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~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
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Time series analysis
USA
Volatilität
1,249
Volatility
1,247
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843
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843
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436
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436
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246
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
Applied quantitative finance
5
Handbook of financial time series
5
Long memory in economics : with 50 tables
5
Econometric analysis of financial and economic time series ; part B
4
Econometric analysis of financial and economic time series ; part a
4
Advanced texts in econometrics
3
Financial econometrics and empirical market microstructure
3
International financial markets
3
The interrelationship between financial and energy markets
3
Application of operations research to financial markets
2
Applications of event history analysis in life course research
2
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Emerging markets and the global economy
2
Employment stability in an age of flexibility : evidence from industrialized countries
2
Exchange rate volatility and international agricultural trade
2
Forecasting volatility in the financial markets
2
Labor in the new economy
2
Labor statistics measurement issues
2
Local economies in transition : policy realities and development potentials
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
2
Producer dynamics : new evidence from micro data
2
Rethinking the macroeconomics of resource-rich countries
2
U.S. engineering in a global economy
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Wiley handbooks in financial engineering and econometrics
2
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A future of good jobs? : America's challenge in the global economy
1
A new perspective on human mobility in the South
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
1
Advances in economics and econometrics ; Vol. 3
1
Advances in macroeconometric modeling : papers and proceedings of the 3rd IWH Workshop in Macroeconometrics ; [held in November 2002 at the Halle Institute]
1
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Advances in risk management
1
After the crash : financial crises and regulatory responses
1
Age in the workplace : challenges and opportunities
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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ECONIS (ZBW)
296
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1
Volatility
is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
2
Quantitative methods for economics and finance
Trinidad Segovia, Juan Evangelista
(
ed.
); …
-
2021
mathematics plays a significant role. The book gathers 19 papers on topics such as
volatility
clusters and
volatility
dynamic …
Persistent link: https://www.econbiz.de/10012586869
Saved in:
3
The prospect and
volatility
of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
4
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
problematic. Online search queries and implied
volatility
may (or may not) improve the model estimates. In these situations a step …
Persistent link: https://www.econbiz.de/10012591721
Saved in:
5
Modelling and forecasting the
volatility
of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
Persistent link: https://www.econbiz.de/10013447658
Saved in:
6
Inflation
volatility
in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri
;
Nabella, Rihana Sofie
;
Sari, Kartika
-
2022
Persistent link: https://www.econbiz.de/10013197497
Saved in:
7
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
Saved in:
8
How do energy market shocks affect economic activity in the US under changing financial conditions?
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Roubaud, David
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 85-114)
.
2022
Persistent link: https://www.econbiz.de/10013282727
Saved in:
9
The Brexit impact on European market co-movements
Ben Ameur, Hachmi
;
Louhichi, Waël
- In:
Risk management decisions and value under uncertainty
,
(pp. 1387-1403)
.
2022
Persistent link: https://www.econbiz.de/10013342123
Saved in:
10
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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