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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Aktienmarkt"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"State space model"
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Aktienmarkt
Monte Carlo simulation
State space model
90
Zustandsraummodell
89
Time series analysis
49
Zeitreihenanalyse
49
Theorie
32
Theory
32
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31
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Abakah, Emmanuel Joel Aikins
2
Fulop, Andras
2
Li, Junye
2
Tiwari, Aviral Kumar
2
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1
Aloui, Chaker
1
Alsulami, Hamed Hamdan
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Applied economics
Journal of econometrics
Discussion paper / Tinbergen Institute
21
Economic modelling
17
Energy economics
11
International review of economics & finance : IREF
11
Computational economics
9
Finance research letters
9
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics letters
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
CAMA working paper series
6
Journal of risk and financial management : JRFM
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
Journal of applied econometrics
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The European journal of finance
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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
Macroeconomics and finance in emerging market economies
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
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IES working paper
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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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
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
5
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:
6
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
7
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
8
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
9
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
10
Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun
;
Wohar, Mark E.
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
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