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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Econometric reviews"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technological forecasting & social change : an international journal"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chan, Joshua"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Lau, Chi Keung"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"Estimation"
~subject:"High-dimensional data"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Agudze, Komla M.
Andersen, Torben
Asai, Manabu
Bandi, Federico M.
Blasques, Francisco
Chan, Joshua
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Lau, Chi Keung
Pelger, Markus
Umar, Muhammad
10
Korotaev, Andrej Vitalʹevič
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McAleer, Michael
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Mirza, Nawazish
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Rizvi, Kumail Abbas
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Su, Chi-Wei
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Razzaq, Asif
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Su, Liangjun
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Tao, Ran
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Vuuren, Detlef P. van
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3
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3
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CESifo Forum
Econometric reviews
Environmental modeling & assessment
Journal of econometrics
Technological forecasting & social change : an international journal
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4
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4
International review of financial analysis
4
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2
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2
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1
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1
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1
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Eurasian business review
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1
International journal of finance & economics : IJFE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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Journal of time series econometrics
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Macroeconomic dynamics
1
NBER reporter online
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
A short note on integrated assessment modeling approaches : rejoinder to the review of "Making or breaking climate targets - the AMPERE study on staged accession scenarios for clim...
Kriegler, Elmar
;
Riahi, Keywan
;
Bauer, Nico
;
Schwanitz, …
- In:
Technological forecasting & social change : an …
99
(
2015
),
pp. 273-276
Persistent link: https://www.econbiz.de/10011524571
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2
Energy commodity and stock market interconnectedness : evidence from carbon emission trading system
Zhao, Zuoxiang
;
Lau, Chi Keung
;
Soliman, Alaa
;
Farhani, …
- In:
Technological forecasting & social change : an …
194
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014475853
Saved in:
3
Implications of cryptocurrency energy usage on climate change
Zhang, Dongna
;
Chen, Xihui Haviour
;
Lau, Chi Keung
;
Xu, Bing
- In:
Technological forecasting & social change : an …
187
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014329729
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4
Sovereign ESG and corporate investment : new insights from the United Kingdom
Zhang, Dongna
;
Zhao, Zuoxiang
;
Lau, Chi Keung
- In:
Technological forecasting & social change : an …
183
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013473355
Saved in:
5
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
7
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
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8
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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9
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Yabibal Mulualem …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
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10
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
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