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~language:"eng"
~person:"Güth, Werner"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Ploeg, Frederick van der"
~person:"Shogren, Jason F."
~subject:"Börsenkurs"
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Güth, Werner
Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Ploeg, Frederick van der
Shogren, Jason F.
Gupta, Rangan
386
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373
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International economic review
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Tinbergen Institute Discussion Paper
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of applied econometrics
9
Public choice
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
1,986
EconStor
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1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Battle of the markups : conflict inflation and the aspirational channel of monetary policy transmission
Ploeg, Frederick van der
;
Willems, Tim
-
2023
Persistent link: https://www.econbiz.de/10014365648
Saved in:
3
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
4
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
6
Do strong oligopolies reverse Green Paradox effects?
Meijden, Gerard van der
;
Benchekroun, Hassan
;
Ploeg, …
- In:
European journal of political economy
79
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014471262
Saved in:
7
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
8
A financial risk meter for China
Wang, Ruting
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Emerging markets review
56
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478649
Saved in:
9
Fiscal costs of climate policies : role of tax, political, and behavioural distortions
Ploeg, Frederick van der
- In:
De economist : quarterly review of the Royal …
171
(
2023
)
2
,
pp. 119-137
Persistent link: https://www.econbiz.de/10014314633
Saved in:
10
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
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