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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"VAR-Modell"
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EU-Staaten
Volatility
VAR-Modell
Estimation
197
Schätzung
197
Theorie
78
Theory
78
Time series analysis
60
Zeitreihenanalyse
60
Volatilität
42
Estimation theory
33
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33
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30
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Chevallier, Julien
2
Fabozzi, Frank J.
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Fazzari, Steven M.
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Jawadi, Fredj
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
246
Economic modelling
238
CESifo working papers
218
Energy economics
189
Working paper
163
International review of economics & finance : IREF
159
Applied economics letters
152
Discussion paper / Centre for Economic Policy Research
151
Finance research letters
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
139
Journal of international money and finance
129
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
127
Journal of econometrics
120
International review of financial analysis
118
Discussion paper series / IZA
112
Journal of banking & finance
112
Working paper series / European Central Bank
111
Working paper / National Bureau of Economic Research, Inc.
109
NBER working paper series
108
NBER Working Paper
100
Discussion paper / Tinbergen Institute
95
Discussion paper
94
Journal of empirical finance
94
Journal of international financial markets, institutions & money
89
Applied financial economics
87
Research in international business and finance
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of economic dynamics & control
72
International journal of finance & economics : IJFE
69
Journal of risk and financial management : JRFM
68
Discussion papers / Deutsches Institut für Wirtschaftsforschung
66
Journal of macroeconomics
66
The European journal of finance
65
Discussion papers / CEPR
64
ECB Working Paper
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The journal of futures markets
63
International journal of forecasting
62
CAMA working paper series
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ECONIS (ZBW)
66
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11
Dynamics between the budget deficit and the government debt in the United States : a nonlinear analysis
Ahmed, Haydory Akbar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 93-109
Persistent link: https://www.econbiz.de/10012594179
Saved in:
12
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:
13
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
14
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:
15
Risk shocks with time-varying higher moments
Dorofeenko, Victor
;
Lee, Gabriel S.
;
Salyer, Kevin Duff
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198643
Saved in:
16
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
Saved in:
17
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
18
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
19
The nonlinear effects of uncertainty shocks
Jackson, Laura
;
Kliesen, Kevin L.
;
Owyang, Michael T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299603
Saved in:
20
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
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