//--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Karanasos, Menelaos"
~person:"Wang, Yudong"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Estimation
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Schätzung
4
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Zeitreihenanalyse
2
forecasting
2
Ölpreis
2
Aktienmarkt
1
Asymmetric power ARCH
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Certainty equivalent return
1
Convergence
1
Convergence criteria
1
Correlation
1
Crude oil
1
Dynamic portfolio allocation
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Euro area
1
European Monetary Union
1
Eurozone
1
Forecast
1
Forecasting
1
Fractional integration
1
Industrialized countries
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Karanasos, Menelaos
Wang, Yudong
Clements, Michael P.
10
Leybourne, Stephen James
10
Phillips, Peter C. B.
9
Franses, Philip Hans
8
Koop, Gary
8
Brooks, Chris
6
García-Ferrer, Antonio
6
Hall, Stephen G.
6
Harvey, David I.
6
Magnus, Jan R.
6
Taylor, Robert
6
Chen, Cathy W. S.
5
Gouriéroux, Christian
5
Hendry, David F.
5
Kapetanios, George
5
Koopman, Siem Jan
5
Marcellino, Massimiliano
5
Sermpinis, Georgios
5
Baillie, Richard
4
Caporin, Massimiliano
4
Granger, C. W. J.
4
Gupta, Rangan
4
Herwartz, Helmut
4
Hsu, Yu-Chin
4
Härdle, Wolfgang
4
Karathanasopoulos, Andreas
4
Lee, Jack C.
4
Newbold, Paul
4
Perron, Pierre
4
Proietti, Tommaso
4
Ravishanker, Nalini
4
Saikkonen, Pentti
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Tavlas, George S.
4
Taylor, James W.
4
Timmermann, Allan
4
Tzavalis, Elias
4
Abrevaya, Jason
3
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of forecasting
The econometrics journal
Discussion papers in economics
6
Energy economics
6
Essays on financial time series models
3
Economics letters
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Quantitative finance
2
Applied financial economics
1
Cardiff economics working papers
1
Computational economics
1
Discussion Paper Series
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Econometric theory
1
Economic modelling
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial markets
1
KOF Working Papers
1
KOF working papers
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
University of Heidelberg Department of Economics Discussion Paper
1
Working paper series
1
Working papers / Brandeis University, Department of Economics and International Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
2
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
3
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
4
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
5
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
6
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->