//--> //--> //--> //-->
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
~subject:"Volatility"
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
Testing causality between two...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
36,161
Estimation theory
35,534
Theorie
14,994
Theory
14,466
Kausalanalyse
11,505
Causality analysis
11,259
Schätzung
10,791
ARCH-Modell
10,617
Estimation
10,614
ARCH model
10,436
Zeitreihenanalyse
8,163
Volatilität
8,034
Time series analysis
8,030
Regressionsanalyse
4,568
Regression analysis
4,535
Prognoseverfahren
4,042
Forecasting model
3,981
Nichtparametrisches Verfahren
3,772
Börsenkurs
3,714
Nonparametric statistics
3,671
USA
3,656
Share price
3,655
Multivariate Analyse
3,614
United States
3,533
Kointegration
3,526
Cointegration
3,502
Kapitaleinkommen
3,377
Capital income
3,366
Multivariate analysis
3,335
Wirtschaftswachstum
3,087
Economic growth
3,055
Aktienmarkt
2,855
Stock market
2,831
Panel
2,619
Panel study
2,558
Welt
2,191
Statistische Verteilung
2,158
World
2,147
Statistical distribution
2,113
more ...
less ...
Online availability
All
Undetermined
2,792
Free
2,516
Type of publication
All
Article
5,605
Book / Working Paper
2,335
Type of publication (narrower categories)
All
Article in journal
5,426
Aufsatz in Zeitschrift
5,426
Graue Literatur
1,143
Non-commercial literature
1,143
Working Paper
1,118
Arbeitspapier
1,110
Aufsatz im Buch
178
Book section
178
Hochschulschrift
87
Thesis
66
Conference paper
30
Konferenzbeitrag
30
Collection of articles written by one author
26
Sammlung
26
Collection of articles of several authors
20
Sammelwerk
20
Aufsatzsammlung
8
Bibliografie enthalten
7
Bibliography included
7
Systematic review
7
Übersichtsarbeit
7
Forschungsbericht
5
Konferenzschrift
4
Amtsdruckschrift
2
Case study
2
Conference proceedings
2
Fallstudie
2
Government document
2
Article
1
Bibliografie
1
Diskette
1
Festschrift
1
Floppy disk
1
Handbook
1
Handbuch
1
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
7,883
German
34
Spanish
13
French
4
Portuguese
2
Czech
1
Italian
1
Polish
1
Romanian
1
Undetermined
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
135
Gupta, Rangan
83
Ma, Feng
67
Chang, Chia-Lin
66
Bouri, Elie
50
Kumar, Dilip
38
Koopman, Siem Jan
36
Zhang, Yaojie
35
Caporale, Guglielmo Maria
34
Bauwens, Luc
33
Hafner, Christian M.
33
Bollerslev, Tim
30
Diebold, Francis X.
30
Engle, Robert F.
30
Tiwari, Aviral Kumar
29
Andersen, Torben
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Teräsvirta, Timo
26
Herwartz, Helmut
25
McMillan, David G.
25
Wang, Yudong
25
Caporin, Massimiliano
24
Liang, Chao
24
Kang, Sang Hoon
23
Wei, Yu
23
Asai, Manabu
22
Serletis, Apostolos
22
Wu, Xinyu
22
Ghysels, Eric
21
Laurent, Sébastien
21
Molnár, Peter
21
Silvennoinen, Annastiina
21
Todorov, Viktor
21
Yoon, Seong-min
21
Chevallier, Julien
20
Conrad, Christian
20
Maheswaran, S.
20
Mensi, Walid
20
Rodriguez, Gabriel
20
more ...
less ...
Institution
All
National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
5
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
4
Rodney L. White Center for Financial Research
4
University of Canterbury / Dept. of Economics and Finance
4
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of St. Louis
2
Springer Fachmedien Wiesbaden
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
School of Economics and Finance <Brisbane>
1
more ...
less ...
Published in...
All
Energy economics
252
Finance research letters
175
Journal of econometrics
171
Economic modelling
126
International review of financial analysis
118
Applied economics
113
Journal of empirical finance
110
Research in international business and finance
110
The North American journal of economics and finance : a journal of financial economics studies
108
International review of economics & finance : IREF
103
Journal of international financial markets, institutions & money
78
Economics letters
76
Journal of risk and financial management : JRFM
76
Discussion paper / Tinbergen Institute
72
International journal of forecasting
70
Applied financial economics
65
Journal of banking & finance
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of forecasting
63
Applied economics letters
58
International Journal of Energy Economics and Policy : IJEEP
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
52
International journal of finance & economics : IJFE
49
The journal of futures markets
49
Working paper
48
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Econometric Institute research papers
42
Cogent economics & finance
39
Quantitative finance
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
International journal of economics and financial issues : IJEFI
38
International journal of economics and finance
35
Journal of financial econometrics
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Journal of international money and finance
32
Pacific-Basin finance journal
32
Computational economics
31
more ...
less ...
Source
All
ECONIS (ZBW)
7,927
EconStor
9
ArchiDok
2
RePEc
2
Showing
1
-
10
of
7,940
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of credit in the Great Moderation : a multivariate GARCH approach
Grydaki, Maria
;
Bezemer, Dirk Johan
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4615-4626
Persistent link: https://www.econbiz.de/10010248518
Saved in:
2
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
3
Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei
;
Martínez, José
;
Romero, Rafael
- In:
Applied economics
54
(
2022
)
34
,
pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854
Saved in:
4
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
5
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
6
Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia
;
Pierini, Andrea
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
Saved in:
7
Modeling price volatility linkages between corn and wheat : a multivariate GARCH estimation
Musunuru, Naveen
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10010532203
Saved in:
8
Bayesian inference methods for univariate and multivariate Garch models : a survey
Virbickaite, Audrone
;
Ausin, M. Concepción
;
Galeano, Pedro
- In:
Journal of economic surveys
29
(
2015
)
1
,
pp. 76-96
Persistent link: https://www.econbiz.de/10011381831
Saved in:
9
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
10
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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...
//-->