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subject:"United States"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Bouri, Elie"
~person:"Koopman, Siem Jan"
~subject:"Correlation"
~subject:"Multivariate Analyse"
~subject:"State space model"
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United States
Correlation
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Estimation
40
Schätzung
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Volatility
22
Volatilität
22
ARCH model
13
ARCH-Modell
13
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Article in journal
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English
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Bouri, Elie
Koopman, Siem Jan
Gupta, Rangan
48
Tiwari, Aviral Kumar
18
Bahmani-Oskooee, Mohsen
15
Wohar, Mark E.
12
Balcilar, Mehmet
10
Hammoudeh, Shawkat
10
Chan, Joshua
9
Salisu, Afees A.
9
Apergēs, Nikolaos
8
Gil-Alaña, Luis A.
8
Yoon, Seong-min
8
Chang, Tsangyao
6
Fabozzi, Frank J.
6
Jawadi, Fredj
6
McMillan, David G.
6
Poon, Aubrey
6
Xuan Vinh Vo
6
Kang, Sang Hoon
5
Lee, Chien-chiang
5
Ma, Jun
5
Marfatia, Hardik A.
5
Mensi, Walid
5
Miller, Stephen M.
5
Panagiōtidēs, Theodōros
5
Shahbaz, Muhammad
5
Sheng, Xin
5
Aguiar-Conraria, Luís
4
Antonakakis, Nikolaos
4
Bekiros, Stelios
4
Boubaker, Heni
4
Cai, Yifei
4
Cepni, Oguzhan
4
Chen, Wen-Yi
4
Cuñado Eizaguirre, Juncal
4
Demirer, Rıza
4
Ji, Qiang
4
Karamelikli, Huseyin
4
Lee, Hyunchul
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of econometrics
2
Economics letters
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
11
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
3
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
4
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
5
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
6
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
7
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
8
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
9
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
10
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
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