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source:"econis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Jawadi, Fredj"
~person:"Lee, Hyejin"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Xuan Vinh Vo"
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Estimation
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Fabozzi, Frank J.
Gupta, Rangan
Jawadi, Fredj
Lee, Hyejin
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Xuan Vinh Vo
Egger, Peter
6
Gil-Alaña, Luis A.
6
Miller, Stephen M.
6
Baltagi, Badi H.
5
Belaire-Franch, Jorge
5
Herwartz, Helmut
5
Lee, Chien-chiang
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Canarella, Giorgio
4
Franses, Philip Hans
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Hayo, Bernd
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Meng, Ming
4
Murasawa, Yasutomo
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Tiwari, Aviral Kumar
4
Wohar, Mark E.
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Österholm, Pär
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Caporale, Guglielmo Maria
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Chan, Ngai Hang
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Christopulos, Dēmētrēs K.
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Clements, Adam
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Hassler, Uwe
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Holmes, Mark J.
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Kapetanios, George
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Karathanasopoulos, Andreas
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Krüger, Jens
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Kumbhakar, Subal
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Lanne, Markku
3
Lee, Junsoo
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Lee, Myoung-jae
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Marcellino, Massimiliano
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Econometric Institute research papers
38
Department of Economics working paper series
37
Working paper
29
Applied economics
24
The North American journal of economics and finance : a journal of financial economics studies
20
Discussion paper / Tinbergen Institute
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Kiel working paper
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Kieler Arbeitspapiere
18
International review of economics & finance : IREF
16
Working papers / University of Connecticut, Department of Economics
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Applied economics letters
14
Finance research letters
14
Macroeconomic dynamics
13
Discussion paper / Centre for Economic Policy Research
12
Economic modelling
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Working paper / National Bureau of Economic Research, Inc.
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Economics letters
10
Open economies review
10
Research in international business and finance
10
Sveriges Riksbank working paper series
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International journal of finance & economics : IJFE
9
International review of financial analysis
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Econometric reviews
8
NBER working paper series
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Applied financial economics
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Journal of macroeconomics
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CESifo working papers
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Cambridge working papers in economics
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Discussion paper / Department of Economics, University of California San Diego
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Diskussionsarbeit
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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Journal of econometrics
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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31
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
32
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
33
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
34
Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl
;
Mittnik, Stefan
;
Semmler, Willi
;
Zhu, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
1
Persistent link: https://www.econbiz.de/10001790001
Saved in:
35
Price convergence of peripheral European countries on the way to the EMU : a time series approach
Camarero Olivas, Mariam
;
Esteve García, Vicente
; …
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10001452610
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