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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~source:"econis"
~subject:"Nachfrage"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Nachfrage
Zeitreihenanalyse
Ölpreis
Estimation
28
Schätzung
28
ARCH model
7
ARCH-Modell
7
Time series analysis
7
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
Taiwan
5
Welt
5
Wirtschaftswachstum
5
World
5
Cointegration
4
EU countries
4
Economic growth
4
International tourism
4
Internationaler Tourismus
4
Kointegration
4
Modellierung
4
Oil price
4
Scientific modelling
4
Theorie
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Theory
4
USA
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United States
4
Aktienindex
3
Demand
3
Economic indicator
3
OECD countries
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OECD-Staaten
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Wirtschaftsindikator
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panel VAR
3
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2
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18
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Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
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English
18
Author
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Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
McAleer, Michael
21
Mumtaz, Haroon
11
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Österholm, Pär
6
Kapetanios, George
5
Manera, Matteo
5
Mignon, Valérie
4
Nguyen, Hoang
4
Blazsek, Szabolcs
3
Cologni, Alessandro
3
Doz, Catherine
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Guo, Hui
3
Kaufmann, Sylvia
3
Kiss, Tamás
3
Licht, Adrian
3
Piton, Sophie
3
Rangvid, Jesper
3
Roengchai Tansuchat
3
Savickas, Robert
3
Scharler, Johann
3
Ajevskis, Viktors
2
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
Chortareas, Georgios E.
2
Christiansen, Charlotte
2
Couharde, Cécile
2
Franses, Philip Hans
2
Gourier, Elise
2
Honoré, Peter
2
Karlsson, Sune
2
Khamkaew, Thanchanok
2
Kugler, Peter
2
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Econometric Institute research papers
12
Applied economics
5
Discussion paper / Tinbergen Institute
4
Working papers in economics and statistics
4
CESifo working papers
2
International review of economics & finance : IREF
2
Journal of international money and finance
2
Regional studies
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / The Vienna Institute for International Economic Studies (WIIW)
2
CESifo Working Paper Series
1
Department of Economics working paper
1
Discussion paper / NHH, Department of Economics
1
Economic modelling
1
Economica
1
Economics bulletin : EB
1
Geldpolitik & Wirtschaft : Quartalsheft zur Geld- und Wirtschaftspolitik
1
International journal of forecasting
1
Journal of applied econometrics
1
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Review of world economics
1
Risks : open access journal
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ECONIS (ZBW)
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1
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
Saved in:
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
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
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:
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
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:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
8
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:
9
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
Saved in:
10
Spatial filtering, model uncertainty and the speed of income convergence in Europe
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
-
2010
Persistent link: https://www.econbiz.de/10003939759
Saved in:
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