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Handbook of financial time series
9
Forecasting volatility in the financial markets
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Econometric analysis of financial and economic time series ; part a
7
Applied quantitative finance
5
Stock market volatility
5
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
5
Econometric analysis of financial and economic time series ; part B
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Robustness in econometrics
4
Contributions to financial econometrics : theoretical and practical issues
3
OPEC, oil prices and LNG
3
Risk management decisions and value under uncertainty
3
Advances in Management Research : Emerging Challenges and Trends
2
Asia-Pacific financial markets : integration, innovation and challenges
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
China's rise and internationalization : regional and global challenges and impacts
2
Contemporary issues in business economics and finance
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
East European transition and EU enlargement : a quantitative approach ; with 105 tables
2
Essays in nonlinear time series econometrics
2
Essays on Random Effects models and GARCH
2
Essays on financial models
2
Essays on financial time series models
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Fractal approaches for modeling financial assets and predicting crises
2
Handbook of economic forecasting ; Vol. 1
2
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
2
Handbook of research methods and applications in empirical finance
2
Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Maximum likelihood estimation of misspecified models : twenty years later
2
New directions in macromodelling
2
Operations research models in banking management
2
Papers in efficiency, effectiveness and international competitiveness
2
Progress in financial markets research
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Quantitative analysis in financial markets ; [Vol. 1]
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Quantitative financial risk management
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ECONIS (ZBW)
252
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1
Testing uncovered interest parity for structural breaks : a developing country perspective
Marinković, Srđan
;
Radović, Ognjen
;
Šević, Željko
- In:
Economic crisis, development and competitiveness in …
,
(pp. 121-137)
.
2016
Persistent link: https://www.econbiz.de/10011540909
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2
Stock prices and crude oil shocks : the case of GCC countries
Al-Maadid, Alanoud
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Handbook of frontier markets : evidence from Mittle …
,
(pp. 33-47)
.
2016
Persistent link: https://www.econbiz.de/10011549430
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3
Impact of US federal reserve policies on frontier markets
Orhan, Mehmet
;
Sabdenaliyev, B.
;
Oskenbayev, Y.
- In:
Handbook of frontier markets : evidence from Mittle …
,
(pp. 219-244)
.
2016
Persistent link: https://www.econbiz.de/10011549458
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4
Modeling and forecasting stock market volatility in frontier markets : evidence from four European and four African frontier markets
Kambouroudis, D. S.
- In:
Handbook of frontier markets : the African, European …
,
(pp. 39-54)
.
2016
Persistent link: https://www.econbiz.de/10011549507
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5
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
International money and finance
,
(pp. 115-126)
.
2016
Persistent link: https://www.econbiz.de/10011523576
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6
Evolutionary efficiency and distributive effects of inertia in cross-country life-satisfaction
Mishra, Tapas
;
Parhi, Mamata
;
Diebolt, Claude
-
2014
Persistent link: https://www.econbiz.de/10010491126
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7
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
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8
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
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9
Hedging asymmetric dependence
Hatherley, Anthony
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 110-132)
.
2018
Persistent link: https://www.econbiz.de/10011978506
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10
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
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