Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Theory"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Sectoral R&D intensity and Exc...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
Theory
Welt
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
BEKK
1
Bio
1
Börsenkurs
1
Capital market returns
1
Cointegration
1
DBEKK
1
ESDC
1
Estimation
1
GFC
1
Großbritannien
1
Kapitalmarktrendite
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Schock
1
Schätzung
1
Share price
1
Shock
1
Spillover effect
1
Spillover index
1
Spillover-Effekt
1
United Kingdom
1
VAR model
1
VAR-Modell
1
VECM impulse responses
1
Volatility impulse Response Functions (VIRF)
1
asymmetry
1
fuels time series cointegration
1
partial cointegration Markov-switching
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Koopman, Siem Jan
McAleer, Michael
Zhang, Yaojie
6
Ma, Feng
5
Tiwari, Aviral Kumar
5
Goutte, Stéphane
4
Kim, Jong-Min
4
Umar, Zaghum
4
Zhu, Huiming
4
Clements, Kenneth W.
3
Gubareva, Mariya
3
Jawadi, Fredj
3
Lan, Yihui
3
Liang, Chao
3
Roubaud, David
3
Taylor, Mark P.
3
Xu, Dinghai
3
Yoon, Seong-min
3
Abakah, Emmanuel Joel Aikins
2
Allen, David E.
2
Bollen, Bernard
2
Bouri, Elie
2
Chang, Hsu-Ling
2
Cheffou, Abdoulkarim Idi
2
Coronado, Semei
2
Dong, Kangyin
2
Fameliti, Stavroula P.
2
Fonseca, José da
2
Frijns, Bart
2
Guesmi, Khaled
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Hassan, Gazi M.
2
He, Mengxi
2
Hsu, Yuan-Teng
2
Huang, Alex
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Ignatieva, Ekaterina
2
Jung, Hojin
2
Kumar, Satish
2
Lee, Chien-chiang
2
more ...
less ...
Published in...
All
Applied economics
Discussion paper / Tinbergen Institute
80
Econometric Institute research papers
49
Working paper
29
Econometric reviews
11
Journal of econometrics
8
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometrics : open access journal
3
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Tinbergen Institute Discussion Paper
3
International journal of forecasting
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Computational economics
1
Contributions to economic analysis
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Economics letters
1
Economics of innovation and new technology
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
International journal of innovation and technology management
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
spillover and multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
