Chaipornkaew, Piyanuch and Prexawanprasut, Takorn and Chang, Chia-Lin and McAleer, Michael (2017) A Generalized Email Classification System for Workflow Analysis. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2017, ISSN: 2341-2356 ]
Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and Maasoumi, Esfandiar and Pérez-Amaral, Teodosio (2014) A Stochastic Dominance Approach to Financial Risk Management Strategies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2014, ISSN: 2341-2356 ]
Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and Maasoumi, Esfandiar and McAleer, Michael and Pérez-Amaral, Teodosio (2015) A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2014) A Tourism Conditions Index. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2014, ] (Unpublished)
Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2014) A Tourism Financial Conditions Index. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2014, ] (Unpublished)
Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2017) A Tourism Financial Conditions Index for Tourism Finance. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2017, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael and Wu, Yu-Chieh (2018) A statistical analysis of industrial penetration and internet intensity in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2018, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2011) Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2011, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wang, Chien-Hsun (2016) An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2016, ISSN: 2341-2356 ]
Chang, Chia-Lin and Hsu, Shu-Han and McAleer, Michael (2018) An event study of chinese tourists to Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2018, ISSN: 2341-2356 ]
Franses, Philip Hans and Chang, Chia-Lin and McAleer, Michael (2011) Analyzing Fixed-event Forecast Revisions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2011, ] (Unpublished)
Chang, Chia-Lin and Bruijn, Bert de and Franses, Philip Hans and McAleer, Michael (2013) Analyzing Fixed-event Forecast Revisions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2013, ] (Unpublished)
Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Are Forecast Updates Progressive? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2011, ] (Unpublished)
Caporin, Massimiliano and Chang, Chia-Lin and McAleer, Michael (2016) Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Chen, Li-Hsueh and Hammoudeh, Shawkat and McAleer, Michael (2012) Asymmetric Adjustments in the Ethanol and Grains Markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2012, ] (Unpublished)
Chang, Chia-Lin and Hsu, Shu-Han and McAleer, Michael (2018) Asymmetric Risk Impacts of Chinese Tourists to Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2018, ISSN: 2341-2356 ] (Unpublished)
Asai, Manabu and Chang, Chia-Lin and McAleer, Michael and Laurent, Pauwels (2018) Asymptotic Theory for Rotated Multivariate GARCH Models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2018, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2015) Behavioural, Financial, and Health & Medical Economics: A Connection. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2015) Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2018) Big data, computational science, economics, finance, marketing, management, and psychology: connections. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2018, ISSN: 2341-2356 ]
Sari, Ramazan and Hammoudeh, Shawkat and Chang, Chia-Lin and McAleer, Michael (2011) Causality Between Market Liquidity and Depth for Energy and Grains. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2011, ] (Unpublished)
Chang, Chia-Lin and Ilomäki, Jukka and Laurila, Hannu and McAleer, Michael (2019) Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2019, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2011) Citations and Impact of ISI Tourism and Hospitality Journals. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2011, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2013) Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2013, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2011) Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 34, 2011, ISSN: 2341-2356 ]
Chang, Chia-Lin and Hsieh, Tai-Lin and McAleer, Michael (2017) Connecting VIX and Stock Index ETF. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2017, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Hsieh, Tai-Lin and McAleer, Michael (2018) Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 26, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and González Serrano, Lydia and Jiménez-Martín, Juan-Ángel (2012) Currency Hedging Strategies Using Dynamic Multivariate GARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2012, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2018) Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2014) Econometric Analysis of Financial Derivatives: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 31, 2014, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2019) Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2019, ISSN: 2341-2356 ]
Chang, Chia-Lin and Mai, Te-Ke and McAleer, Michael (2018) Establishing National Carbon Emission Prices for China. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2018, ISSN: 2341-2356 ]
Chang, Chia-Lin and Khamkaew, Thanchanok and McAleer, Michael (2012) Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2012, ] (Submitted)
Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Evaluating Individual and Mean Non-Replicable Forecasts. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2011, ] (Unpublished)
Chang, Chia-Lin and Chen, Sung-Po and McAleer, Michael (2012) Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 2012, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) Great Expectatrics: Great Papers, Great Journals, Great Econometrics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2011, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2011) How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 39, 2011, ] (Submitted)
Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 25, 2011, ] (Unpublished)
