Showing 1 - 14 results of 14 for search 'FINANCIAL ECONOMICS', query time: 0.94s Refine Results
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    by Chia-Lin Chang, Hui-Kuang Hsu, Michael McAleer
    Published 2017-09-01
    Subjects: ...Financial Conditions Index...
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    Article
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    by Chia-Lin Chang
    Published 2020-08-01
    Subjects: ...economic growth...
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    Article
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    Subjects: ...sophisticated financial markets...
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  9. 9
    by Chia-Lin Chang, Tai-Lin Hsieh, Michael McAleer
    Published 2018-09-01
    Subjects: ...global financial crisis...
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    Article
  10. 10
    ... (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule...
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    Article
  11. 11
    by Chia-Lin Chang, Michael McAleer
    Published 2017-03-01
    ...) in the conditional variance (or volatility) associated with financial returns was the portmanteau statistic for non...
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  12. 12
    by Chia-Lin Chang, Michael McAleer
    Published 2020-05-01
    ...Given the volume of research and discussion on the health, medical, economic, financial, political...
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    Article
  13. 13
    by Chia-Lin Chang, Yiying Li, Michael McAleer
    Published 2018-06-01
    ... in the financial econometrics literature that the DCC model has no regularity conditions, and that the QMLE...
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    Article
  14. 14
    ... in Europe over the last decade. The financial assets include Intercontinental Exchange Futures Europe (ICE...
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    Article