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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Escribano, Álvaro"
~source:"econis"
~subject:"Faktorenanalyse"
~subject:"Modellierung"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Faktorenanalyse
Modellierung
Ölpreis
Estimation
19
Schätzung
19
ARCH model
7
ARCH-Modell
7
Time series analysis
6
Volatilität
6
Zeitreihenanalyse
6
Taiwan
5
Welt
5
World
5
Forecasting model
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International tourism
4
Internationaler Tourismus
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Prognoseverfahren
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United States
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Aktienindex
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Chang, Chia-Lin
Escribano, Álvaro
McAleer, Michael
17
Mumtaz, Haroon
12
Kapetanios, George
6
Manera, Matteo
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Mignon, Valérie
4
Ajevskis, Viktors
3
Cologni, Alessandro
3
Doz, Catherine
3
Kaufmann, Sylvia
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
Valenti, Daniele
3
Österholm, Pär
3
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Casoli, Chiara
2
Couharde, Cécile
2
Coulibaly, Dramane
2
Crespo Cuaresma, Jesús
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Karlsson, Sune
2
Kiss, Tamás
2
Kugler, Peter
2
Kwapil, Claudia
2
Landesmann, Michael
2
Laurent, Sébastien
2
Leitner, Sandra M.
2
Licht, Adrian
2
Mumtazy, Haroon
2
Munari, Federico
2
Nicolini, Marcella
2
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11
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3
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2
International journal of forecasting
2
International review of economics & finance : IREF
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
Risks : open access journal
1
The Korean economic review
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ECONIS (ZBW)
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1
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
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
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
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:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
9
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
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