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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of financial analysis"
~person:"Afonso, António"
~person:"Blundell, Richard W."
~person:"Brooks, Robert"
~person:"Karanassou, Marika"
~person:"MacDonald, Ronald"
~person:"Pesaran, M. Hashem"
~person:"Puhani, Patrick A."
~person:"Rycx, François"
~person:"Su, Chi-Wei"
~subject:"Intraday data"
~subject:"Schätztheorie"
~subject:"Schätzung"
~type:"article"
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Time series analysis
United States
Intraday data
Schätztheorie
Schätzung
ARCH model
2
ARCH-Modell
2
Estimation
2
Börsenkurs
1
Capital income
1
Correlation
1
Cross-market correlation
1
DCC-GARCH
1
Dynamic spillovers
1
Fractional integrated VAR
1
Geldpolitik
1
Handelsvolumen der Börse
1
Higher moments
1
Information theory
1
Kapitaleinkommen
1
Korrelation
1
Method of moments
1
Momentenmethode
1
Monetary policy
1
Quantitative Lockerung
1
Quantitative easing
1
Risikomaß
1
Risk measure
1
Share price
1
Spillover effect
1
Spillover-Effekt
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Trading volume
1
USA
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
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Afonso, António
Blundell, Richard W.
Brooks, Robert
Karanassou, Marika
MacDonald, Ronald
Pesaran, M. Hashem
Puhani, Patrick A.
Rycx, François
Su, Chi-Wei
Ma, Feng
5
Xuan Vinh Vo
5
Bouri, Elie
4
Narayan, Paresh Kumar
4
Caporale, Guglielmo Maria
3
Chortareas, Georgios E.
3
Coakley, Jerry
3
Cummins, Mark
3
Deesomsak, Rataporn
3
Degiannakis, Stavros
3
Dowling, Michael
3
Hammoudeh, Shawkat
3
Kim, Jae H.
3
Liu, Jia
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Yarovaya, Larisa
3
Zaremba, Adam
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Azad, A. S. M. Sohel
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Chris
2
Charles, Amélie
2
Chau, Frankie
2
Chuliá, Helena
2
Cipollini, Andrea
2
Daly, Kevin Edward
2
Dang, Viet Anh
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Fang, Victor
2
Ferrer, Román
2
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International review of financial analysis
Applied economics letters
23
Journal of applied econometrics
10
Applied economics
9
Journal of international financial markets, institutions & money
9
Journal of international money and finance
8
Applied financial economics
6
Open economies review
6
Economic research
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic modelling
4
Economics letters
4
International journal of economics
4
Pacific-Basin finance journal
4
Argumenta oeconomica
3
Australian economic papers
3
Global finance journal
3
International journal of manpower
3
Journal of empirical finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
The South African journal of economics
3
The review of economics and statistics
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics quarterly
2
Applied financial economics letters
2
BJIR : an international journal of employment relations
2
Brussels economic review
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric reviews
2
Economics of education review
2
Education economics
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
Equilibrium exchange rates
2
European economic review : EER
2
Industrial relations : a journal of economy & society
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
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What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
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