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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~person:"Piton, Sophie"
~person:"Tansuchat, Roengchai"
~source:"econis"
~subject:"Commodity derivative"
~subject:"Forecasting model"
~subject:"Nachfrage"
~subject:"Oil price"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Non-commercial literature"
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EU-Staaten
Volatility
Commodity derivative
Forecasting model
Nachfrage
Oil price
Theorie
Volatilität
Ölpreis
Estimation
47
Schätzung
47
ARCH model
16
ARCH-Modell
16
Welt
13
World
13
Taiwan
10
Time series analysis
10
Zeitreihenanalyse
10
International tourism
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Internationaler Tourismus
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Prognoseverfahren
8
Rohstoffderivat
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USA
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United States
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Cointegration
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EU countries
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31
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Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
Piton, Sophie
Tansuchat, Roengchai
McAleer, Michael
49
Mumtaz, Haroon
12
Franses, Philip Hans
9
Asai, Manabu
8
Neely, Christopher J.
8
Kapetanios, George
7
Belzil, Christian
5
Honoré, Peter
5
Manera, Matteo
5
Medeiros, Marcelo C.
5
Theodoridis, Konstantinos
5
Österholm, Pär
5
Engsted, Tom
4
Mignon, Valérie
4
Nielsen, Helena Skyt
4
Nyholm, Ken
4
Roengchai Tansuchat
4
Ajevskis, Viktors
3
Białkowski, Je̜drzej
3
Blazsek, Szabolcs
3
Chen, Chi-chung
3
Cologni, Alessandro
3
Dijk, Dick van
3
Guo, Hui
3
Jimenez-Martin, Juan-Angel
3
Khamkaew, Thanchanok
3
Kiss, Tamás
3
Licht, Adrian
3
Martinet, Guillaume Gaetan
3
McCracken, Michael W.
3
Nguyen, Hoang
3
Pérez Amaral, Teodosio
3
Rangvid, Jesper
3
Ravazzolo, Francesco
3
Sherris, Michael
3
Sørensen, Carsten
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University of Canterbury / Dept. of Economics and Finance
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CESifo working papers
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ECONIS (ZBW)
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Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del
;
Escribano, Álvaro
; …
-
2024
Persistent link: https://www.econbiz.de/10014566880
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2
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:
3
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:
4
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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5
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
6
Do unit labor costs matter? : a decomposition exercise on European data
Piton, Sophie
-
2018
Persistent link: https://www.econbiz.de/10012060064
Saved in:
7
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:
8
Do unit labor costs matter? : a decomposition exercise on European data
Piton, Sophie
-
2018
Persistent link: https://www.econbiz.de/10011995627
Saved in:
9
A European disease? : non-tradable inflation and real interest rate divergence
Piton, Sophie
-
2016
Persistent link: https://www.econbiz.de/10011507271
Saved in:
10
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
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