//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Volatility
662
Volatilität
660
Cointegration
430
Kointegration
424
Estimation
382
Schätzung
382
Theorie
377
Theory
377
Time series analysis
258
Zeitreihenanalyse
258
Estimation theory
219
Schätztheorie
219
ARCH model
186
ARCH-Modell
186
Share price
176
Capital income
149
Kapitaleinkommen
149
Stochastic process
149
Stochastischer Prozess
149
Forecasting model
126
Prognoseverfahren
126
Option pricing theory
115
Optionspreistheorie
115
Deutschland
108
USA
108
United States
108
Germany
107
Aktienmarkt
99
Stock market
99
VAR model
92
VAR-Modell
92
Welt
92
World
92
Arbeitsmarkt
90
Exchange rate
87
Labour market
87
Wechselkurs
87
Nichtparametrisches Verfahren
77
Nonparametric statistics
77
more ...
less ...
Online availability
All
Undetermined
117
Type of publication
All
Article
176
Type of publication (narrower categories)
All
Article in journal
176
Aufsatz in Zeitschrift
176
Language
All
English
176
Author
All
Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Kim, Donggyu
4
Bollerslev, Tim
3
Kumar, Dilip
3
Ma, Feng
3
Maheswaran, S.
3
Narayan, Paresh Kumar
3
Wang, Yazhen
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Christensen, Kim
2
Clinet, Simon
2
Francq, Christian
2
Gallant, A. Ronald
2
Gatfaoui, Hayette
2
Ghysels, Eric
2
Jayawardena, Nirodha I.
2
Li, Bin
2
Li, Xiao
2
Li, Yingying
2
Liesenfeld, Roman
2
Lin, Ling
2
McAleer, Michael
2
Min, Hong-ghi
2
Mykland, Per A.
2
Petitjean, Mikael
2
Potiron, Yoann
2
Roubaud, David
2
Salisu, Afees A.
2
Salvador, Enrique
2
Sharma, Susan Sunila
2
Shen, Dehua
2
Su, Jen-je
2
Todorova, Neda
2
Xiu, Dacheng
2
Yang, Xiye
2
Zakoïan, Jean-Michel
2
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
Finance research letters
234
International review of financial analysis
162
Energy economics
148
NBER working paper series
137
The North American journal of economics and finance : a journal of financial economics studies
137
International review of economics & finance : IREF
130
Working paper / National Bureau of Economic Research, Inc.
129
Journal of banking & finance
121
Applied economics
119
Research in international business and finance
111
Applied economics letters
101
Journal of empirical finance
98
NBER Working Paper
98
Journal of international financial markets, institutions & money
91
The journal of futures markets
85
Applied financial economics
84
Journal of risk and financial management : JRFM
79
Pacific-Basin finance journal
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Journal of financial economics
74
International Journal of Energy Economics and Policy : IJEEP
68
The European journal of finance
63
Working paper
60
Economics letters
59
CESifo working papers
57
Finance India : the quarterly journal of Indian Institute of Finance
55
Discussion paper / Centre for Economic Policy Research
54
Cogent economics & finance
53
The journal of finance : the journal of the American Finance Association
51
International journal of economics and financial issues : IJEFI
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Journal of financial markets
47
Review of quantitative finance and accounting
47
International journal of finance & economics : IJFE
46
Research paper series / Swiss Finance Institute
46
The review of financial studies
44
International journal of economics and finance
43
more ...
less ...
Source
All
ECONIS (ZBW)
176
Showing
1
-
10
of
176
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
2
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
Economic modelling
37
(
2014
),
pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
Saved in:
3
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
4
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
5
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
6
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
7
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
9
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
10
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->