//--> //--> //--> //-->
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
~language:"eng"
~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"Cointegration"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Volatilität
Volatility
69
Estimation
49
Schätzung
49
Japan
45
Theorie
40
Theory
40
USA
39
United States
39
Börsenkurs
30
Share price
30
ARCH model
25
ARCH-Modell
25
Capital income
25
Kapitaleinkommen
25
Financial crisis
21
Finanzkrise
21
Welt
21
World
21
Aktienmarkt
19
Stock market
19
Exchange rate
18
Spillover effect
18
Spillover-Effekt
18
Wechselkurs
18
China
17
Forecasting model
17
Prognoseverfahren
17
Time series analysis
17
Zeitreihenanalyse
17
Financial market
15
Finanzmarkt
15
Großbritannien
15
United Kingdom
15
Estimation theory
14
Kointegration
14
Schätztheorie
14
EU countries
13
EU-Staaten
13
more ...
less ...
Online availability
All
Undetermined
28
Free
2
Type of publication
All
Article
82
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Aufsatz in Zeitschrift
82
Arbeitspapier
50
Working Paper
50
Graue Literatur
46
Non-commercial literature
46
Aufsatz im Buch
7
Book section
7
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Hamori, Shigeyuki
Gupta, Rangan
188
Bahmani-Oskooee, Mohsen
149
Tiwari, Aviral Kumar
94
Gil-Alaña, Luis A.
90
Bouri, Elie
89
Ma, Feng
87
McAleer, Michael
81
Caporale, Guglielmo Maria
80
Hammoudeh, Shawkat
77
Shahbaz, Muhammad
77
Apergēs, Nikolaos
69
Narayan, Paresh Kumar
66
McMillan, David G.
61
Wohar, Mark E.
59
Chang, Tsangyao
58
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
Xuan Vinh Vo
51
Balcilar, Mehmet
50
Wang, Yudong
46
Kumar, Dilip
44
Lee, Chien-chiang
44
Pierdzioch, Christian
44
Lucey, Brian M.
43
Hegerty, Scott W.
42
Salisu, Afees A.
42
Zhang, Yaojie
40
Shahzad, Syed Jawad Hussain
39
Demirer, Rıza
38
Corbet, Shaen
37
Phillips, Peter C. B.
37
Roubaud, David
37
Wei, Yu
37
Yoon, Seong-min
37
Arize, Augustine Chuck
36
Belke, Ansgar
36
Chevallier, Julien
36
more ...
less ...
Published in...
All
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Applied economics letters
4
Japan and the world economy : international journal of theory and policy
4
Applied economics
3
Applied financial economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Asian economic and political issues
2
Current politics and economics of Asia
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of financial economics
2
Journal of financial markets
2
Annals of financial economics
1
Econometric theory
1
Economic modelling
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of economics and finance
1
International journal of financial research
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
more ...
less ...
Source
All
ECONIS (ZBW)
82
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Saved in:
8
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
9
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
10
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->