//--> //--> //--> //-->
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"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~subject:"ARCH-Modell"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
ARCH-Modell
Estimation
2,057
Schätzung
2,057
Theorie
530
Theory
530
USA
524
United States
523
Welt
237
World
237
Impact assessment
199
Wirkungsanalyse
199
Volatilität
166
Großbritannien
165
United Kingdom
165
Börsenkurs
154
Share price
154
Deutschland
142
Capital income
141
Kapitaleinkommen
141
Germany
140
Konjunktur
114
Business cycle
113
Time series analysis
104
Zeitreihenanalyse
104
EU countries
96
Schock
96
Shock
96
Prognoseverfahren
94
Forecasting model
93
Geldpolitik
91
Aktienmarkt
89
Stock market
89
Monetary policy
88
Wirtschaftswachstum
87
Wechselkurs
83
Economic growth
82
Exchange rate
81
OECD countries
81
OECD-Staaten
81
more ...
less ...
Online availability
All
Undetermined
155
Type of publication
All
Article
145
Book / Working Paper
128
Type of publication (narrower categories)
All
Article in journal
145
Aufsatz in Zeitschrift
145
Arbeitspapier
128
Working Paper
128
Graue Literatur
116
Non-commercial literature
116
Bibliografie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Artis, Michael J.
5
Favero, Carlo A.
5
Lettau, Martin
4
Bianchi, Francesco
3
Ludvigson, Sydney C.
3
Marcellino, Massimiliano
3
McMillan, David G.
3
Méjean, Isabelle
3
Rodríguez-Pose, Andrés
3
Acharya, Viral V.
2
Adrangi, Bahram
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Bonfiglioli, Alessandra
2
Chatrath, Arjun
2
Chevallier, Julien
2
Clements, Adam
2
Corrado, Carol
2
Eichengreen, Barry
2
Engle, Robert F.
2
Fabozzi, Frank J.
2
Fernandes, Ana
2
Forni, Mario
2
Fraser, Patricia
2
Ghysels, Eric
2
Giavazzi, Francesco
2
Giuliodori, Massimo
2
Hardouvelis, Gikas A.
2
Haskel, Jonathan
2
Hatton, Timothy J.
2
Hau, Harald
2
Jiang, Christine X.
2
Jona-Lasinio, Cécilia
2
Karanassou, Marika
2
Kaufmann, Sylvia
2
Ketterer, Tobias
2
Kollintzas, Tryphon
2
Lee, Hsiang-tai
2
Martin, Julien
2
Mueller, Hannes
2
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
Published in...
All
Applied financial economics
Discussion paper / Centre for Economic Policy Research
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
210
Economic modelling
200
CESifo working papers
174
Energy economics
162
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
138
Working paper
127
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of econometrics
114
Journal of banking & finance
110
Journal of international money and finance
106
Discussion paper series / IZA
104
Journal of empirical finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Working paper / National Bureau of Economic Research, Inc.
96
NBER working paper series
94
Working paper series / European Central Bank
94
Discussion paper / Tinbergen Institute
93
Journal of international financial markets, institutions & money
92
Economics letters
88
NBER Working Paper
85
Research in international business and finance
81
Discussion paper
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The journal of futures markets
69
The European journal of finance
68
International journal of finance & economics : IJFE
64
Journal of risk and financial management : JRFM
64
International journal of forecasting
59
ECB Working Paper
54
Empirica : journal of european economics
52
CESifo Working Paper Series
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
50
IZA Discussion Paper
49
Kiel working paper
49
more ...
less ...
Source
All
ECONIS (ZBW)
273
Showing
1
-
10
of
273
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
7
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
8
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
9
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
10
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->