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:"Econometric Institute research papers"
~isPartOf:"International journal of strategic property management"
~person:"Dijk, Herman K. van"
~person:"Hsieh, Tai-Lin"
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
Copyright in computer-readable...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
7
United States
7
Bayes-Statistik
4
Bayesian inference
4
VAR model
4
VAR-Modell
4
Aktienindex
3
Europa
3
Europe
3
Index derivative
3
Indexderivat
3
Stock index
3
Volatility
3
Volatilität
3
Capital market returns
2
Estimation
2
Index
2
Index number
2
Kapitalmarktrendite
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
1920-1940
1
Business cycle
1
Capital income
1
Cointegration
1
Einkommenshypothese
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Income hypothesis
1
Kapitaleinkommen
1
Kointegration
1
Konjunktur
1
Liquidity preference
1
Liquiditätspräferenz
1
Markov chain
1
Markov-Kette
1
Mehrgleichungsmodell
1
Modellierung
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Dijk, Herman K. van
Hsieh, Tai-Lin
McAleer, Michael
38
Chang, Chia-Lin
15
Asai, Manabu
9
Franses, Philip Hans
8
Paap, Richard
6
Hammoudeh, Shawkat
5
Allen, David E.
3
Bijwaard, Govert
3
Dijk, Dick van
3
Gupta, Rangan
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Singh, Abhay Kumar
3
Wong, Wing Keung
3
Dekker, Rommert
2
Heij, Christiaan
2
Hooi Hooi Lean
2
Huisman, Dennis
2
Satō, Kiyotaka
2
Tansuchat, Roengchai
2
Tsai, I-Chun
2
Zhang, Zhaoyong
2
André, Christophe
1
Apergēs, Nikolaos
1
Aree Wiboonpongse
1
Asperen, Eelco van
1
Bannouh, Karim
1
Boer, Paul M. C. de
1
Brito, Marisa P. de
1
Bruijn, Bert de
1
Bröcker, Johannes
1
Budai, Gabriella
1
Canonico, Paolo
1
Caporin, Massimiliano
1
Chang, Tsangyao
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Christen, Markus
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Published in...
All
Econometric Institute research papers
International journal of strategic property management
Discussion paper / Tinbergen Institute
16
Journal of applied econometrics
2
CAMA working paper series
1
CAMP working paper series
1
CORE discussion paper : DP
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Macroeconomic Research Group discussion paper series
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
1
Tinbergen Institute 13-090/III
1
Tinbergen Institute Discussion Paper 13-011/III
1
Working paper / Norges Bank
1
Working papers
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
Strachan, Rodney W.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484038
Saved in:
2
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
3
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
4
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
5
On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
Saved in:
6
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
7
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
