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Search: subject:"Generalized variance"
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Volatility
9
Volatilität
8
Estimation theory
7
Schätztheorie
7
Estimation
6
Schätzung
6
generalized variance
6
Decomposition method
5
Dekompositionsverfahren
5
Generalized variance
5
Spillover effect
5
Spillover-Effekt
5
Swap
5
ARCH model
4
ARCH-Modell
4
Analysis of variance
4
Cointegration
4
Generalized variance decompositions
4
Varianzanalyse
4
Welt
4
World
4
Ansteckungseffekt
3
Contagion effect
3
Correlation
3
Covariance matrix
3
Emerging economies
3
Generalized Variance Decomposition
3
Generalized Variance Decompositions
3
Korrelation
3
Oil price
3
Option pricing theory
3
Optionspreistheorie
3
Schwellenländer
3
Stochastic process
3
Stochastischer Prozess
3
generalized variance decomposition
3
Ölpreis
3
Aktienmarkt
2
Business network
2
Börsenkurs
2
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Online availability
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Undetermined
22
Free
16
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Article
33
Book / Working Paper
8
Journal
1
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Article in journal
17
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Graue Literatur
1
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1
research-article
1
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English
25
Undetermined
17
Author
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Dua, Pami
3
Rafiq, Shuddhasattwa
3
Salim, Ruhul A.
3
Biswas, Subhojit
2
Cho, Daehyoung
2
Choi, Kyongwook
2
Jin, Xin
2
Mukherjee, Diganta
2
Raje, Nishita
2
Razzak, Weshah
2
An, Haizhong
1
Armeanu, Dan
1
Armeanu, Daniel
1
Boonstra, Harm Jan
1
Boubaker, Heni
1
Brakel, Jan A. van den
1
Chien, Mei-Se
1
Darrat, A. F.
1
Das, Sumonkanti
1
Dedu, Vasile
1
Eisenberg, Bennett
1
Enciu, Adrian
1
Falorsi, Piero
1
Fan, Ying
1
Ferrario, Andrea
1
Filiberti, Salvatore
1
From, Steven
1
Gao, Xiangyun
1
Guidolin, Massimo
1
Guo, Na
1
Guo, Sui
1
Guo, Xun-xiang
1
Haslett, Stephen
1
Hassan, A. F. M. Kamrul
1
Ji, Qiang
1
Kokonendji, Célestin
1
Kokonendji, Célestin C.
1
Konno, Yoshihiko
1
Kubokawa, Tatsuya
1
Kwok, Yue-Kuen
1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Centre for Development Economics, Delhi School of Economics
2
eSocialSciences
1
Published in...
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MPRA Paper
4
Annals of the Institute of Statistical Mathematics
3
International Journal of Energy Economics and Policy : IJEEP
2
International journal of financial engineering
2
Journal of East Asian economic integration
2
Statistics & Probability Letters
2
Working papers / Centre for Development Economics, Delhi School of Economics
2
Annals of financial economics
1
Applied Economics Quarterly (formerly: Konjunkturpolitik)
1
Applied economics
1
Computational economics
1
Discussion paper / Statistics Netherlands
1
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
1
Education Economics
1
Energy
1
International Journal of Housing Markets and Analysis
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal for Economic Forecasting
1
Journal of Economic Development
1
Journal of econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance and economics
1
Statistical Methods and Applications
1
Statistical Papers / Springer
1
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
1
Theoretical and Applied Economics
1
Working Papers / eSocialSciences
1
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RePEc
21
ECONIS (ZBW)
18
BASE
2
Other ZBW resources
1
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1
Precious metals and oil price dynamics
Mohamed, Abdulrazak Nur
;
Mohamed, Idiris Sid Ali
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 119-128
Persistent link: https://www.econbiz.de/10014430786
Saved in:
2
Valuations of
generalized
variance
swaps under the jump-diffusion model with stochastic liquidity risk
Wang, Ke
;
Guo, Xun-xiang
;
Zhang, Hong-yu
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014581051
Saved in:
3
Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels
Das, Sumonkanti
;
Brakel, Jan A. van den
;
Boonstra, Harm Jan
-
2021
Persistent link: https://www.econbiz.de/10012595573
Saved in:
4
Analyzing the connectedness between crude oil and petroleum products : evidence from USA
Tiwari, Aviral Kumar
;
Suleman, Muhammad Tahir
;
Ullah, Subhan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2278-2347
Persistent link: https://www.econbiz.de/10014327520
Saved in:
5
Investor sentiment contagion and network connectedness : evidence from China and other international stock markets
Liu, Yandi
;
Zhang, Jun
;
Guo, Na
;
Liu, Jingshan
- In:
The Manchester School
91
(
2023
)
6
,
pp. 587-613
Persistent link: https://www.econbiz.de/10014427574
Saved in:
6
The impacts of global liquidity on international housing prices
Chien, Mei-Se
;
Liu, Shu-Bing
- In:
International Journal of Housing Markets and Analysis
16
(
2022
)
2
,
pp. 354-373
prices in both advanced and developing economies, and generalized impulse response function (GIRF) and
generalized
variance
…
Persistent link: https://www.econbiz.de/10014778296
Saved in:
7
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
Saved in:
8
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Sun, Qingru
;
Gao, Xiangyun
;
An, Haizhong
;
Guo, Sui
; …
- In:
International review of financial analysis
73
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803729
Saved in:
9
Multi-asset
generalized
variance
swaps in Barndorff-Nielsen and Shephard model
Biswas, Subhojit
;
Mukherjee, Diganta
;
SenGupta, Indranil
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012603783
Saved in:
10
Is there convergence and causality between the drivers of energy-related carbon dioxide emissions among the Portuguese tourism industry?
Moutinho, Victor Ferreira
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 828-840
Persistent link: https://www.econbiz.de/10011456146
Saved in:
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