//--> //--> //-->
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 reviews"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Jawadi, Fredj"
~person:"Trede, Mark"
~subject:"Theorie"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Theory
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Schätzung
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Zustandsraummodell
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametrics
1
CC13
1
Capital income
1
Dirichlet process mixture
1
Forecasting
1
GARCH
1
Innovation diffusion
1
Innovationsdiffusion
1
Kalman filter
1
Kapitaleinkommen
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtlineare Regression
1
Nichtparametrisches Verfahren
1
Nonlinear regression
1
Nonparametric statistics
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Jawadi, Fredj
Trede, Mark
McAleer, Michael
7
Dunis, Christian
5
Asai, Manabu
4
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Taylor, Robert
3
Andersen, Torben
2
Başak, Suleyman
2
Bollerslev, Tim
2
Bordignon, Silvano
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Jing
2
Coutts, J. Andrew
2
Dumas, Bernard
2
Fleming, Jeff
2
Gouriéroux, Christian
2
Grossman, Sanford J.
2
Johnson, Timothy C.
2
Kanioura, Athina
2
Maasoumi, Esfandiar
2
Mills, Terence C.
2
Raddant, Matthias
2
Sermpinis, Georgios
2
Subrahmanyam, Avanidhar
2
Vivian, Andrew
2
Adrian, Tobias
1
Agapova, Anna
1
Aghion, Philippe
1
Ahmed, Sheraz
1
Alañón Pardo, Ángel
1
Alfarano, Simone
1
Algaba, Andres
1
Alghalith, Moawia
1
Alizadeh, Sassan
1
Ammann, Manuel
1
An, Byeong-Je
1
Anatolyev, Stanislav
1
more ...
less ...
Published in...
All
Econometric reviews
The European journal of finance
The journal of finance : the journal of the American Finance Association
Working papers series in theoretical and applied economics
2
Applied economics
1
Decision making and risk/return optimization in financial economics
1
Document de travail
1
Finance : revue de l'Association Française de Finance
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
2
Bayesian semiparametric multivariate stochastic
volatility
with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
3
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
4
Forecasting energy futures
volatility
with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->