//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Chan, Jennifer So Kuen"
~person:"Ma, Feng"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation
Hungary
KMU
Konsumentenverhalten
Monetary policy
Volatilität
ARCH model
3
ARCH-Modell
3
Kapitaleinkommen
3
Volatility
3
Schätzung
2
Börsenkurs
1
CARR model
1
Capital market returns
1
Cointegration
1
Estimation theory
1
Forecasting model
1
Kapitalmarktrendite
1
Kointegration
1
Oil price
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schock
1
Schätztheorie
1
Share price
1
Shock
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
conditional autoregressive range model
1
generalised beta type two distribution
1
generalised-t distribution
1
nonlinear ARDL
1
oil price shocks
1
parametric quantile regression
1
quantile Rogers–Satchell
1
range-based
1
sector stock returns
1
tail conditional expectation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Aufsatz in Zeitschrift
3
Language
All
English
Turkish
Ukrainian
Author
All
Chan, Jennifer So Kuen
Ma, Feng
Gupta, Rangan
6
Jawadi, Fredj
5
Semmler, Willi
5
Blazsek, Szabolcs
4
Fabozzi, Frank J.
4
Barnett, William A.
3
Belaire-Franch, Jorge
3
Canarella, Giorgio
3
Chiarella, Carl
3
Escribano, Álvaro
3
Miller, Stephen M.
3
Morley, James C.
3
Račev, Svetlozar T.
3
Serletis, Apostolos
3
Sola, Martin
3
Baruník, Jozef
2
Bekiros, Stelios
2
Boldin, Michael David
2
Bond, Dereck
2
Boubaker, Heni
2
Chan, Joshua
2
Chaubal, Aditi
2
Chevallier, Julien
2
Chong, Terence Tai-Leung
2
Chung, Huimin
2
Contreras, Dulce
2
Cuñado Eizaguirre, Juncal
2
Dufrénot, Gilles
2
Enders, Walter
2
Fazzari, Steven M.
2
Flaschel, Peter
2
Fountas, Stilianos
2
Franses, Philip Hans
2
Haas, Markus
2
Harrison, Michael J.
2
Hurn, Stan
2
Ignatieva, Ekaterina
2
Jong, Robert M. de
2
Kang, Kyu Ho
2
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
22
International review of financial analysis
15
Finance research letters
10
Economic modelling
8
International review of economics & finance : IREF
8
Applied economics
7
International journal of finance & economics : IJFE
7
Applied economics letters
4
Journal of forecasting
4
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
2
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
3
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->