//--> //--> //-->
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
~person:"Luo, Jiawen"
~subject:"Long memory"
~subject:"Structural breaks"
~subject:"Theory"
~type_genre:"Article in journal"
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
A multivariate long-memory mod...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Long memory
Structural breaks
Theory
ARCH model
3
ARCH-Modell
3
Structural break
3
Strukturbruch
3
Volatility
3
Volatilität
3
China
2
Commodity derivative
2
Rohstoffderivat
2
Theorie
2
Time series analysis
2
Zeitreihenanalyse
2
structural breaks
2
Agraraußenhandel
1
Agrarpreis
1
Agrarprodukt
1
Agricultural price
1
Agricultural product
1
Aktienmarkt
1
Asymmetric volatility
1
Börsenkurs
1
Capital income
1
Chinese futures markets
1
Commodity exchange
1
Commodity market
1
Crude oil futures
1
Derivat
1
Derivative
1
Erdöl
1
Estimation
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
International agricultural trade
1
Kapitaleinkommen
1
Markov chain
1
Markov process
1
Markov-Kette
1
Multivariate Analyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Luo, Jiawen
Gil-Alaña, Luis A.
41
Caporale, Guglielmo Maria
15
Malik, Farooq
10
Gupta, Rangan
8
Cuestas, Juan Carlos
7
Hammoudeh, Shawkat
6
Mensi, Walid
6
Ventosa-Santaulària, Daniel
5
Adekoya, Oluwasegun B.
4
Arčabić, Vladimir
4
Baharumshah, Ahmad Zubaidi
4
Balcilar, Mehmet
4
Castle, Jennifer
4
Chang, Chun Ping
4
Ewing, Bradley T.
4
Karanasos, Menelaos
4
Karoglou, Michail
4
Ketenci, Natalya Shevchik
4
Kumar, Dilip
4
Lee, Junsoo
4
Payne, James E.
4
Smith, Simon C.
4
Tiwari, Aviral Kumar
4
Abakah, Emmanuel Joel Aikins
3
Apergēs, Nikolaos
3
Aragón, Edilean Kleber da Silva Bejarano
3
Bassil, Charbel
3
Camarero Olivas, Mariam
3
Canarella, Giorgio
3
Carcel, Hector
3
Chen, Langnan
3
Garg, Bhavesh
3
Kang, Sang Hoon
3
Katrakilides, K.
3
Kurita, Takamitsu
3
Lee, Chien-chiang
3
Miller, Stephen M.
3
Monfort, Mercedes
3
Papapetrou, Evangelia
3
more ...
less ...
Published in...
All
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
Saved in:
2
Volatility dependences of stock markets with structural breaks
Luo, Jiawen
;
Chen, Langnan
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
Saved in:
3
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->