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subject:"Volatility"
~isPartOf:"Finance research letters"
~subject:"VAR model"
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24
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1
Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
Saved in:
2
A shot for the US economy
Gächter, Martin
;
Huber, Florian
;
Meier, Martin
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013459810
Saved in:
3
The relation between the high-yield bond spread and the unemployment rate in the euro area
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341510
Saved in:
4
From pandemic to financial contagion : high-frequency risk metrics and Bayesian volatility analysis
Davidovic, Milivoje
- In:
Finance research letters
42
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014580468
Saved in:
5
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
6
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
7
Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender
;
Gozgor, Giray
;
Lau, Chi Keung
;
Vigne, …
- In:
Finance research letters
26
(
2018
),
pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
Saved in:
8
Do all oil price shocks have the same impact? : evidence from the euro area
Evgenidis, Anastasios
- In:
Finance research letters
26
(
2018
),
pp. 150-155
Persistent link: https://www.econbiz.de/10012005632
Saved in:
9
Bayesian change point analysis of Bitcoin returns
Thies, Sven
;
Molnár, Peter
- In:
Finance research letters
27
(
2018
),
pp. 223-227
Persistent link: https://www.econbiz.de/10012006867
Saved in:
10
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Saved in:
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