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subject:"Volatility"
subject:"Yield curve"
~person:"Brooks, Robert"
~person:"Koopman, Siem Jan"
~subject:"Konjunktur"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Konjunktur
Estimation
56
Schätzung
56
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22
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22
Time series analysis
18
Volatilität
18
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Brooks, Robert
Koopman, Siem Jan
Gupta, Rangan
71
Bahmani-Oskooee, Mohsen
35
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
28
Wohar, Mark E.
27
Ma, Feng
26
Pierdzioch, Christian
24
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24
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23
Bouri, Elie
23
McAleer, Michael
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Kumar, Dilip
20
Tiwari, Aviral Kumar
18
Kang, Sang Hoon
17
Mensi, Walid
17
Apergēs, Nikolaos
16
Chiang, Thomas C.
16
Jalles, João Tovar
16
Asai, Manabu
15
Döpke, Jörg
15
McMillan, David G.
15
Rashid, Abdul
15
Tauchen, George Eugene
15
Afonso, António
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
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13
Hammoudeh, Shawkat
13
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13
Lee, Chien-chiang
13
Salisu, Afees A.
13
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13
Zhu, Huiming
13
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12
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12
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International review of economics & finance : IREF
3
Journal of empirical finance
2
Applied financial economics
1
Australian journal of management
1
Econometric reviews
1
Economics letters
1
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1
International review of financial analysis
1
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1
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ECONIS (ZBW)
20
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11
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
12
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
13
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
14
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:
15
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
16
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
17
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
18
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
19
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
20
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
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