//--> //--> //--> //-->
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
isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"State space model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
State space model
74
Zustandsraummodell
74
Time series analysis
33
Zeitreihenanalyse
33
Theorie
26
Theory
26
Estimation
23
Schätzung
23
Stock market
17
Volatility
17
Volatilität
17
Börsenkurs
13
Share price
13
Capital income
11
Kapitaleinkommen
11
USA
10
United States
10
Wavelet analysis
9
Markov chain
8
Markov-Kette
8
Stochastic process
8
Stochastischer Prozess
8
Correlation
7
Korrelation
7
Yield curve
7
Zinsstruktur
7
Causality analysis
5
EU countries
5
EU-Staaten
5
Estimation theory
5
Financial market
5
Finanzmarkt
5
Geldpolitik
5
Kausalanalyse
5
Monetary policy
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Schätztheorie
5
Spillover effect
5
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Language
All
English
17
Author
All
Gupta, Rangan
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Agyei, Samuel Kwaku
1
Al-Yahyaee, Khamis Hamed
1
Albulescu, Claudiu Tiberiu
1
Balcilar, Mehmet
1
Baruník, Jozef
1
Bossman, Ahmed
1
Brzeszczyński, Janusz
1
Chang, Tsangyao
1
Chen, Mei-Ping
1
Chen, Wei
1
Chen, Wen-Yi
1
Chen, Yu-Fen
1
Costa, Antonio
1
Cuñado Eizaguirre, Juncal
1
Dewandaru, Ginanjar
1
Ferrer, Román
1
Graham, M.
1
Gubareva, Mariya
1
Hkiri, Besma
1
Ibrahim, Boulis Maher
1
Jammazi, Rania
1
Jareño, Francisco
1
Kang, Sang Hoon
1
Kovačević, Jelena
1
Kočenda, Evžen
1
Li, Jingyu
1
Li, Xiao-Lin
1
Lin, Fu-Lai
1
Ma, Jun
1
Marsh, Terry Alan
1
Masih, Abdul Mansur M.
1
Masih, Rumi
1
Matos, Paulo
1
Mensi, Walid
1
Miller, Stephen M.
1
Mutascu, Mihai
1
Nikkinen, Jussi
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International review of economics & finance : IREF
The European journal of finance
Economic modelling
15
Energy economics
10
Finance research letters
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
Applied economics letters
6
The empirical economics letters : a monthly international journal of economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Computational economics
4
Emerging markets, finance and trade : EMFT
4
Finance a úvěr
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Macroeconomics and finance in emerging market economies
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic research
3
International journal of finance & economics : IJFE
3
Journal of empirical finance
3
Annals of financial economics
2
Cogent business & management
2
Emerging markets review
2
Financial innovation : FIN
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Financial Studies : open access journal
2
International journal of Islamic and Middle Eastern finance and management
2
International journal of emerging markets
2
International journal of managerial finance : IJMF
2
Investment management and financial innovations
2
Journal of East Asian economic integration
2
Journal of business economics and management
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Pacific-Basin finance journal
2
Quantitative finance and economics
2
Romanian journal of economic forecasting
2
Studies in economics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
3
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:
4
The Brazilian financial market reaction to COVID-19 : a wavelet analysis
Costa, Antonio
;
Silva, Cristiano da Costa da
;
Matos, Paulo
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 13-29
Persistent link: https://www.econbiz.de/10013542845
Saved in:
5
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
6
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
7
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
8
Fluctuations in the UK equity market : what drives stock returns?
Rambaccussing, Dooruj
;
Power, David M.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 499-516
Persistent link: https://www.econbiz.de/10012244343
Saved in:
9
Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Jammazi, Rania
;
Ferrer, Román
;
Jareño, Francisco
; …
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 453-483
Persistent link: https://www.econbiz.de/10011748513
Saved in:
10
Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets : evidence from the continuous wavelet analyses
Chen, Mei-Ping
;
Chen, Wen-Yi
;
Tseng, Tseng-Chan
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 484-498
Persistent link: https://www.econbiz.de/10011748685
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->