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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~person:"Aree Wiboonpongse"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~source:"econis"
~subject:"Nachfrage"
~subject:"Ölpreis"
~type_genre:"Non-commercial literature"
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EU-Staaten
Volatility
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Estimation
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ARCH model
16
ARCH-Modell
16
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Welt
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Aree Wiboonpongse
Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
McAleer, Michael
42
Mumtaz, Haroon
11
Asai, Manabu
8
Manera, Matteo
5
Medeiros, Marcelo C.
5
Theodoridis, Konstantinos
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4
Roengchai Tansuchat
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Chen, Chi-chung
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3
Kapetanios, George
3
Khamkaew, Thanchanok
3
Martinet, Guillaume Gaetan
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Österholm, Pär
3
Allegret, Jean-Pierre
2
Allen, David E.
2
Blazsek, Szabolcs
2
Caporin, Massimiliano
2
Chaovanapoonphol, Yaovarate
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Couharde, Cécile
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ECONIS (ZBW)
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
4
Macroeconomic evidence suggests that asylum seekers are not a "burden" for western European countries
Albis, Hippolyte d’
;
Boubtane, Ekrame
;
Coulibaly, Dramane
-
2018
Persistent link: https://www.econbiz.de/10012000054
Saved in:
5
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
6
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
7
Current accounts and oil price fluctuations in oil-exporting countries : the role of financial development
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Coulibaly, Dramane
-
2013
Persistent link: https://www.econbiz.de/10009790038
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
10
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
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