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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Bekiros, Stelios"
~person:"Filis, George"
~person:"Zhang, Yaojie"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Schock
Volatilität
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Estimation
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6
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6
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4
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Bekiros, Stelios
Filis, George
Zhang, Yaojie
Belke, Ansgar
4
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3
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3
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2
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Economic modelling
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4
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ECONIS (ZBW)
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1
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
4
Business cycle synchronisation in EMU : can fiscal policy bring member-countries closer?
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
; …
- In:
Economic modelling
52
(
2016
),
pp. 551-563
Persistent link: https://www.econbiz.de/10011642908
Saved in:
5
Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area
Bekiros, Stelios
- In:
Economic modelling
38
(
2014
),
pp. 619-626
Persistent link: https://www.econbiz.de/10010418962
Saved in:
6
Stock market response to monetary and fiscal policy shocks : multi-country evidence
Chatziantoniou, Ioannis
;
Duffy, David
;
Filis, George
- In:
Economic modelling
30
(
2013
),
pp. 754-769
Persistent link: https://www.econbiz.de/10009708802
Saved in:
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