//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Nonparametric statistics"
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
ARCH-Modell
Nonparametric statistics
Estimation
197
Schätzung
197
Theorie
78
Theory
78
Time series analysis
60
Zeitreihenanalyse
60
Volatilität
42
Estimation theory
33
Schätztheorie
33
USA
33
United States
33
Cointegration
30
Kointegration
30
Capital income
29
Kapitaleinkommen
29
Nichtlineare Regression
29
Nonlinear regression
29
ARCH model
25
Geldpolitik
25
Monetary policy
25
Markov chain
23
Markov-Kette
23
VAR model
23
VAR-Modell
23
Regression analysis
19
Regressionsanalyse
19
Business cycle
18
Konjunktur
18
Börsenkurs
17
Share price
17
Bayes-Statistik
16
Bayesian inference
16
Forecasting model
15
Inflation
15
Prognoseverfahren
15
Nichtparametrisches Verfahren
14
Yield curve
13
more ...
less ...
Online availability
All
Undetermined
62
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Chevallier, Julien
2
Fabozzi, Frank J.
2
Kaufmann, Sylvia
2
Račev, Svetlozar T.
2
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Banerjee, Anurag Narayan
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Bekiros, Stelios
1
Belaire-Franch, Jorge
1
Blazsek, Szabolcs
1
Bouaddi, Mohammed
1
Broto, Carmen
1
Bu, Ruijun
1
Bäurle, Gregor
1
Bökemeier, Bettina
1
Cassou, Steven Peter
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Choi, Seungmoon
1
Chuffart, Thomas
1
Chung, Huimin
1
Chung, Y. Peter
1
Clements, Adam
1
Contreras, Dulce
1
Dhaoui, Abderrazak
1
Dimpfl, Thomas
1
Donfack, Morvan Nongni
1
Dueker, Michael
1
Dufays, Arnaud
1
Feindt, Michael
1
Flachaire, Emmanuel
1
Ftiti, Zied
1
Funke, Michael
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
233
Economic modelling
213
Journal of econometrics
201
CESifo working papers
184
Energy economics
183
Applied economics letters
162
International review of economics & finance : IREF
154
Finance research letters
147
Working paper
136
Discussion paper series / IZA
135
Discussion paper / Centre for Economic Policy Research
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economics letters
122
International review of financial analysis
120
The North American journal of economics and finance : a journal of financial economics studies
119
Journal of banking & finance
112
Discussion paper / Tinbergen Institute
109
Journal of international money and finance
108
NBER working paper series
103
Journal of empirical finance
102
Working paper / National Bureau of Economic Research, Inc.
101
Journal of international financial markets, institutions & money
94
NBER Working Paper
94
Working paper series / European Central Bank
94
Applied financial economics
93
Discussion paper
88
Research in international business and finance
83
Journal of risk and financial management : JRFM
72
The journal of futures markets
71
The European journal of finance
70
International journal of finance & economics : IJFE
66
IZA Discussion Paper
63
International journal of forecasting
63
Journal of applied econometrics
58
SFB 649 discussion paper
58
ECB Working Paper
55
Discussion papers / Deutsches Institut für Wirtschaftsforschung
53
ZEW discussion papers
53
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
7
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
8
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
9
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
10
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->