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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Estimation theory
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Prognoseverfahren
Markov chain
28
Markov-Kette
28
Estimation
13
Schätzung
13
Theorie
12
Theory
12
Volatility
11
Volatilität
11
Capital income
7
Kapitaleinkommen
7
ARCH-Modell
6
Aktienmarkt
6
Stock market
6
Time series analysis
6
Zeitreihenanalyse
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Bayes-Statistik
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Bayesian inference
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Börsenkurs
5
Share price
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Stochastic process
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Stochastischer Prozess
5
Financial crisis
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Finanzkrise
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Ansteckungseffekt
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Business cycle
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Contagion effect
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Financial market
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Finanzmarkt
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Geldpolitik
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Konjunktur
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Markov switching
3
Monetary policy
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Portfolio selection
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Portfolio-Management
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Aufsatz in Zeitschrift
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9
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English
9
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Abdallah, Oussama
1
Bao Hoang Nguyen
1
BenSaïda, Ahmed
1
Changqing, Luo
1
Chi, Xie
1
Cong, Yu
1
Dua, Pami
1
Feng, Lingbing
1
Gao, Shen
1
Hou, Chenghan
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Jeong, Minsoo
1
Levant, Jared
1
Lin, Shih-kuei
1
Litimi, Houda
1
Ma, Jun
1
Racicot, François-Éric
1
Shi, Yanlin
1
Théoret, Raymond
1
Tuteja, Divya
1
Yan, Xu
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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
Applied economics letters
5
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
3
Journal of banking & finance
3
Journal of financial econometrics
3
Journal of time series econometrics
3
Mathematics of operations research
3
Operational research : an international journal
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ECONIS (ZBW)
9
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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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