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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
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Schock
Volatilität
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Estimation
9
Schätzung
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Thailand
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Multivariate Verteilung
4
Multivariate distribution
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Volatility
4
ARCH model
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Songsak Sriboonchitta
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Calkins, Peter H.
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Chaiboonsri, Chukiat
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Kridsadarat, Muttalath
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Applied quantitative finance
13
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
The Oxford handbook of the economics of peace and conflict
7
Technology and international trade : [Conference ... Oslo, in October 1995]
6
Theoretische Fundierung und praktische Relevanz der Handelsforschung
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Exchange rate economics : where do we stand?
5
Exchange rate policy in Europe
5
Forecasting volatility in the financial markets
5
Growth and cycle in the Euro-zone
5
Handbook of financial time series
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
Modern perspectives on the gold standard
5
Statistical methods for the evaluation of educational services and quality of products
5
Advances in business cycle research : with application to the French and US economies
4
Deficit reduction : what pain, what gain?
4
Development, duality, and the international economic regime : essays in honor of Gustav Ranis
4
Empirical post Keynesian economics : looking at the real world
4
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
4
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
4
Focus on economic growth and productivity
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Globalization : strategies and effects
4
New tools of economic dynamics
4
Quantitative Verfahren im Finanzmarktbereich
4
Selected topics in applied econometrics
4
Spatial econometric interaction modelling
4
Spatial economic science : new frontiers in theory and methodology ; with 26 tables
4
The Oxford handbook of panel data
4
The global structure of financial markets : an overview
4
The interrelationship between financial and energy markets
4
The theory of monetary aggregation
4
Understanding and interpreting economic structure : with 75 tables
4
1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
3
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Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
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2
Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan
;
Songsak Sriboonchitta
; …
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 255-267)
.
2013
Persistent link: https://www.econbiz.de/10009711143
Saved in:
3
Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 227-239)
.
2013
Persistent link: https://www.econbiz.de/10009711145
Saved in:
4
An empirical analysis of price behavior of natural rubber latex : a case of central rubber market Hat Yai, Songkhla, Thailand
Neupane, Hari Sharma
;
Calkins, Peter H.
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 185-201)
.
2013
Persistent link: https://www.econbiz.de/10009711149
Saved in:
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