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subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~source:"econis"
~subject:"Nichtlineare Regression"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Nichtlineare Regression
Share price
Time series analysis
Estimation
200
Schätzung
200
Theorie
80
Theory
80
Zeitreihenanalyse
60
Volatilität
42
Estimation theory
33
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33
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Fabozzi, Frank J.
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Gupta, Rangan
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Jawadi, Fredj
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Račev, Svetlozar T.
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Bond, Dereck
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
269
Economic modelling
258
Applied economics letters
244
Finance research letters
223
Energy economics
212
International review of economics & finance : IREF
203
Journal of econometrics
182
International review of financial analysis
174
NBER working paper series
171
Working paper / National Bureau of Economic Research, Inc.
171
Journal of banking & finance
162
The North American journal of economics and finance : a journal of financial economics studies
155
NBER Working Paper
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Applied financial economics
149
CESifo working papers
145
Journal of empirical finance
144
Economics letters
138
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Working paper
137
Journal of international financial markets, institutions & money
121
Research in international business and finance
121
Journal of international money and finance
116
International journal of forecasting
108
Discussion paper / Centre for Economic Policy Research
106
Discussion paper / Tinbergen Institute
105
International journal of finance & economics : IJFE
97
Journal of risk and financial management : JRFM
93
Journal of financial economics
91
The European journal of finance
88
The journal of futures markets
87
International journal of economics and finance
80
Journal of forecasting
79
Pacific-Basin finance journal
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
International journal of economics and financial issues : IJEFI
75
The empirical economics letters : a monthly international journal of economics
72
Review of quantitative finance and accounting
68
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
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4
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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5
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
6
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
7
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
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8
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
9
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
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10
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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