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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Nonparametric statistics"
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EU-Staaten
Volatility
Nonparametric statistics
Estimation
267
Schätzung
267
Theorie
90
Theory
90
Time series analysis
65
Zeitreihenanalyse
65
Volatilität
47
Cointegration
37
Kointegration
37
Estimation theory
36
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36
USA
36
United States
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34
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32
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Chevallier, Julien
2
Gil-Alaña, Luis A.
2
Ahmed, Walid M. A.
1
Antonakakis, Nikolaos
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Bandt, Olivier de
1
Banerjee, Anurag Narayan
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Beck, Alexander
1
Becker, Ralf
1
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1
Bekiros, Stelios
1
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1
Blazsek, Szabolcs
1
Borchert, Ingo
1
Bu, Ruijun
1
Bäurle, Gregor
1
Bökemeier, Bettina
1
Cassou, Steven Peter
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Choi, Seungmoon
1
Christou, Christina
1
Chuffart, Thomas
1
Chung, Y. Peter
1
Cieślik, Andrzej
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Clements, Adam
1
Combes, Jean-Louis
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Contreras, Dulce
1
Contò, Francesco
1
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1
De Pascale, Gianluigi
1
Dell'Agostino, Laura
1
Dhaoui, Abderrazak
1
Dimpfl, Thomas
1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series / European Central Bank
Energy economics
154
Finance research letters
142
Economic modelling
136
Journal of econometrics
133
International review of economics & finance : IREF
124
Applied economics
121
Discussion paper / Centre for Economic Policy Research
108
The North American journal of economics and finance : a journal of financial economics studies
89
Economics letters
87
International review of financial analysis
87
Applied economics letters
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international money and finance
65
Research in international business and finance
64
Journal of international financial markets, institutions & money
59
Journal of banking & finance
57
Journal of empirical finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Discussion papers / CEPR
42
International journal of forecasting
42
International journal of finance & economics : IJFE
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Working paper / National Bureau of Economic Research, Inc.
37
Econometric reviews
33
Empirica : journal of european economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
The European journal of finance
33
Journal of economic dynamics & control
31
Journal of financial econometrics
31
Quantitative finance
31
SpringerLink / Bücher
31
Pacific-Basin finance journal
29
Emerging markets, finance and trade : EMFT
25
Journal of macroeconomics
25
Journal of financial economics
24
Journal of financial markets
24
European economic review : EER
21
Macroeconomic dynamics
21
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ECONIS (ZBW)
75
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
3
Financial development and the growth effect of foreign direct investment : does one size fit all?
Osei, Michael J.
;
Kim, Jaebeom
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 276-283
Persistent link: https://www.econbiz.de/10014373814
Saved in:
4
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
5
How do real and monetary integrations affect inflation dynamics?
Saygılı, Hülya
- In:
International economics : a journal published by CEPII …
174
(
2023
),
pp. 18-27
Persistent link: https://www.econbiz.de/10014381280
Saved in:
6
A non-parametric assessment of the effects of the Euro on GVC trade
Montalbano, Pierluigi
;
Nenci, Silvia
;
Dell'Agostino, Laura
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 56-76
Persistent link: https://www.econbiz.de/10014339399
Saved in:
7
Inflation and unemployment, new insights during the EMU accession
Combes, Jean-Louis
;
Lesuisse, Pierre
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 124-142
Persistent link: https://www.econbiz.de/10014339405
Saved in:
8
Improved output gap estimates and forecasts using a local linear regression
Fritz, Marlon
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 157-167
Persistent link: https://www.econbiz.de/10014339408
Saved in:
9
Does pandemic risk affect yield spreads in the EMU?
Matei, Iuliana
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 431-450
Persistent link: https://www.econbiz.de/10014339439
Saved in:
10
Are there any robust determinants of growth in Europe? : a Bayesian model averaging approach
D'Andrea, Sara
- In:
International economics : a journal published by CEPII …
171
(
2022
),
pp. 143-173
Persistent link: https://www.econbiz.de/10014285498
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