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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"State space model"
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Aktienmarkt
Business cycle
State space model
45
Zustandsraummodell
45
Time series analysis
23
Zeitreihenanalyse
23
Theorie
18
Theory
18
Estimation
14
Schätzung
14
Volatility
12
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12
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8
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wavelets
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wavelet
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Wohar, Mark E.
2
Bruzda, Joanna
1
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Graham, M.
1
Gupta, Rangan
1
Ibrahim, Boulis Maher
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In, Francis Haeuck
1
Kim, Sangbae
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Kovačević, Jelena
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Li, Mengheng
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Ma, Jun
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Mendieta-Muñoz, Ivan
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Nikkinen, Jussi
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Power, David M.
1
Rambaccussing, Dooruj
1
Stankov, Biljana
1
Stefanović, Zoran
1
Su, Zhenhua
1
Tiwari, Aviral Kumar
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Živkov, Dejan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
Economic modelling
24
Applied economics
13
International review of economics & finance : IREF
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Energy economics
11
Applied economics letters
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Journal of economic dynamics & control
7
Journal of macroeconomics
7
The empirical economics letters : a monthly international journal of economics
7
Computational economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Finance a úvěr
5
Economic research
4
Emerging markets, finance and trade : EMFT
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of international financial markets, institutions & money
4
Journal of quantitative economics
4
Journal of risk and financial management : JRFM
4
Macroeconomics and finance in emerging market economies
4
Quantitative finance and economics
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 systems
3
International journal of emerging markets
3
International journal of finance & economics : IJFE
3
Journal of Asian economics
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Journal of empirical finance
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Macroeconomic dynamics
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Pacific-Basin finance journal
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Annals of financial economics
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Baltic journal of economics
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Bulletin of economic research
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Central Bank review / Central Bank of the Republic of Turkey
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Cliometrica : journal of historical economics and econometric history
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ECONIS (ZBW)
9
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9
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1
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:
2
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
3
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:
4
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:
5
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
6
How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher
;
Brzeszczyński, Janusz
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 201-231
Persistent link: https://www.econbiz.de/10010462122
Saved in:
7
Sources of the stock price fluctuations in Chinese market
Su, Zhenhua
;
Ma, Jun
;
Wohar, Mark E.
- In:
The European journal of finance
20
(
2014
)
7/9
,
pp. 829-846
Persistent link: https://www.econbiz.de/10010462970
Saved in:
8
Co-movement of the Finnish and international stock markets : a wavelet analysis
Graham, M.
;
Nikkinen, Jussi
- In:
The European journal of finance
17
(
2011
)
5/6
,
pp. 409-425
Persistent link: https://www.econbiz.de/10009155387
Saved in:
9
The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae
(
contributor
);
In, Francis Haeuck
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
4
Persistent link: https://www.econbiz.de/10002004177
Saved in:
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