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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
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EU-Staaten
Volatility
ARCH-Modell
Estimation
641
Schätzung
641
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173
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173
USA
132
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132
Volatilität
117
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McMillan, David G.
3
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Chevallier, Julien
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Applied financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
210
Economic modelling
200
CESifo working papers
174
Energy economics
162
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
138
Discussion paper / Centre for Economic Policy Research
128
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International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
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114
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ECONIS (ZBW)
145
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
3
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
7
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
8
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
9
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
10
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
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