Chang, Chia-Lin and Hsieh, Tai-Lin and McAleer, Michael (2016) How are VIX and Stock Index ETF Related? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2016, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael and Wu, Yu-Chieh (2015) Industrial Agglomeration and Use of the Internet. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wu, Yu-Chieh (2016) Industrial penetration and internet intensity. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tang, Ju-Ting (2013) International Technology Diffusion of Joint and Cross-border Patents. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2013, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tang, Ju-Ting (2015) International Technology Diffusion of Joint and Cross-border Patents (Revised version). [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2013, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tang, Ju-Ting (2017) Joint and Cross-border Patents as Proxies for International Technology Diffusion. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2017, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2012) Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2012, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2014) Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2014, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wang, Yu-Ann (2018) Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Ilomäki, Jukka and Laurila, Hannu and McAleer, Michael (2018) Long Run Returns Predictability and Volatility with Moving Averages. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 25, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2016) Management science, economics and finance: A connection. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Ilomäki, Jukka and Laurila, Hannu and McAleer, Michael (2018) Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 24, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Slottje, Dan (2009) Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2009, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2012) Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2012, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wang, Yu-Ann (2017) Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 04, 2017, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Tian, Jiarong (2016) Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Huang, Biing-Wen and Chen, Meng-Gu and McAleer, Michael (2009) Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 2009, ] (Unpublished)
Chen, Ping-Yu and Chang, Chia-Lin and Chen, Chi-Chung and McAleer, Michael (2013) Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2013, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2011, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 31, 2011, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wang, Yu-Ann (2016) Modelling volatility spillovers for bio-ethanol, sugarcane and corn. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2016, ] (Unpublished)
Chang, Chia-Lin and Mai, Te-Ke and McAleer, Michael (2018) Pricing carbon emissions in China. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2018, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2014) Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2014, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2015) Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2014) Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2014, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2012) Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2012, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2013) Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 34, 2013, ] (Unpublished)
Asai, Manabu and Chang, Chia-Lin and McAleer, Michael (2016) Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2016, ISSN: 2341-2356 ]
Chang, Chia-Lin and Allen, David E. and McAleer, Michael (2013) Recent Developments in Financial Economics and Econometrics: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2013, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2017) Recent topical research on global, energy, health & medical, and tourism economics, and global software. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2017, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wong, Wing-Keung (2019) Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2019, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2015) Research Ideas for the Journal of Health & Medical Economics: Opinion. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2015, ISSN: 2341-2356 ] (Unpublished)
Casarin, Roberto and Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and McAleer, Michael and Pérez-Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 32, 2011, ISSN: 2341-2356 ]
Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and McAleer, Michael and Pérez-Amaral, Teodosio (2011) Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 02, 2011, ISSN: 2341-2356 ]
Chang, Chia-Lin and Allen, David E. and McAleer, Michael and Pérez-Amaral, Teodosio (2013) Risk Modelling and Management: An Overview. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 22, 2013, ]
Hammoudeh, Shawkat and Liu, Tengdong and Chang, Chia-Lin and McAleer, Michael (2011) Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2011, ] (Unpublished)
Chang, Chia-Lin and Hsu, Shu-Han and McAleer, Michael (2018) Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2018, ISSN: 2341-2356 ]
Chang, Chia-Lin and Maasoumi, Esfandiar and McAleer, Michael (2012) Robust Ranking of Journal Quality: An Application to Economics. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 2012, ] (Unpublished)
Chang, Chia-Lin and Chen, Wen-Chen and McAleer, Michael (2014) Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 21, 2014, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Wang, Yanghuiting (2016) Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 10, 2016, ISSN: 2255-5471 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2017) The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2017, ISSN: 2341-2356 ] (Unpublished)
Hammoudeh, Shawkat and Sarafrazi, Soodabeh and Chang, Chia-Lin and McAleer, Michael (2011) The Dynamics of Energy-Grain Prices with Open Interest. [ Documentos de Trabajo del Instituto Complutense de Análisis Económicos (ICAE); nº 18, 2011, ISSN: 2341-2356 ]
Chang, Chia-Lin and McAleer, Michael (2017) The Fiction of Full BEKK. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2017, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2018) The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2018, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2013, ] (Unpublished)
Chang, Chia-Lin and Jiménez-Martín, Juan-Ángel and McAleer, Michael and Pérez-Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 35, 2011, ]
Chang, Chia-Lin and McAleer, Michael and Nguyen, Dang-Khoa (2016) US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and Li, Yiying and McAleer, Michael (2015) Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 2015, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael and Zuo, Guangdong (2017) Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 15, 2017, ] (Unpublished)
Chang, Chia-Lin and Liu, Chia-Ping and McAleer, Michael (2016) Volatility spillovers for spot, futures, and ETF prices in energy and agriculture. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2016, ISSN: 2341-2356 ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2013) What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2013, ] (Unpublished)
Chang, Chia-Lin and McAleer, Michael (2012) What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2012, ] (Submitted)
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