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subject:"Volatilität"
~isPartOf:"Discussion paper series"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Nonlinear regression"
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Volatilität
Nonlinear regression
Estimation
354
Schätzung
354
Theorie
118
Theory
118
Time series analysis
65
Zeitreihenanalyse
65
Volatility
50
USA
43
United States
43
Estimation theory
37
Schätztheorie
37
Geldpolitik
34
Monetary policy
34
Capital income
31
Kapitaleinkommen
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31
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29
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29
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26
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Markov chain
24
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24
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Nichtparametrisches Verfahren
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22
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Fabozzi, Frank J.
3
Jawadi, Fredj
3
Račev, Svetlozar T.
3
Bond, Dereck
2
Chevallier, Julien
2
Dhaene, Geert
2
Harrison, Michael J.
2
Kearney, Colm
2
Martin, Vance
2
O'Brien, Edward J.
2
Popiel, Michal Ksawery
2
Sarkar, Saikat
2
Strachan, Rodney W.
2
Wu, Jianbin
2
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bec, Frédérique
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Bekiros, Stelios
1
BenSalem, Mélika
1
Blazsek, Szabolcs
1
Bradley, Michael D.
1
Bu, Ruijun
1
Bäurle, Gregor
1
Cassou, Steven Peter
1
Chan, Jennifer So Kuen
1
Charles-Cadogan, G.
1
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1
Chiang, Min-Hsien
1
Chlibi, Souhir
1
Choi, Seungmoon
1
Chuffart, Thomas
1
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1
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1
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University of Western Sydney, Macarthur / Department of Economics and Finance
1
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Discussion paper series
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
156
Economic modelling
149
Applied economics
141
Finance research letters
135
International review of economics & finance : IREF
124
Applied economics letters
113
Journal of econometrics
109
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
100
Working paper / National Bureau of Economic Research, Inc.
86
Journal of empirical finance
84
Journal of banking & finance
83
NBER working paper series
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80
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79
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76
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75
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70
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70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
CESifo working papers
65
Economics letters
63
The journal of futures markets
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Discussion paper / Tinbergen Institute
57
International journal of finance & economics : IJFE
56
Journal of risk and financial management : JRFM
55
Discussion paper / Centre for Economic Policy Research
54
International journal of forecasting
52
The European journal of finance
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial economics
39
International journal of economics and finance
36
International journal of economics and financial issues : IJEFI
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
36
Econometric reviews
35
Journal of economic dynamics & control
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ECONIS (ZBW)
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41
Testing the relationships between shadow economy and unemployment : empirical evidence from linear and nonlinear tests
Saafi, Sami
;
Farhat, Abdeljelil
;
Mohamed, Meriem Bel Haj
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 585-608
Persistent link: https://www.econbiz.de/10011431038
Saved in:
42
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
43
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
Saved in:
44
Testing for co-nonlinearity
Hungnes, Håvard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 339-353
Persistent link: https://www.econbiz.de/10011339430
Saved in:
45
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Saved in:
46
State-dependent effects of fiscal policy
Fazzari, Steven M.
;
Morley, James C.
;
Panovska, Irina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 285-315
Persistent link: https://www.econbiz.de/10011317161
Saved in:
47
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
Saved in:
48
Are income differences within the OECD diminishing? : evidence from Fourier unit root tests
King, Alan
;
Ramlogan, Carlyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10010347297
Saved in:
49
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
50
Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance
;
Sarkar, Saikat
;
Kanto, Antti Jaakko
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
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