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~isPartOf:"International review of financial analysis"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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Aufsatz in Zeitschrift
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Alexeev, Vitali
1
Bird, Ron
1
Brooks, Robert
1
Caloia, Francesco Giuseppe
1
Chrétien, Stéphane
1
Cipollini, Andrea
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Coggins, Frank
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Wu, Eliza
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International review of financial analysis
Journal of econometrics
61
Economics letters
58
Journal of economic dynamics & control
42
International journal of forecasting
39
Economic modelling
35
Macroeconomic dynamics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of applied econometrics
28
Journal of monetary economics
28
Journal of forecasting
27
Applied economics
25
Journal of macroeconomics
25
Econometric reviews
22
Journal of international money and finance
21
Econometric theory
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Energy economics
15
European economic review : EER
15
Journal of international economics
14
Open economies review
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Journal of banking & finance
13
Oxford bulletin of economics and statistics
13
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Journal of money, credit and banking : JMCB
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
10
Econometrics : open access journal
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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International review of economics & finance : IREF
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International economic review
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Risks : open access journal
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1
Unravelling the credit market shocks and investment dynamics : a theoretical and empirical perspective
Zabavnik, Darja
;
Verbič, Miroslav
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543987
Saved in:
2
Dynamic spillover effects of global financial stress : evidence from the quantile VAR network
Long, Shaobo
;
Li, Zixuan
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468772
Saved in:
3
Sensitivity to sentiment: news vs social media
Gan, Baoqing
;
Alexeev, Vitali
;
Bird, Ron
;
Yeung, Danny
- In:
International review of financial analysis
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012299092
Saved in:
4
Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun
;
Lin, Jia-Juan
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
Saved in:
5
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
6
Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
7
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
8
Performance and conservatism of monthly FHS VaR : an international investigation
Chrétien, Stéphane
;
Coggins, Frank
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 323-333
Persistent link: https://www.econbiz.de/10009272652
Saved in:
9
Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul
;
Verma, Priti
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
Saved in:
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