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Five contributions to economet...
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Time series analysis
265
Zeitreihenanalyse
265
ARCH model
155
ARCH-Modell
155
Estimation
143
Schätzung
143
Volatility
142
Volatilität
141
Theorie
135
Theory
135
Forecasting model
77
Prognoseverfahren
77
Börsenkurs
55
Share price
55
Aktienmarkt
54
Stock market
54
Capital income
52
Kapitaleinkommen
52
Estimation theory
47
Schätztheorie
47
Cointegration
46
Kointegration
46
State space model
40
Zustandsraummodell
40
Oil price
39
Ölpreis
39
Einheitswurzeltest
35
USA
35
Unit root test
35
United States
35
Welt
33
World
33
Business cycle
32
Konjunktur
32
Spillover effect
31
Spillover-Effekt
31
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30
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30
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30
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30
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411
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413
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English
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Todorova, Neda
5
Arouri, Mohamed
4
Huang, Zhuo
4
Jawadi, Fredj
4
Ma, Feng
4
Tiwari, Aviral Kumar
4
Xu, Weijun
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Gupta, Rangan
3
Iglesias, Emma M.
3
Kim, Jong-Min
3
Kumar, Dilip
3
Lahiani, Amine
3
Li, Yong
3
Liu, Jing
3
Moosa, Imad A.
3
Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Paradiso, Antonio
3
Sharma, Susan Sunila
3
Sun, Qi
3
Wang, Tianyi
3
Wang, Yudong
3
Yoon, Gawon
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Andrés, Antonio R.
2
Arbia, Giuseppe
2
Bahmani-Oskooee, Mohsen
2
Baruník, Jozef
2
Bekiros, Stelios
2
Belkhouja, Mustapha
2
Boutahar, Mohamed
2
Buncic, Daniel
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Kuang-liang
2
Chang, Tsangyao
2
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Economic modelling
Journal of econometrics
1,039
International journal of forecasting
645
Economics letters
578
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
487
Applied economics
484
Econometric theory
441
Energy economics
440
Discussion paper / Tinbergen Institute
426
Journal of forecasting
408
Econometric reviews
316
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
306
Applied economics letters
303
Working paper
280
IMF Working Papers
272
Finance research letters
261
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
260
NBER working paper series
245
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
221
Working paper / Department of Econometrics and Business Statistics, Monash University
216
Journal of empirical finance
214
Journal of applied econometrics
210
CREATES research paper
197
International review of financial analysis
196
International review of economics & finance : IREF
195
The North American journal of economics and finance : a journal of financial economics studies
184
CESifo working papers
182
Computational economics
176
Journal of banking & finance
174
Applied financial economics
173
Discussion paper
171
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
164
Research in international business and finance
158
The econometrics journal
156
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
155
Journal of economic dynamics & control
155
Journal of risk and financial management : JRFM
149
Discussion paper / Centre for Economic Policy Research
143
Journal of international financial markets, institutions & money
142
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ECONIS (ZBW)
413
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1
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
2
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
3
Testing extreme dependence in financial time series
Chaudhuri, Kausik
;
Sen, Rituparna
;
Tan, Zheng
- In:
Economic modelling
73
(
2018
),
pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
Saved in:
4
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
5
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
Saved in:
6
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
7
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
8
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
9
Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
52
(
2016
),
pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
Saved in:
10
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
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