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Search: subject:"multiplicative error"
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Theorie
36
Schätzung
30
Volatility
29
Volatilität
28
Theory
26
multiplicative error model
26
Estimation
25
Multiplicative Error Model
17
Multiplicative error model
15
Finanzmarkt
12
ARCH model
11
ARCH-Modell
11
Börsenkurs
11
Multiplicative Error Models
11
Financial market
10
Prognoseverfahren
10
Zeitreihenanalyse
10
copula
10
Spillover effect
9
Spillover-Effekt
9
Statistische Verteilung
9
Aktienmarkt
8
Forecasting model
8
Handelsvolumen der Börse
8
USA
8
Estimation theory
7
Schätztheorie
7
Share price
7
Statistical distribution
7
Stock market
7
forecasting
7
multiplicative error models
7
realized volatility
7
DCC-GARCH
6
Financial crisis
6
Finanzkrise
6
Multiplicative error models
6
Nichtparametrisches Verfahren
6
Time series analysis
6
Trading volume
6
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Free
70
Undetermined
22
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Book / Working Paper
64
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36
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1
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29
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28
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13
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13
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70
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6
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Hautsch, Nikolaus
26
Gallo, Giampiero M.
15
Schienle, Melanie
8
Malec, Peter
7
Mihoci, Andrija
7
Xu, Yongdeng
7
Bodnar, Taras
6
Otranto, Edoardo
6
Jeleskovic, Vahidin
5
Lacava, Demetrio
5
Sentana, Enrique
5
Barigozzi, Matteo
4
Guan, Bo
4
Härdle, Wolfgang Karl
4
Lu, Wenna
4
Mencía, Javier
4
Veredas, David
4
Brownlees, Christian T.
3
Caporin, Massimiliano
3
Cipollini, Fabrizio
3
Mazouz, Khelifa
3
Rossi, Eduardo
3
Scaffidi Domianello, Luca
3
Shephard, Neil
3
Sheppard, Kevin
3
Taylor, Nicholas
3
Ting, Christopher Hian-Ann
3
Velucchi, Margherita
3
Ahoniemi, Katja
2
Biewen, Elena
2
Brownlees, Christian
2
Engle, Robert F.
2
Engler, Markus
2
Gallo, Giampiero
2
Guo, Mingyuan
2
Harris, Richard D. F.
2
Jochmans, Koen
2
Kawakatsu, Hiroyuki
2
Lanne, Markku
2
Li, Shuo
2
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
10
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Center for Financial Studies
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
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
Institut für Angewandte Wirtschaftsforschung (IAW)
1
School of Economics and Management, University of Aarhus
1
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Econometrics Working Papers Archive
10
SFB 649 Discussion Paper
8
SFB 649 Discussion Papers
8
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4
CFS Working Paper Series
4
Journal of econometrics
4
Working papers
4
Economics letters
3
Cardiff Economics Working Papers
2
Cardiff economics working papers
2
Energy economics
2
Journal of forecasting
2
MPRA Paper
2
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1
Applied economics letters
1
Applied quantitative finance
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
Digital finance : smart data analytics, investment innovation, and financial technology
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
IAW Discussion Papers
1
IAW Diskussionspapiere
1
International review of financial analysis
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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
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ECONIS (ZBW)
42
RePEc
37
EconStor
19
BASE
2
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
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:
4
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:
5
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:
6
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:
7
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:
8
The incidence of spillover effects during the unconventional monetary policies era
Lacava, Demetrio
;
Scaffidi Domianello, Luca
- In:
Journal of Risk and Financial Management
14
(
2021
)
6
,
pp. 1-18
augment the Markov switching Asymmetric
Multiplicative
Error
Model (MS-AMEM) with exogenous variables to measure transmissions …
Persistent link: https://www.econbiz.de/10012611799
Saved in:
9
The incidence of spillover effects during the unconventional monetary policies era
Lacava, Demetrio
;
Scaffidi Domianello, Luca
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
6
,
pp. 1-18
augment the Markov switching Asymmetric
Multiplicative
Error
Model (MS-AMEM) with exogenous variables to measure transmissions …
Persistent link: https://www.econbiz.de/10012587787
Saved in:
10
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:
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