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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Jawadi, Fredj"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Theory"
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Schätzung
Theorie
68
Theory
68
Volatility
27
Volatilität
27
Estimation
22
Forecasting model
16
Prognoseverfahren
16
Capital income
14
Kapitaleinkommen
14
Time series analysis
13
USA
13
United States
13
Zeitreihenanalyse
13
Financial market
12
Finanzmarkt
12
Welt
12
World
12
Exchange rate
10
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10
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9
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9
Börsenkurs
9
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7
Estimation theory
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Article
22
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Article in journal
Lehrbuch
Aufsatz in Zeitschrift
22
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
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11
Aufsatz im Buch
2
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English
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Bollerslev, Tim
Jawadi, Fredj
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Engsted, Tom
13
Peel, David
13
Tsionas, Efthymios G.
13
Apergēs, Nikolaos
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Koopman, Siem Jan
12
MacDonald, Ronald
12
Blundell, Richard W.
11
Chan, Joshua
11
Koop, Gary
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Taylor, Mark P.
11
Tzavalis, Elias
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Franses, Philip Hans
10
Marcellino, Massimiliano
10
McMillen, Daniel P.
10
Narayan, Paresh Kumar
10
Pierdzioch, Christian
10
Tiwari, Aviral Kumar
10
Berg, Gerard J. van den
9
Bleaney, Michael F.
9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric reviews
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of finance : the journal of the American Finance Association
2
Applied economics
1
Economic modelling
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of international money and finance
1
Review of quantitative finance and accounting
1
Revue d'économie politique
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
22
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1
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22
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1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
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:
4
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
5
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
6
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
7
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
8
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
9
Recent topics in applied financial economics
Jawadi, Fredj
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3613-3616
Persistent link: https://www.econbiz.de/10011293492
Saved in:
10
The relationship between consumption and wealth : a quantile regression approach
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Revue d'économie politique
124
(
2014
)
4
,
pp. 639-652
Persistent link: https://www.econbiz.de/10010486433
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