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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
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Finance research letters
203
Applied economics
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Economic modelling
155
Journal of econometrics
147
International review of financial analysis
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Journal of empirical finance
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International review of economics & finance : IREF
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
114
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
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International journal of forecasting
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Journal of risk and financial management : JRFM
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Journal of forecasting
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Applied economics letters
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The European journal of finance
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The journal of futures markets
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Econometric theory
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Econometric Institute research papers
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Working paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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International journal of economics and financial issues : IJEFI
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Econometric reviews
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International journal of economics and finance
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Review of quantitative finance and accounting
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CREATES research paper
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Computational economics
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Journal of risk
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena
(
contributor
);
Tsurumi, Hiroki
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
Saved in:
2
Can GARCH models capture long-range dependence?
Maheu, John M.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003283982
Saved in:
3
Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
Saved in:
4
Forecasting stock market volatility with regime-switching GARCH models
Marcucci, Juri
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-53
Persistent link: https://www.econbiz.de/10003284325
Saved in:
5
Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos
(
contributor
);
Yao, Feng
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003558963
Saved in:
6
A switching
ARCH
model for German DAX index
Kaufmann, Sylvia
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003559162
Saved in:
7
Issues of aggregation over time of conditional heteroscedastic volatility models : what kind of diffusion do we recover?
Trifi, Amine
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003559185
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8
Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
Yang, Minxian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521860
Saved in:
9
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
10
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
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