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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Estimation theory
Forecasting model
Markov chain
49
Markov-Kette
49
Estimation
23
Schätzung
23
Theorie
17
Theory
17
Volatility
15
Volatilität
15
Capital income
10
Kapitaleinkommen
10
ARCH-Modell
9
Aktienmarkt
9
Stock market
9
Bayes-Statistik
8
Bayesian inference
8
Börsenkurs
8
Share price
8
Time series analysis
8
Zeitreihenanalyse
8
VAR model
7
VAR-Modell
7
Stochastic process
6
Stochastischer Prozess
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Business cycle
5
Financial crisis
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Finanzkrise
5
Konjunktur
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Markov switching
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Oil price
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Prognoseverfahren
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Welt
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Aufsatz in Zeitschrift
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14
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Abdallah, Oussama
1
Bao Hoang Nguyen
1
BenSaïda, Ahmed
1
Białowolski, Piotr
1
Chang, Kuang-Liang
1
Changqing, Luo
1
Chi, Xie
1
Cong, Yu
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Dua, Pami
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Jeong, Minsoo
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Kim, Young Min
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Lee, Seojin
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Levant, Jared
1
Li, Pan
1
Li, Tao
1
Lin, Shih-kuei
1
Litimi, Houda
1
Lu, Xinjie
1
Ma, Feng
1
Ma, Jun
1
Racicot, François-Éric
1
Seya, Hajime
1
Shi, Yanlin
1
Théoret, Raymond
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Tomari, Masashi
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Applied economics letters
Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
International journal of forecasting
22
Journal of econometrics
20
Energy economics
18
Journal of forecasting
15
Finance research letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Applied economics
11
Economics letters
11
Quantitative finance
11
European journal of operational research : EJOR
10
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
International review of economics & finance : IREF
8
Econometric reviews
7
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
Risks : open access journal
7
International Journal of Energy Economics and Policy : IJEEP
6
International Journal of Financial Studies : open access journal
6
Research in international business and finance
6
Econometrics : open access journal
5
Journal of economic dynamics & control
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Global finance journal
4
Journal of empirical finance
4
Bulletin of economic research
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of economics and finance
3
International journal of emerging markets
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
International journal of production research
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Journal of banking & finance
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Journal of time series econometrics
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Operational research : an international journal
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ECONIS (ZBW)
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1
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
4
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
5
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
6
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
7
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
8
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
9
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
10
Forecasting household debt with latent transition modelling
Białowolski, Piotr
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
Saved in:
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