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:"Review of world economics"
~person:"Nielsen, Morten Ørregaard"
~person:"Rodriguez, Gabriel"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
5
Volatilität
5
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Zeitreihenanalyse
3
Estimation
2
Model comparison
2
Peru
2
Peruvian economy
2
Schätzung
2
Stochastic volatility
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Bergbau
1
Bid-ask spread
1
Business cycle
1
Capital income
1
Commodity price
1
Commodity prices long memory
1
External shocks
1
Geld-Brief-Spanne
1
Impact assessment
1
Kapitaleinkommen
1
Konjunktur
1
Macroeconometrics
1
Macroeconomic fluctuations
1
Makroökonometrie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Mining
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Nielsen, Morten Ørregaard
Rodriguez, Gabriel
Sucarrat, Genaro
Santucci de Magistris, Paolo
2
Abergel, Frédéric
1
Alvaro, Dennis
1
Amado, Cristina
1
Ball, Clifford A.
1
Bee, Marco
1
Benavides, Guillermo
1
Bohn Nielsen, Heino
1
Boudt, Kris
1
Brooks, Robert
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Cassola, Nuno
1
Chambers, Marcus J.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Christensen, Bent Jesper
1
Chávez, Paulo
1
Cipollini, Andrea
1
Creel, Michael D.
1
Croux, Christophe
1
Dark, Jonathan
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Donaldson, R. Glen
1
Dong, Yingjie
1
Doshi, Hitesh
1
Dupuis, Debbie J.
1
Enders, Walter
1
Fang, Tong
1
Filis, George
1
Gallegati, Marco
1
Grassi, Stefano
1
Guillén, Ángel
1
Hao, Hong-Xia
1
Harvey, David I.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Review of world economics
Documento de trabajo
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
International journal of forecasting
2
Queen's Economics Department working paper
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion papers / UCL, Département des Sciences Economiques
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Energy economics
1
International journal of monetary economics and finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
2
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Review of world economics
153
(
2017
)
1
,
pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
Saved in:
3
Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
2
,
pp. 505-544
Persistent link: https://www.econbiz.de/10014308071
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
