EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Nonlinear dependence"
Narrow search

Narrow search

Year of publication
Subject
All
Nonlinear dependence 41 Time series analysis 20 Zeitreihenanalyse 20 nonlinear dependence 20 Estimation 18 Schätzung 18 Multivariate Verteilung 14 Multivariate distribution 14 Theorie 14 Theory 14 ARCH model 12 ARCH-Modell 12 Volatility 11 Volatilität 11 Statistical distribution 10 Statistische Verteilung 10 Estimation theory 9 Nichtlineare Regression 9 Nonlinear regression 9 Schätztheorie 9 Capital income 7 Correlation 7 Kapitaleinkommen 7 Portfolio selection 7 Portfolio-Management 7 Financial crisis 6 Finanzkrise 6 Korrelation 6 Risikomaß 6 Risk measure 6 Börsenkurs 5 Contagion 5 Risiko 5 Risk 5 Share price 5 Statistical test 5 Statistischer Test 5 Tail risk 5 U-statistics 5 Bond market 4
more ... less ...
Online availability
All
Undetermined 37 Free 19 CC license 2
Type of publication
All
Article 50 Book / Working Paper 18
Type of publication (narrower categories)
All
Article in journal 34 Aufsatz in Zeitschrift 34 Working Paper 8 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 1 Conference paper 1 Konferenzbeitrag 1
more ... less ...
Language
All
English 45 Undetermined 23
Author
All
Dionisio, Andreia 4 Escanciano, Juan Carlos 4 Menezes, Rui 4 Sokolinskiy, Oleg 4 Atik, Zehra 3 Dijk, Dick van 3 Güloğlu, Bülent 3 Liu, Xiaochun 3 Mendes, Diana A. 3 Bampinas, Georgios 2 Choi, Jinho 2 Guo, Junjie 2 Hanif, Waqas 2 Hernandez, Jose Arreola 2 Hualde, Javier 2 Hufthammer, Karl Ove 2 Kaňková, Vlasta 2 Küçükçolak, Necla İlter 2 Lobato, Ignacio N. 2 Mizrach, Bruce 2 Panagiōtidēs, Theodōros 2 Politsidis, Panagiotis N. 2 Støve, Bård 2 Su, Liangjun 2 Tjostheim, Dag 2 White, Halbert 2 Yoon, Seong-min 2 Zaghdoudi, Taha 2 Abakah, Emmanuel Joel Aikins 1 Al-Yahyaee, Khamis Hamed 1 Amengual, Dante 1 Areola Hernandez, Jose 1 Ashley, Richard 1 Aydoğan, Berna 1 Bhanumurthy, N. R. 1 Bora-Senta, Efthymia 1 Chabi-Yo, Fousseni 1 Chang, Kuang-Liang 1 Chang, Kuang-liang 1 Coronado, Semei 1
more ... less ...
Institution
All
EconWPA 3 Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Department of Economics, Rutgers University-New Brunswick 1 Econometric Society 1 Finance Discipline Group, Business School 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Econometrics 3 Physica A: Statistical Mechanics and its Applications 3 CAEPR working papers 2 Econometric Reviews 2 Energy economics 2 Journal of econometrics 2 Tinbergen Institute Discussion Papers 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied Econometrics and International Development 1 Applied economics 1 Borsa Istanbul Review 1 Borsa İstanbul Review 1 CEMFI working paper 1 Computational Statistics 1 Czech Economic Review 1 Czech economic review : acta Universitatis Carolinae oeconomica 1 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 Discussion paper / Tinbergen Institute 1 Econometric Society 2004 Latin American Meetings 1 Economic Modelling 1 Economic modelling 1 Emerging Markets Finance and Trade 1 European Research Studies Journal 1 Finance research letters 1 International Journal of Monetary Economics and Finance 1 International journal of financial engineering and risk management 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 International review of financial analysis 1 Journal of Econometrics 1 Journal of Empirical Finance 1 Journal of applied econometrics 1 Journal of economic dynamics & control 1 Journal of economics and finance : JEF 1 Journal of empirical finance 1 Journal of financial econometrics 1 Journal of financial economics 1 Journal of international money and finance 1 Journal of quantitative economics 1
more ... less ...
Source
All
ECONIS (ZBW) 40 RePEc 25 EconStor 3
Showing 1 - 10 of 68
Cover Image
Threshold effect in the relationship between external debt and energy access in sub-Saharan African countries : a dynamic panel threshold specification
Zaghdoudi, Taha - In: Regional science policy and practice : RSPP 16 (2024) 6, pp. 1-5
This paper investigates the relationship between external debt and energy access in the Sub-Saharan African countries over the period 1999-2021. Results from the dynamic panel threshold method indicates that the link between external debt and energy access is nonlinear. Moreover, the findings...
Persistent link: https://www.econbiz.de/10014584319
Saved in:
Cover Image
Nonlinear tail dependence between energy and agricultural commodities
Atik, Zehra; Güloğlu, Bülent; Ulussever, Talat - In: Energy economics 139 (2024), pp. 1-42
Persistent link: https://www.econbiz.de/10015532989
Saved in:
Cover Image
Links between US and Turkish agricultural commodity markets : nonlinear dependence and tail risk
Atik, Zehra; Güloğlu, Bülent; Küçükçolak, Necla … - In: Borsa Istanbul Review 23 (2023) 5, pp. 1207-1234
In these unprecedented times, marred by the effects of the Covid-19 pandemic, global warming, and the war in Ukraine that began in February 2022, new approaches such as tail dependence have attracted more interest than conventional market dependence methodologies in analyzing time series in...
Persistent link: https://www.econbiz.de/10015639997
Saved in:
Cover Image
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios; Panagiōtidēs, Theodōros; … - 2023
Persistent link: https://www.econbiz.de/10014305835
Saved in:
Cover Image
Uncovering nonlinear dependencies in the treasury-funds rate spread : quantile-based explanation
Meng, Fanyu - In: Finance research letters 79 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015419159
Saved in:
Cover Image
Links between US and Turkish agricultural commodity markets: Nonlinear dependence and tail risk
Atik, Zehra; Güloğlu, Bülent; Küçükçolak, Necla … - In: Borsa İstanbul Review 23 (2023) 5, pp. 1207-1234
In these unprecedented times, marred by the effects of the Covid-19 pandemic, global warming, and the war in Ukraine that began in February 2022, new approaches such as tail dependence have attracted more interest than conventional market dependence methodologies in analyzing time series in...
Persistent link: https://www.econbiz.de/10015635900
Saved in:
Cover Image
New approaches to robust inference on market (non-)efficiency, volatility clustering and nonlinear dependence
Ibragimov, Rustam; Pedersen, Rasmus Søndergaard; … - In: Journal of financial econometrics 22 (2024) 4, pp. 1075-1097
Persistent link: https://www.econbiz.de/10015338767
Saved in:
Cover Image
U.S. leveraged loan and debt markets : implications for optimal portfolio and hedging
Abakah, Emmanuel Joel Aikins; Nasreen, Samia; Tiwari, … - In: International review of financial analysis 87 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014457479
Saved in:
Cover Image
Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios; Panagiōtidēs, Theodōros; … - In: Journal of international money and finance 137 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478141
Saved in:
Cover Image
Non-linear structures, chaos, and bubbles in U.S. regional housing markets
Jirasakuldech, Benjamas; Emekter, Riza; Thuy Bui - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 63-93
Persistent link: https://www.econbiz.de/10014227692
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...