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Search: subject:"Multiplicative-error model"
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Schätzung
26
Theorie
26
multiplicative error model
26
Volatility
25
Estimation
22
Volatilität
22
Theory
20
Multiplicative Error Model
17
Multiplicative error model
15
ARCH model
10
ARCH-Modell
10
Finanzmarkt
9
Statistische Verteilung
9
copula
9
Spillover effect
8
Spillover-Effekt
8
Aktienmarkt
7
Estimation theory
7
Financial market
7
Schätztheorie
7
Statistical distribution
7
Stock market
7
Zeitreihenanalyse
7
Börsenkurs
6
DCC-GARCH
6
Financial crisis
6
Finanzkrise
6
Nichtparametrisches Verfahren
6
Prognoseverfahren
6
Time series analysis
6
USA
6
Forecasting model
5
Handelsvolumen der Börse
5
Share price
5
liquidity risk
5
realized volatility
5
trading processes
5
Excess Zeros
4
Geldpolitik
4
Market Microstructure
4
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Free
45
Undetermined
19
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Book / Working Paper
39
Article
31
Other
1
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25
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19
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9
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9
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2
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English
51
Undetermined
16
Italian
3
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1
Author
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Hautsch, Nikolaus
17
Gallo, Giampiero M.
12
Schienle, Melanie
8
Malec, Peter
7
Xu, Yongdeng
7
Bodnar, Taras
6
Lacava, Demetrio
5
Sentana, Enrique
5
Barigozzi, Matteo
4
Guan, Bo
4
Lu, Wenna
4
Mencía, Javier
4
Otranto, Edoardo
4
Veredas, David
4
Caporin, Massimiliano
3
Mazouz, Khelifa
3
Rossi, Eduardo
3
Scaffidi Domianello, Luca
3
Shephard, Neil
3
Sheppard, Kevin
3
Taylor, Nicholas
3
Brownlees, Christian
2
Brownlees, Christian T.
2
Cipollini, Fabrizio
2
Engle, Robert F.
2
Guo, Mingyuan
2
Härdle, Wolfgang Karl
2
Jochmans, Koen
2
Kawakatsu, Hiroyuki
2
Li, Shuo
2
Mihoci, Andrija
2
Schmidt, Rafael
2
Schmieder, Christian
2
Wang, Xu
2
Amendola, Adalgiso
1
Azevedo, Luis Fernando Pereira
1
Candila, V.
1
Chan, Felix
1
Chen, Hua
1
Chen, Wen-Chin
1
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
5
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Center for Financial Studies
3
C.E.P.R. Discussion Papers
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Department of Economics, Oxford University
1
Deutsche Bundesbank
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Economics Group, Nuffield College, University of Oxford
1
Finance Research Centre, Oxford University
1
School of Economics and Management, University of Aarhus
1
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Econometrics Working Papers Archive
5
Journal of econometrics
4
SFB 649 Discussion Paper
4
SFB 649 Discussion Papers
4
Working papers
4
CFS Working Paper
3
CFS Working Paper Series
3
Economics letters
3
Cardiff Economics Working Papers
2
Cardiff economics working papers
2
Energy economics
2
Journal of forecasting
2
"Marco Fanno" Working Papers
1
Applied economics letters
1
Bulletin of economic research
1
CEPR Discussion Papers
1
CFS working paper series
1
CREATES Research Papers
1
China Finance Review International
1
China finance review international
1
Discussion Paper Series 2
1
Discussion Paper Series 2: Banking and Financial Studies
1
Documentos de trabajo / Banco de España
1
Econometric reviews
1
Econometrics
1
Econometrics : open access journal
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Series Working Papers / Department of Economics, Oxford University
1
International review of financial analysis
1
Journal of Econometrics
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Mathematics and Computers in Simulation (MATCOM)
1
Multinational Finance Journal
1
OFRC Working Papers Series
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Revista Brasileira de Finanças : RBFin
1
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ECONIS (ZBW)
34
RePEc
23
EconStor
12
BASE
1
Other ZBW resources
1
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
3
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
;
Weidner, Martin
-
2021
-
This version: October 29, 2021
Persistent link: https://www.econbiz.de/10012698513
Saved in:
4
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
-
2023
This study uses the
Multiplicative
Error
Model
(MEM) to explore asymmetric volatility spillovers between crude oil and …
Persistent link: https://www.econbiz.de/10014480566
Saved in:
5
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
6
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
-
2023
This study uses the
Multiplicative
Error
Model
(MEM) to explore asymmetric volatility spillovers between crude oil and …
Persistent link: https://www.econbiz.de/10014433363
Saved in:
7
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
8
Volatility spillovers during the Chinese stock market crisis : a MEM-based approach
Chen, Hua
;
Tarzia, Domenico
;
Vittorino, Giovanni
; …
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014233795
Saved in:
9
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442037
Saved in:
10
Doubly multiplicative error models with long- and short-run components
Amendola, Adalgiso
;
Candila, V.
;
Cipollini, F.
;
Gallo, …
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014528556
Saved in:
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