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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Aktienmarkt"
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Search: subject_exact:"State space model"
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Aktienmarkt
State space model
168
Zustandsraummodell
167
Time series analysis
87
Zeitreihenanalyse
87
Estimation
61
Schätzung
61
Theorie
58
Theory
58
Volatility
33
Volatilität
33
Forecasting model
25
Kalman filter
25
Prognoseverfahren
25
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22
Schätztheorie
22
Bayes-Statistik
21
Bayesian inference
21
Stock market
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Business cycle
19
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19
Correlation
17
Korrelation
17
Börsenkurs
16
Share price
16
Stochastic process
15
Stochastischer Prozess
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Wavelets
15
Capital income
12
Exchange rate
12
Inflation
12
Kapitaleinkommen
12
Markov chain
12
Markov-Kette
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Oil price
12
VAR model
12
VAR-Modell
12
Wechselkurs
12
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12
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English
21
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Tiwari, Aviral Kumar
4
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Dewandaru, Ginanjar
2
Mansur Masih
2
Masih, Rumi
2
Alaoui, Abdelkader O. el
1
Alhothuali, Mohammad S.
1
Alsulami, Hamed Hamdan
1
Appiah, Kingsley Opoku
1
Arouri, Mohamed
1
Asutay, Mehmet
1
Benhmad, François
1
Bhanja, Niyati
1
Boubaker, Heni
1
Dar, Arif Billah
1
Hkiri, Besma
1
Jena, Sangram Keshari
1
Jiang, Yonghong
1
Kong, Xianli
1
Li, Rong
1
Li, Shuxian
1
Li, Sufang
1
Lin, Ling
1
Liu, Xi-Hua
1
Ma, Jun
1
Martín-Barragán, Belén
1
Masih, Abdul Mansur M.
1
Masih, Mansur
1
McNevin, Bruce D.
1
Mitra, Subrata Kumar
1
Monginsidi, Joe Yohanes
1
Nautiyal, Neeraj
1
Nguyen, Duc Khuong
1
Nie, He
1
Nix, Joan
1
Obiyathulla Ismath Bacha
1
Pal, Debdatta
1
Phouphet Kyophilavong
1
Rahim, Adam Mohamed
1
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Applied economics
Economic modelling
Journal of econometrics
International review of economics & finance : IREF
11
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 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 European journal of 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
Working paper series
3
Annals of financial economics
2
Cogent business & management
2
Emerging markets review
2
Financial innovation : FIN
2
IES working paper
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
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ECONIS (ZBW)
21
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1
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
2
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
3
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
4
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Saved in:
5
Oil price and automobile stock return co-movement : a wavelet coherence analysis
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
76
(
2019
),
pp. 172-181
Persistent link: https://www.econbiz.de/10012198304
Saved in:
6
The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui
;
Liu, Xi-Hua
;
Kong, Xianli
- In:
Economic modelling
83
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
Saved in:
7
International stock market contagion : a CEEMDAN wavelet analysis
Zhou, Zhongbao
;
Lin, Ling
;
Li, Shuxian
- In:
Economic modelling
72
(
2018
),
pp. 333-352
Persistent link: https://www.econbiz.de/10012100382
Saved in:
8
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
9
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
10
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
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