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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type:"book"
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EU-Staaten
Volatility
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Ölpreis
Estimation
25
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ARCH model
7
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7
Zeitreihenanalyse
7
Volatilität
6
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Taiwan
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Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
McAleer, Michael
17
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
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
Crespo Cuaresma, Jesús
2
Franses, Philip Hans
2
Gourier, Elise
2
Honoré, Peter
2
Karlsson, Sune
2
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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
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
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
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
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
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