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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Narayan, Paresh Kumar"
~subject:"Correlation"
~subject:"Multivariate Analyse"
~subject:"Volatilität"
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United States
Correlation
Multivariate Analyse
Volatilität
Estimation
96
Schätzung
96
Börsenkurs
26
Share price
26
Forecasting model
25
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25
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24
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24
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22
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Koopman, Siem Jan
Narayan, Paresh Kumar
Gupta, Rangan
95
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
46
Caporale, Guglielmo Maria
39
Wohar, Mark E.
38
Bollerslev, Tim
28
Pierdzioch, Christian
28
Ma, Feng
27
Tiwari, Aviral Kumar
27
Balcilar, Mehmet
26
Bouri, Elie
26
McAleer, Michael
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Apergēs, Nikolaos
24
Kumar, Dilip
20
McMillan, David G.
20
Hsing, Yu
18
Kang, Sang Hoon
18
Mensi, Walid
18
Brooks, Robert
17
Payne, James E.
17
Yoon, Seong-min
17
Hammoudeh, Shawkat
16
Hegerty, Scott W.
16
Jawadi, Fredj
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Asai, Manabu
15
Belke, Ansgar
15
Caporin, Massimiliano
15
Heckman, James J.
15
Rashid, Abdul
15
Andersen, Torben
14
Chiang, Thomas C.
14
Fabozzi, Frank J.
14
Lee, Chien-chiang
14
Li, Jia
14
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Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Applied economics
1
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1
Economics letters
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
28
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Common and idiosyncratic conditional volatility : theory and empirical evidence from electricity prices
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 638-670
Persistent link: https://www.econbiz.de/10015050635
Saved in:
3
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
4
Intraday effects of the currency market
Khademalomoom, Siroos
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
Saved in:
5
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:
6
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:
7
Exchange rate effects of US government shutdowns : evidence from both developed and emerging markets
Sharma, Susan Sunila
;
Dinh Hoang Bach Phan
;
Narayan, …
- In:
Emerging markets review
40
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313180
Saved in:
8
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
9
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
10
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:
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