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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"pol"
~language:"tur"
~language:"zho"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Entwicklungsländer"
~subject:"Indien"
~subject:"Theorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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Börsenkurs
Entwicklungsländer
Indien
Theorie
Theory
United States
Time series analysis
8
Zeitreihenanalyse
8
Estimation
6
Schätzung
6
Forecasting model
5
Prognoseverfahren
5
ARCH model
4
ARCH-Modell
4
Capital income
3
Kapitaleinkommen
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3
Markov-Kette
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dynamic conditional score (DCS)
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generalized autoregressive score (GAS)
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uncertainty
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Geldpolitik
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USA
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volatility forecasting
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wavelet analysis
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Aktienindex
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Aktienmarkt
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Asset-backed securities
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Australia
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Australien
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Blazsek, Szabolcs
Gupta, Rangan
Semmler, Willi
6
Chiarella, Carl
5
Jawadi, Fredj
5
Sola, Martin
5
Psaradakis, Zacharias G.
4
Ramsey, James B.
4
Di Guilmi, Corrado
3
Fabozzi, Frank J.
3
Gençay, Ramazan
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Kim, Chang-jin
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Morley, James C.
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Nishimura, Kazuo
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Račev, Svetlozar T.
3
Rothman, Philip
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Teräsvirta, Timo
3
Xia, Qiang
3
Yamada, Hiroshi
3
Yano, Makoto
3
Aknouche, Abdelhakim
2
Alexeev, Vitali
2
Barnett, William A.
2
Bekiros, Stelios
2
Belaire-Franch, Jorge
2
Boldin, Michael David
2
Bond, Dereck
2
Chaubal, Aditi
2
Chen, Yi-ting
2
Chen, Yu-Fu
2
Cuñado Eizaguirre, Juncal
2
Dahl, Christian M.
2
Diks, Cees G. H.
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Dimitrakopoulos, Stefanos
2
Dimpfl, Thomas
2
Dolado, Juan J.
2
Donayre, Luiggi
2
Driffill, John
2
Dufrénot, Gilles
2
Enders, Walter
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
11
Finance research letters
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International review of economics & finance : IREF
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Economic modelling
6
Journal of forecasting
6
The European journal of finance
6
The journal of real estate finance and economics
6
Annals of financial economics
5
Economic systems
5
International journal of finance & economics : IJFE
5
Structural change and economic dynamics : SC+ED
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of economics and finance
3
Applied financial economics
3
Defence and peace economics
3
Economics / Journal articles : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Macroeconomic dynamics
3
South African journal of economic and management sciences
3
Computational economics
2
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Global finance journal
2
International business and economics research journal
2
International economic journal
2
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ECONIS (ZBW)
7
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1
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
2
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
Saved in:
3
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
4
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
5
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
Saved in:
6
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
7
Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
Saved in:
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