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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"ARCH model"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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42
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13
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Abdallah, Oussama
1
Beccarini, Andrea
1
BenSaïda, Ahmed
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Changqing, Luo
1
Chi, Xie
1
Cong, Yu
1
Dua, Pami
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1
Théoret, Raymond
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Valcarcel, Victor J.
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of econometrics
16
Energy economics
15
Applied economics
9
International journal of forecasting
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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European journal of operational research : EJOR
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Research in international business and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
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Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
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Journal of time series econometrics
3
The journal of futures markets
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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INFORMS journal on computing : JOC
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
2
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:
3
Testing for the omission of relevant variables and regime-switching misspecification
Beccarini, Andrea
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10012041667
Saved in:
4
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:
5
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
6
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
7
A discussion on the innovation distribution of the Markov regime-switching GARCH model
Shi, Yanlin
;
Feng, Lingbing
- In:
Economic modelling
53
(
2016
),
pp. 278-288
Persistent link: https://www.econbiz.de/10011641034
Saved in:
8
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
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