//--> //--> //-->
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
subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Feng, Yun"
~person:"Huang, Zhuo"
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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Estimation
4
Schätzung
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Realized GARCH
2
Theorie
2
Theory
2
Ansteckungseffekt
1
Asymmetric contagion
1
Capital income
1
China
1
Contagion effect
1
Currency derivative
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Forward exchange rates
1
Geldpolitik
1
Geldpolitische Transmission
1
Gram-Charlier expansion
1
HAR
1
Jump risk
1
Jumps in interest rates
1
Kalman filter methodology
1
Kapitaleinkommen
1
Long memory
1
Markov Chain Monte Carlo (MCMC) algorithm
1
Markov chain
1
Markov-Kette
1
Method of moments
1
Momentenmethode
1
Monetary policy
1
Monetary policy transmission
1
Monetary transmission
1
Monte Carlo simulation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Feng, Yun
Huang, Zhuo
McAleer, Michael
14
Mumtaz, Haroon
11
Belke, Ansgar
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Chang, Chia-Lin
4
Erdemlioglu, Deniz
3
Escribano, Álvaro
3
Kaufmann, Sylvia
3
Morana, Claudio
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
Österholm, Pär
3
Ajevskis, Viktors
2
Allen, David E.
2
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Asai, Manabu
2
Bekiros, Stelios
2
Blazsek, Szabolcs
2
Chen, Shyh-wei
2
Crespo Cuaresma, Jesús
2
Cross, Jamie
2
Gatfaoui, Hayette
2
Gourier, Elise
2
Gupta, Rangan
2
Hewings, Geoffrey
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Kapetanios, George
2
Karlsson, Sune
2
Kiani, Khurshid M.
2
Kiss, Tamás
2
Klose, Jens
2
Kugler, Peter
2
Kumar, Dilip
2
more ...
less ...
Published in...
All
Economic modelling
Working paper
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Finance research letters
1
Journal of applied econometrics
1
Journal of financial econometrics
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
4
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->