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:"Economics letters"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
~subject:"Volatility"
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
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Volatility
Börsenkurs
1
Capital income
1
Capital market returns
1
Estimation
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Oil market
1
Oil market shocks
1
Oil price
1
Schock
1
Schätzung
1
Share price
1
Shock
1
Stock returns
1
Time series analysis
1
Time-varying parameter VAR
1
USA
1
United States
1
VAR-Modell
1
Volatilität
1
Zeitreihenanalyse
1
Ölmarkt
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Marcellino, Massimiliano
Österholm, Pär
3
Cavicchioli, Maddalena
2
Dong, Yingjie
2
Hafner, Christian M.
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Krippner, Leo
2
Kurita, Takamitsu
2
Lütkepohl, Helmut
2
Tse, Yiu Kuen
2
Weber, Enzo
2
Xu, Ke-li
2
Ali, Faek Menla
1
Angelini, Giovanni
1
Ardia, David
1
Atak, Alev
1
Augustyniak, Maciej
1
Bariviera, Aurelio Fernández
1
Barrio Castro, Tomás del
1
Bertelsen, Kristoffer Pons
1
Bewley, Ronald A.
1
Borup, Daniel
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Burbidge, John B.
1
Camacho, Maximo
1
Camba-Méndez, Gonzalo
1
Caporale, Tony
1
Carnero, M. Angeles
1
Chan, Joshua
1
Chang, Chia-Lin
1
Cheah, Eng-Tuck
1
Chen, Wenjuan
1
Choi, Chi-young
1
Chuang, Hongwei
1
Chudik, Alexander
1
Demetrescu, Matei
1
Do, Hung Xuan
1
Dufays, Arnaud
1
more ...
less ...
Published in...
All
Economics letters
Discussion papers / CEPR
7
Federal Reserve Bank of Cleveland working paper series
5
Journal of econometrics
4
International journal of forecasting
3
Discussion paper / Centre for Economic Policy Research
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione / Banca d'Italia
2
Working paper
2
Discussion paper
1
EUI working paper
1
FRB of Cleveland Working Paper
1
Working paper series : working paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
