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Search: subject:"multiscale analysis"
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Multiscale analysis
33
Volatility
9
Volatilität
9
multiscale analysis
9
Aktienmarkt
7
Stock market
7
Zustandsraummodell
7
Börsenkurs
6
China
6
Forecasting
6
Prognoseverfahren
6
Share price
6
State space model
6
Welt
6
World
6
Estimation
5
Forecasting model
5
Multiscale Analysis
5
Schätzung
5
Spillover effect
5
Spillover-Effekt
5
Capital income
4
Kapitaleinkommen
4
Theorie
4
Wavelets
4
Zeitreihenanalyse
4
Commodity market
3
Decomposition method
3
Dekompositionsverfahren
3
EU ETS
3
Entropic descriptors
3
Multifractal analysis
3
Oil price
3
Risiko
3
Risk
3
Rohstoffmarkt
3
Theory
3
Time series analysis
3
Ölpreis
3
ARCH model
2
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Undetermined
38
Free
8
CC license
1
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Article
43
Book / Working Paper
5
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Article in journal
21
Aufsatz in Zeitschrift
21
Article
1
Graue Literatur
1
Non-commercial literature
1
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1
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English
27
Undetermined
21
Author
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Wang, Ping
4
Zhu, Bangzhu
4
Chevallier, Julien
3
Deuschle, Carola
3
Piasecki, Ryszard
3
Shang, Pengjian
3
Zhao, Xiaojun
3
Alagidede, Imhotep Paul
2
Boako, Gideon
2
Bogdanovs, Nikolajs
2
Grabs, Elans
2
He, Kaijian
2
Leung, Tim
2
Ortoleva, P.
2
Petersons, Ernests
2
Piasecki, R.
2
Schlüter, Stephan
2
Shi, Wenbin
2
Shreif, Z.
2
Uddin, Mohammed Gazi Salah
2
Wang, Jing
2
Wang, Jun
2
Wang, Yudong
2
Wei, Yi-Ming
2
Wei, Yiming
2
Xu, Chao
2
Zhao, Theodore
2
Attia, Najmeddine
1
Barral, Julien
1
Bekiros, Stelios
1
Belhoste, Nathalie
1
Bruni, V.
1
CUTHBERTSON, CHARLES
1
Canditiis, D. De
1
Chemla, Denis
1
Chen, Wei
1
Chen, Xiuwen
1
Cheng, Siyu
1
Chi, Xie
1
Cottin, François
1
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Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
1
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Physica A: Statistical Mechanics and its Applications
13
Energy economics
6
International review of financial analysis
2
AERC research paper
1
Applied Energy
1
BILTOKI
1
Computational Economics
1
Computational economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
IWQW Discussion Paper Series
1
IWQW Discussion Papers
1
International Journal of Information Systems in the Service Sector (IJISSS)
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of emerging markets
1
International journal of information systems in the service sector : IJISSS ; an official publication of the Information Resources Management Association
1
International review of economics & finance : IREF
1
Journal of Risk and Financial Management
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Macroeconomics and finance in emerging market economies
1
Management learning : the international journal for managerial and organizational learning and development
1
Managerial Economics
1
Mathematics and Computers in Simulation (MATCOM)
1
Research in international business and finance
1
Resources Policy
1
Tourism economics : the business and finance of tourism and recreation
1
Water Resources Management
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
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RePEc
23
ECONIS (ZBW)
22
EconStor
2
Other ZBW resources
1
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1
Multiscale cross-sector tail credit risk spillovers in China : evidence from EEMD-based VAR quantile analysis
Hau, Liya
;
Liu, Xiaoli
;
Wu, Xinyu
- In:
Research in international business and finance
73
(
2025
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015606285
Saved in:
2
Dynamic risk spillover in green financial markets : a wavelet frequency analysis from China
Wang, Yiding
;
Zhao, Xiaojun
;
Shang, Junyan
- In:
Energy economics
143
(
2025
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015555555
Saved in:
3
Equity markets volatility clustering : a
multiscale
analysis
of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
4
Developing critical geopolitical awareness in management education
Belhoste, Nathalie
;
Dimitrova, Anna
- In:
Management learning : the international journal for …
55
(
2024
)
4
,
pp. 617-640
Persistent link: https://www.econbiz.de/10015055564
Saved in:
5
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
6
Nonlinear impact of climate transition risks on green stock performance : perspectives from multiscale and lag effects
Wang, Junling
;
Cheng, Siyu
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543968
Saved in:
7
Commodities price cycles and their interdependence with equity markets
Boako, Gideon
;
Alagidede, Imhotep Paul
-
2021
Persistent link: https://www.econbiz.de/10012631215
Saved in:
8
Multiscale decomposition and spectral analysis of sector ETF price dynamics
Leung, Tim
;
Zhao, Theodore
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
10
,
pp. 1-22
We present a
multiscale
analysis
of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology …
Persistent link: https://www.econbiz.de/10012628813
Saved in:
9
Multiscale decomposition and spectral analysis of sector ETF price dynamics
Leung, Tim
;
Zhao, Theodore
- In:
Journal of Risk and Financial Management
14
(
2021
)
10
,
pp. 1-22
We present a
multiscale
analysis
of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology …
Persistent link: https://www.econbiz.de/10013201148
Saved in:
10
Does investor sentiment differently affect stocks in different sectors? : evidence from China
Niu, Hongli
;
Lu, Yao
;
Wang, Weiqing
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 3224-3244
Persistent link: https://www.econbiz.de/10014452289
Saved in:
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