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~isPartOf:"Economic modelling"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
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Search: subject_exact:"Zustandsraummodell"
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Bayes-Statistik
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State space model
80
Zustandsraummodell
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Time series analysis
37
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37
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29
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Alaoui, Abdelkader O. el
1
Asutay, Mehmet
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Mansur Masih
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Pym Manopimoke
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Economic modelling
Discussion paper / Tinbergen Institute
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Energy economics
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CAMA working paper series
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Finance research letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International review of financial analysis
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of forecasting
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Applied economics
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Econometric reviews
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Finance a úvěr
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ECONIS (ZBW)
15
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1
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
Economic modelling
82
(
2019
),
pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
Saved in:
2
International stock market contagion : a CEEMDAN wavelet analysis
Zhou, Zhongbao
;
Lin, Ling
;
Li, Shuxian
- In:
Economic modelling
72
(
2018
),
pp. 333-352
Persistent link: https://www.econbiz.de/10012100382
Saved in:
3
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
Saved in:
4
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
5
Modelling the implied volatility surface based on Shanghai 50ETF options
Wang, Jinzhong
;
Chen, Shijiang
;
Tao, Qizhi
;
Zhang, Ting
- In:
Economic modelling
64
(
2017
),
pp. 295-301
Persistent link: https://www.econbiz.de/10011761005
Saved in:
6
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
7
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
8
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
9
An efficient estimate and forecast of the implied volatility surface : a nonlinear Kalman filter approach
Chen, Si
;
Zhou, Zhen
;
Li, Shenghong
- In:
Economic modelling
58
(
2016
),
pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
Saved in:
10
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
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