//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"Koopman, Siem Jan"
~subject:"Finanzkrise"
~subject:"Korrelation"
~subject:"Taiwan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Finanzkrise
Korrelation
Taiwan
Estimation
13
Schätzung
13
Time series analysis
11
Zeitreihenanalyse
11
Theorie
7
Theory
7
Volatilität
5
ARCH model
4
ARCH-Modell
4
EU countries
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Prognoseverfahren
3
State space model
3
Zustandsraummodell
3
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Capital income
2
Correlation
2
Kalman filter
2
Kapitaleinkommen
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Time-varying parameters
2
USA
2
United States
2
Aktienindex
1
Analysis of variance
1
Arbeitslosigkeit
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Band-pass filter
1
more ...
less ...
Online availability
All
Undetermined
Free
56
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Chang, Chia-Lin
Koopman, Siem Jan
Gupta, Rangan
62
Bouri, Elie
25
Ma, Feng
25
Xuan Vinh Vo
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
21
Pierdzioch, Christian
21
Tiwari, Aviral Kumar
20
Wohar, Mark E.
18
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Yoon, Seong-min
14
Bollerslev, Tim
13
Caporale, Guglielmo Maria
13
Demirer, Rıza
13
Gil-Alaña, Luis A.
13
Lee, Chien-chiang
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Hammoudeh, Shawkat
12
Jawadi, Fredj
12
Zhang, Yaojie
12
Zhu, Huiming
12
Kumar, Dilip
11
Nonejad, Nima
11
Salisu, Afees A.
11
Sehgal, Sanjay
11
Sosvilla-Rivero, Simón
11
Wang, Yudong
11
Apergēs, Nikolaos
10
Brooks, Robert
10
Chevallier, Julien
10
Marcellino, Massimiliano
10
Roubaud, David
10
Afonso, António
9
Bekiros, Stelios
9
Caporin, Massimiliano
9
Chiang, Thomas C.
9
more ...
less ...
Published in...
All
International review of economics & finance : IREF
2
Applied economics
1
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Common and idiosyncratic conditional volatility : theory and empirical evidence from electricity prices
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 638-670
Persistent link: https://www.econbiz.de/10015050635
Saved in:
2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
7
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
8
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->