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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~language:"eng"
~source:"econis"
~subject:"Financial market"
~subject:"Time series analysis"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
26
Discussion paper / Tinbergen Institute
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
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2
Aggregation, asymmetry and common factors for Bangladesh's exchange rate-trade balance relation
Khatoon, Rabeya
;
Hasan, Md. Emran
;
Ibon, Md. Wahid Ferdous
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
6
,
pp. 2739-2770
Persistent link: https://www.econbiz.de/10013197438
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3
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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4
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
5
Dynamic cross-correlation and dynamic contagion of stock markets : a sliding windows approach with the DCCA correlation coefficient
Tilfani, Oussama
;
Ferreira, Paulo
;
El Boukfaoui, My Youssef
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1127-1156
Persistent link: https://www.econbiz.de/10012490509
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