//--> //--> //--> //-->
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"
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
A comparison of tail behaviour...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,669
Theory
1,669
Estimation
832
Schätzung
831
Volatility
341
Volatilität
339
Börsenkurs
254
Share price
254
Geldpolitik
230
Monetary policy
230
Aktienmarkt
223
Stock market
223
Welt
221
World
221
Time series analysis
199
Zeitreihenanalyse
199
Economic growth
195
Wirtschaftswachstum
190
Capital income
189
Kapitaleinkommen
189
Forecasting model
164
Prognoseverfahren
164
Cointegration
159
Kointegration
158
China
142
EU countries
141
EU-Staaten
141
ARCH model
138
ARCH-Modell
138
United States
138
USA
137
Schock
130
Shock
130
Business cycle
129
Konjunktur
129
Panel
128
Panel study
128
Portfolio selection
127
Portfolio-Management
127
General equilibrium
115
more ...
less ...
Online availability
All
Undetermined
1,382
Free
21
Type of publication
All
Article
2,655
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2,658
Aufsatz in Zeitschrift
2,658
Conference paper
16
Konferenzbeitrag
16
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
2
Konferenzschrift
2
more ...
less ...
Language
All
English
2,658
Author
All
Afonso, Oscar
11
Anwar, Sajid
10
Arouri, Mohamed
10
Ma, Feng
9
Yang, Chunpeng
9
Caporale, Guglielmo Maria
8
Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
Lee, Chien-chiang
8
Narayan, Paresh Kumar
8
Zhang, Yaojie
8
Gupta, Rangan
7
Jawadi, Fredj
7
Minford, Patrick
7
Teulon, Frédéric
7
Zhang, Wei
7
Chen, Shyh-Wei
6
Gil-Alaña, Luis A.
6
Hall, Stephen G.
6
Hertel, Thomas W.
6
Nguyen, Duc Khuong
6
Pisani, Massimiliano
6
Prigent, Jean-Luc
6
Roubaud, David
6
Salisu, Afees A.
6
Sousa, Ricardo M.
6
Todorova, Neda
6
Balcilar, Mehmet
5
Belke, Ansgar
5
Chang, Tsangyao
5
Chevallier, Julien
5
Dufrénot, Gilles
5
Ftiti, Zied
5
Gupta, Manash Ranjan
5
Hur, Joonyoung
5
Kolasa, Marcin
5
Lahiri, Radhika
5
Li, Bin
5
Louhichi, Waël
5
Marjit, Sugata
5
more ...
less ...
Institution
All
International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
1
Published in...
All
Economic modelling
NBER working paper series
9,573
Working paper / National Bureau of Economic Research, Inc.
9,352
NBER Working Paper
8,642
Economics letters
6,071
Discussion paper / Centre for Economic Policy Research
5,876
European journal of operational research : EJOR
5,002
Discussion paper series / IZA
4,941
CESifo working papers
4,910
Working paper
3,604
Applied economics
3,521
Journal of economic theory
2,906
Discussion paper / Tinbergen Institute
2,817
The American economic review
2,685
IZA Discussion Paper
2,665
Journal of economic dynamics & control
2,633
IZA Discussion Papers
2,560
CESifo Working Paper
2,559
Journal of banking & finance
2,554
Applied economics letters
2,526
Journal of economic behavior & organization : JEBO
2,457
Discussion paper
2,446
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Europäische Hochschulschriften / 5
2,280
European economic review : EER
2,142
Journal of econometrics
2,126
CESifo Working Paper Series
2,070
SpringerLink / Bücher
2,038
International journal of production research
1,953
The economic journal : the journal of the Royal Economic Society
1,934
Energy economics
1,909
Journal of public economics
1,900
Finance research letters
1,876
Games and economic behavior
1,871
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,830
Discussion paper / Center for Economic Research, Tilburg University
1,815
Management science : journal of the Institute for Operations Research and the Management Sciences
1,761
International review of economics & finance : IREF
1,754
Discussion papers / CEPR
1,666
The journal of finance : the journal of the American Finance Association
1,665
more ...
less ...
Source
All
ECONIS (ZBW)
2,658
Showing
1
-
10
of
2,658
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
2
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
3
Realized skewness and the short-term predictability for aggregate stock market
volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
4
Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément
;
Rey, Serge
;
Viala, Jean-Renaud
- In:
Economic modelling
41
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
Saved in:
5
Forecasting stock market
volatility
: the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
6
Extremes, return level and identification of currency crises
Qin, Xiao
;
Liu, Liya
- In:
Economic modelling
37
(
2014
),
pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
Saved in:
7
Extreme value statistics and recurrence intervals of NYMEX energy futures
volatility
Xie, Wen-jie
;
Jiang, Zhi-qiang
;
Zhou, Wei-xing
- In:
Economic modelling
36
(
2014
),
pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
Saved in:
8
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:
9
Modeling the dependence structure between default risk premium, equity return
volatility
and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
10
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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...
//-->