Publications
by alumni of
Chiang Mai University → Faculty of Economics
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2023
- Lar, Ni & Taguchi, Hiroyuki, 2023, "Premature deindustrialization or reindustrialization: The case of China’s latecomer provinces," MPRA Paper, University Library of Munich, Germany, number 118423, Aug.
2020
- Lar, Ni & Taguchi, Hiroyuki, 2020, "Population Age Structure, Saving Rate impacts on Economic Growth: Myanmar Case," MPRA Paper, University Library of Munich, Germany, number 102336, Aug.
2017
- Taguchi, Hiroyuki & Lar, Ni, 2017, "Emigrant’s remittances, Dutch Disease and capital accumulation in Mekong countries," MPRA Paper, University Library of Munich, Germany, number 80637, Aug.
2015
- Taguchi, Hiroyuki & Lar, Ni, 2015, "FDI, industrial upgrading and economic corridor in Myanmar," MPRA Paper, University Library of Munich, Germany, number 64411, Mar.
- Taguchi, Hiroyuki & Lar, Ni, 2015, "Long-term projection of Myanmar economy by macro econometric model," MPRA Paper, University Library of Munich, Germany, number 64412, Mar.
- Taguchi, Hiroyuki & Lar, Ni, 2015, "Global-value-chains participation and industrial upgrading in Asian developing economies," MPRA Paper, University Library of Munich, Germany, number 65708, Apr.
- Chanita Panmanee & Roengchai Tansuchat & Aree Cheamuangphan & Kasem Kunasri & Nisachon Leerattanakorn, 2015, "Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704735, Sep.
- Roengchai Tansuchat, 2015, "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704838, Sep.
2010
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/38, Jan.
- Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
- Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-175, Oct, revised Nov 2009.
- Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-34, Nov.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 723, Sep.
- Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-675, Oct.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 719, Aug.
- Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer, 2011, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Tourism Economics, , volume 17, issue 3, pages 481-507, June, DOI: 10.5367/te.2011.0046.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/27, May.
- Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-190, Nov.
- Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R., 2009, "Interdependence of international tourism demand and volatility in leading ASEAN destinations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-36, Nov.
- Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009, "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-687, Nov.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-732, Apr.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," Tourism Economics, , volume 18, issue 1, pages 5-41, February, DOI: 10.5367/te.2012.0108.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/13, Apr.
- Chang, C-L. & Khamkaew, T. & McAleer, M.J., 2010, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-30, Apr.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development," KIER Working Papers, Kyoto University, Institute of Economic Research, number 708, Aug.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-735, Apr.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/11, Apr.
- Chang, C-L. & Khamkaew, T. & McAleer, M.J., 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-29, Apr.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2010, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," KIER Working Papers, Kyoto University, Institute of Economic Research, number 725, Sep.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2012, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-02.
- Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-718, Feb.
- Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-14, Mar.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 717, Aug.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 743, Nov.
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-202, Jan.
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013, "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 116-138, DOI: 10.1016/j.najef.2012.06.002.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/04, Jan.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-12, Feb.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 715, Aug.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-706, Jan.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2011, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-34.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/19, Apr.
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010, "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, volume 32, issue 6, pages 1445-1455, November.
2009
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009, "A Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-685, Oct.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009, "A Panel Threshold Model of Tourism Specialization and Economic Development," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-188, Oct.
- Chang, C-L. & Khamkaew, T. & McAleer, M.J., 2009, "A Panel Threshold Model of Tourism Specialization and Economic Development," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-40, Nov.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-639, Aug.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-157, Aug.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-640, Aug.
- Unknown
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-162, Aug.
- Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009, "Modelling conditional correlations for risk diversification in crude oil markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-11, Jun.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-680, Oct.
- CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT, 2012, "Modelling Long Memory Volatility In Agricultural Commodity Futures Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 1-27, DOI: 10.1142/S2010495212500108.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/09, May.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-183, Oct.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-35, Nov.
- Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-15, May.
- Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Return," KIER Working Papers, Kyoto University, Institute of Economic Research, number 817, May.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2012, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-10, Jan, revised May 2012.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-641, Aug.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-163, Aug.
- Chang, C-L. & McAleer, M.J. & Tansuchat, R., 2009, "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-12, Jun.
Journal articles
2024
- Ni Lar & Hiroyuki Taguchi, 2024, "Premature Deindustrialization or Reindustrialization in China’s Latecomer Provinces," Chinese Economy, Taylor & Francis Journals, volume 57, issue 1, pages 47-60, January, DOI: 10.1080/10971475.2023.2266547.
2021
- Hiroyuki Taguchi & Ni Lar & Sereyvuth Ky, 2021, "Revisiting the effects of demographic dynamics on economic growth in Asia: a panel vector‐autoregressive approach with a saving channel," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 35, issue 2, pages 77-94, November, DOI: 10.1111/apel.12328.
2017
- Hiroyuki TAGUCHI & Ni LAR, 2017, "Emigrant’s remittances, Dutch Disease and capital accumulation: The case of Mekong countries," Journal of Economics Bibliography, KSP Journals, volume 4, issue 4, pages 295-306, December.
- Hiroyuki TAGUCHI & Ni LAR, 2017, "Emigrant’s remittances, Dutch Disease and capital accumulation: The case of Mekong countries," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 4, pages 295-306, December.
2016
- Hiroyuki Taguchi & Ni Lar, 2016, "Suitability of fragmentation model in East Asia," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1771-1783.
- Ni Lar & Hiroyuki Taguchi & Hiroaki Sakurai, 2016, "Does Foreign Aid Cause “Dutch Disease†?: Case of Cambodia, Lao PDR, Myanmar and Vietnam," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 180-189.
- Hiroyuki Taguchi & Ni Lar, 2016, "The Resource Curse Hypothesis Revisited: Evidence from Asian Economies," Bulletin of Applied Economics, Risk Market Journals, volume 3, issue 2, pages 31-42.
2015
- Hiroyuki Taguchi & Ni Lar, 2015, "Fragmentation And Trade Of Machinery Parts And Components In Mekong Region," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 05, pages 1-21, December, DOI: 10.1142/S0217590815500411.
- Sarawut Meepornsawan & Roengchai Tansuchat, 2015, "The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 2, pages 102-134, December.
2013
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013, "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 116-138, DOI: 10.1016/j.najef.2012.06.002.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/04, Jan.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-202, Jan.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-12, Feb.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 715, Aug.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-706, Jan.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2011, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-34.
2011
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011, "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, volume 33, issue 5, pages 912-923, September.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/03, Jan.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-10, Feb.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 743, Nov.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.
- Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1482-1490, DOI: 10.1016/j.matcom.2010.07.004.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/38, Jan.
- Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-175, Oct, revised Nov 2009.
- Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-34, Nov.
- Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," KIER Working Papers, Kyoto University, Institute of Economic Research, number 723, Sep.
- Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-675, Oct.
2010
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010, "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, volume 32, issue 6, pages 1445-1455, November.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010, "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/19, Apr.
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