//--> //--> //--> //-->
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"
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
Using COGARCH-filtered volatil...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
727
Schätzung
723
Theorie
356
Theory
356
Volatility
257
Volatilität
257
Estimation theory
159
Schätztheorie
159
Cointegration
158
Kointegration
158
Time series analysis
129
USA
129
United States
129
Zeitreihenanalyse
129
ARCH model
114
ARCH-Modell
114
Welt
113
World
113
Panel
103
Panel study
103
VAR model
83
VAR-Modell
83
Börsenkurs
77
Share price
77
Business cycle
76
Konjunktur
76
Capital income
75
Kapitaleinkommen
75
Schock
74
Shock
74
Inflation
69
Economic growth
67
Forecasting model
67
Prognoseverfahren
67
Wirtschaftswachstum
67
Risiko
62
Risk
62
Geldpolitik
59
Monetary policy
59
Impact assessment
48
more ...
less ...
Online availability
All
Undetermined
527
Free
37
Type of publication
All
Article
1,108
Type of publication (narrower categories)
All
Article in journal
1,091
Aufsatz in Zeitschrift
1,091
Language
All
English
1,107
Undetermined
1
Author
All
Gupta, Rangan
10
Shin, Dong-wan
7
Bahmani-Oskooee, Mohsen
6
Spagnolo, Nicola
6
Caraiani, Petre
5
Krämer, Walter
5
Thornton, John
5
Tu, Yundong
5
Westerlund, Joakim
5
Österholm, Pär
5
Demirer, Rıza
4
Dimitrakopoulos, Stefanos
4
Egger, Peter
4
Hwang, Y.
4
Kapetanios, George
4
Karanasos, Menelaos
4
Lee, Jim
4
Lütkepohl, Helmut
4
Pittis, Nikitas
4
Sheng, Xin
4
Stengos, Thanasēs
4
Antonakakis, Nikolaos
3
Apergēs, Nikolaos
3
Blomkvist, Magnus
3
Boucher, Christophe
3
Caggiano, Giovanni
3
Cepni, Oguzhan
3
Christou, Christina
3
Conrad, Christian
3
Fountas, Stilianos
3
Geishecker, Ingo
3
Grobys, Klaus
3
Guérin, Pierre
3
Görg, Holger
3
Henderson, Daniel J.
3
Hwang, Eunju
3
Iglesias, Emma M.
3
Kumbhakar, Subal
3
Lee, Oesook
3
Malikov, Emir
3
more ...
less ...
Published in...
All
Economics letters
Discussion paper series / IZA
3,052
Working paper / National Bureau of Economic Research, Inc.
2,971
NBER working paper series
2,740
NBER Working Paper
2,497
Applied economics
2,280
Discussion paper / Centre for Economic Policy Research
1,624
IZA Discussion Papers
1,586
CESifo working papers
1,576
Applied economics letters
1,481
IZA Discussion Paper
1,305
Economic modelling
1,245
Energy economics
1,220
Working paper
1,187
Finance research letters
1,000
Journal of econometrics
941
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
870
International review of economics & finance : IREF
802
Discussion paper
800
Journal of banking & finance
794
CESifo Working Paper
753
International review of financial analysis
711
Applied financial economics
707
Journal of international money and finance
687
Discussion paper / Tinbergen Institute
642
MPRA Paper
604
International Journal of Energy Economics and Policy : IJEEP
587
ZEW discussion papers
574
The North American journal of economics and finance : a journal of financial economics studies
566
CESifo Working Paper Series
565
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
529
The journal of futures markets
528
Research in international business and finance
509
Discussion papers / CEPR
505
Working Paper
497
Journal of international financial markets, institutions & money
478
Journal of empirical finance
476
IMF working papers
475
ZEW Discussion Papers
470
Journal of applied econometrics
457
more ...
less ...
Source
All
ECONIS (ZBW)
1,108
Showing
1
-
10
of
1,108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
2
Missing mean does no harm to
volatility
!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
3
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
4
Periodically collapsing Evans bubbles and stock-price
volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
5
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
Saved in:
6
Liquidity matters after all : asymmetric news and stock market
volatility
before and after the global financial crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics letters
127
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011382870
Saved in:
7
Comparative forecasting performance of symmetric and asymmetric conditional
volatility
models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
Saved in:
8
Stock market
volatility
and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
9
Crude oil price
volatility
and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
10
DSGE Models with observation-driven time-varying
volatility
Angelini, Giovanni
;
Gorgi, Paolo
- In:
Economics letters
171
(
2018
),
pp. 169-171
Persistent link: https://www.econbiz.de/10012021819
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...
//-->