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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Hamori, Shigeyuki"
~source:"econis"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
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ARCH model
Estimation
35
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13
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9
Volatility
9
Volatilität
9
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Aufsatz in Zeitschrift
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Hamori, Shigeyuki
Gil-Alaña, Luis A.
19
Kumar, Dilip
19
Gupta, Rangan
18
Ma, Feng
17
Berg, Gerard J. van den
15
Bouri, Elie
12
McAleer, Michael
12
Ours, Jan C. van
12
Malik, Farooq
11
Tiwari, Aviral Kumar
11
Wu, Xinyu
11
Bahmani-Oskooee, Mohsen
10
Chiang, Thomas C.
10
Huang, Zhuo
10
Yoon, Seong-min
10
Brooks, Robert
9
Floros, Christos
9
Zhang, Yaojie
9
Antonakakis, Nikolaos
8
Apergēs, Nikolaos
8
Francq, Christian
8
Nonejad, Nima
8
Zakoïan, Jean-Michel
8
Živkov, Dejan
8
Addison, John T.
7
Caliendo, Marco
7
Caporin, Massimiliano
7
Chen, Cathy W. S.
7
Hujer, Reinhard
7
Jawadi, Fredj
7
Koopman, Siem Jan
7
Shi, Yanlin
7
Wei, Yu
7
Wilke, Ralf A.
7
Adrangi, Bahram
6
Balcilar, Mehmet
6
Degiannakis, Stavros
6
Guesmi, Khaled
6
Herwartz, Helmut
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The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Economic modelling
1
International journal of economics and finance
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of economics and finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
2
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
3
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
4
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
5
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
6
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
7
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
8
Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore
Toyoshima, Yuki
- In:
Journal of Asian economics
24
(
2013
)
1
,
pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
Saved in:
9
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
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