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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:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"State space model"
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Aktienmarkt
Stochastischer Prozess
State space model
45
Zustandsraummodell
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Time series analysis
23
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23
Theorie
18
Theory
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14
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wavelets
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Wohar, Mark E.
2
Brzeszczyński, Janusz
1
Cuñado Eizaguirre, Juncal
1
Graham, M.
1
Gupta, Rangan
1
Huang, Yu-Fan
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Ibrahim, Boulis Maher
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Nikkinen, Jussi
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Power, David M.
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Rambaccussing, Dooruj
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Realdon, Marco
1
Stankov, Biljana
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Stefanović, Zoran
1
Su, Zhenhua
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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
18
Energy economics
13
International review of economics & finance : IREF
12
Journal of econometrics
12
Computational economics
9
Finance research letters
9
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
6
Applied economics letters
6
Econometric reviews
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Journal of risk and financial management : JRFM
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
Finance a úvěr
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of empirical finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Econometrics : open access journal
4
Economics letters
4
Emerging markets, finance and trade : EMFT
4
European journal of operational research : EJOR
4
Journal of international financial markets, institutions & money
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Macroeconomics and finance in emerging market economies
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Research in international business and finance
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Economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of time series econometrics
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Risks : open access journal
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The econometrics journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
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1
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
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
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
4
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:
5
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
6
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
7
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:
8
Gaussian models for Euro high grade government yields
Realdon, Marco
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
Saved in:
9
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
10
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
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