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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Economic modelling"
~person:"Bohl, Martin T."
~person:"Caliendo, Marco"
~person:"Wang, Tianyi"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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National income
Time series analysis
Share price
Wirkungsanalyse
ARCH model
3
ARCH-Modell
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Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
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Realized GARCH
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Short selling
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Bohl, Martin T.
Caliendo, Marco
Wang, Tianyi
Lee, Chien-chiang
4
Narayan, Paresh Kumar
4
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Gupta, Rangan
3
Sharma, Susan Sunila
3
Bekiros, Stelios
2
Chang, Chun Ping
2
Chen, Shyh-Wei
2
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2
Cross, Jamie
2
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2
Hou, Chenghan
2
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2
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2
Hur, Joonyoung
2
Jiang, Yu
2
Kiani, Khurshid M.
2
Liu, Li
2
Mishra, Sagarika
2
Modise, Mampho P.
2
Nazlıoğlu, Şaban
2
Pan, Zhiyuan
2
Papell, David H.
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Paradiso, Antonio
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Rossi, Eduardo
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Salisu, Afees A.
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1
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1
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Economic modelling
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
15
Discussion paper series / IZA
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Bundesbank Series 1 Discussion Paper
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
2
IZA Discussion Paper
2
Journal of banking & finance
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Labour economics : official journal of the European Association of Labour Economists
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Research notes in economics & statistics
2
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
2
ZEW discussion papers
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Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
1
Applied economics
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CEPA discussion papers
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CERT discussion paper
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Discussion paper / Deutsche Bundesbank
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ERSA 2002 Dortmund, [August 27th - 31st] : from industry to advanced services : perspectives of European metropolitan regions ; congress CD-ROM ; [42nd Congress of the European Regional Science Association]
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Energy economics
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Global finance journal
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HKIMR working paper
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IAB-Werkstattbericht
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
1
Journal of public economics
1
Kredit und Kapital
1
Lecture notes in economics and mathematical systems : LNEMS
1
Modelling and evaluating treatment effects in econometrics
1
Paolo Baffi Centre Research Paper
1
Research in economics : an international review of economics
1
Schriften zur Geldtheorie und Geldpolitik
1
SpringerLink / Bücher
1
Stabilisierungsprobleme in der Marktwirtschaft : Prozesse und Strukturen ; Artur Woll zum 80. Geburtstag
1
The European labour market : regional dimensions ; with 53 tables
1
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ECONIS (ZBW)
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1
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
2
Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.
;
Reher, Gerrit
;
Wilfling, Bernd
- In:
Economic modelling
58
(
2016
),
pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
Saved in:
3
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
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