodity error threshold chang volatility models parameter index relationship variable exchange gdp growth rate performance management measure 5 yif stock inflation rate inflation figure persistence h-index moment quality pi-beta statistic analysis panel korean tourist arrivals world 1.000




10 Most Recent Publications

Analyzing Fixed-Event Forecast Revisions (Research Paper)
Chang, C.L. Bruijn, B. de Franses, Ph.H.B.F. McAleer, M.J.
2013-04-11
Recent developments in financial economics and econometrics: An overview (Article)
Chang, C.L. Allen, D. McAleer, M.J.
2013-04-08
Are Forecast Updates Progressive? (Research Paper)
Chang, C.L. Franses, Ph.H.B.F. McAleer, M.J.
2013-03-25
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (Research Paper)
Chang, C.L. McAleer, M.J.
2013-03-04
Risk spillovers in oil-related CDS, stock and credit markets (Article)
Hammoudeh, S.M. Liu, T. Chang, C.L. McAleer, M.J.
2013-03-01
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (Research Paper)
Chang, C.L. McAleer, M.J.
2013-02-18
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (Research Paper)
Chen, P.Y. Chang, C.L. McAleer, M.J.
2013-01-25
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (Research Paper)
Chang, C.L. Hsu, H-K. McAleer, M.J.
2013-01-08
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (Research Paper)
Chang, C.L. McAleer, M.J. Oxley, L.
2013-01-04
Recent Developments in Financial Economics and Econometrics: An Overview (Research Paper)
Chang, C.L. Allen, D.E. McAleer, M.J.
2013-01-01