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subject:"Volatility"
~isPartOf:"Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]"
~subject:"Labour market"
~subject:"United States"
~subject:"World"
~type_genre:"Book review"
~type_genre:"Book section"
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Volatility
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Estimation
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Multivariate Verteilung
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Volatilität
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Songsak Sriboonchitta
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Boonyanuphong, Phattanan
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Calkins, Peter H.
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Chaiboonsri, Chukiat
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Kridsadarat, Muttalath
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Lim, Kian-Guan
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Applied quantitative finance
11
Handbuch Alternative Investments ; Bd. 1
8
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
8
Development and underdevelopment : the political economy of global inequality
7
Global trade analysis : modeling and applications
7
The Oxford handbook of the economics of peace and conflict
7
The interrelationship between financial and energy markets
7
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
6
Information systems outsourcing : enduring themes, new perspectives and global challenges ; with 71 tables
6
The economic consequences of global terrorism
6
Exchange rate economics : where do we stand?
5
Forecasting volatility in the financial markets
5
From school to work : a comparative study of educational qualifications and occupational destinations
5
New trends in macroeconomics : with 38 tables
5
Recent advances in estimating nonlinear models : with applications in economics and finance
5
The global structure of financial markets : an overview
5
Trade policy issues and empirical analysis : [papers from a conference held by the National Bureau of Economic Research in Cambridge, Mass., Feb. 13 - 14, 1987]
5
Advances in business cycle research : with application to the French and US economies
4
Agglomeration economics : [includes proceedings of the National Bureau of Economic Research conference, held in 2007]
4
Applied regional growth and innovation models
4
Applying Kernel and nonparametric estimation to economic topics
4
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
4
Economic growth issues
4
Equilibrium exchange rates
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
European Monetary Union, emerging markets and econometric issues in international finance
4
Family business
4
Focus on economic growth and productivity
4
Handbook of financial time series
4
Measuring capital in the new economy
4
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
The Oxford handbook of panel data
4
The theory of monetary aggregation
4
Transparency and governance in a global world
4
A statistical equilibrium perspective on corporate profitability
3
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
3
Business cycles in economics : types, challenges and impacts on monetary policies
3
Climate Change Adaptation, Governance and New Issues of Value : Measuring the Impact of ESG Scores on CoE and Firm Performance
3
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1
Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
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2
Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan
;
Songsak Sriboonchitta
; …
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 255-267)
.
2013
Persistent link: https://www.econbiz.de/10009711143
Saved in:
3
Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 227-239)
.
2013
Persistent link: https://www.econbiz.de/10009711145
Saved in:
4
An empirical analysis of price behavior of natural rubber latex : a case of central rubber market Hat Yai, Songkhla, Thailand
Neupane, Hari Sharma
;
Calkins, Peter H.
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 185-201)
.
2013
Persistent link: https://www.econbiz.de/10009711149
Saved in:
5
Choice of copulas in explaining stock market contagion
Lim, Kian-Guan
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 129-140)
.
2013
Persistent link: https://www.econbiz.de/10009711158
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