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~person:"Baruník, Jozef"
~person:"Bhandari, Avishek"
~person:"Gençay, Ramazan"
~subject:"Estimation theory"
~subject:"wavelets"
~type:"article"
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Estimation theory
wavelets
State space model
9
Zustandsraummodell
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Baruník, Jozef
Bhandari, Avishek
Gençay, Ramazan
Bašta, Milan
6
Aloui, Chaker
4
Cifter, Atilla
4
Gil-Alaña, Luis A.
4
Jensen, Mark
4
Michis, Antonis A.
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Ozun, Alper
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Tiwari, Aviral Kumar
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3
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Owusu Junior, Peterson
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Finance a úvěr
1
Global economy journal : GEJ
1
Journal of econometrics
1
The empirical economics letters : a monthly international journal of economics
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1
Co-jumping of treasury yield curve rates
Baruník, Jozef
;
Fišer, Pavel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 481-506
Persistent link: https://www.econbiz.de/10014632034
Saved in:
2
Contagion among select global equity markets : a time-frequency analysis
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Global economy journal : GEJ
19
(
2019
)
4
,
pp. 1950023-1-29
Persistent link: https://www.econbiz.de/10012214476
Saved in:
3
Long memory in stock returns : an analysis using a wavelet based semi-parametric estimator
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
17
(
2018
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10011912845
Saved in:
4
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
5
Wavelets based multiscale analysis of select global equity returns
Bhandari, Avishek
- In:
Theoretical and applied economics : GAER review
24
(
2017
)
4
,
pp. 75-88
Persistent link: https://www.econbiz.de/10011795200
Saved in:
6
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
Saved in:
7
Contagion among Central and Eastern European stock markets during the financial crisis
Baruník, Jozef
;
Vácha, Lukáš
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 443-453
Persistent link: https://www.econbiz.de/10010244833
Saved in:
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