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Search: subject:"parameter vector"
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ECONIS (ZBW)
36
RePEc
23
EconStor
4
Showing
11
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20
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63
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11
Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying
parameter
vector
autoregression
Alqaralleh, Huthaifa
;
Uddin, Mohammed Gazi Salah
; …
-
2022
Persistent link: https://www.econbiz.de/10013167183
Saved in:
12
The interplay of geopolitics and agricultural commodity prices
Goyal, Raghav
;
Mensah, Edouard
;
Steinbach, Sandro
- In:
Applied economic perspectives and policy
46
(
2024
)
4
,
pp. 1533-1562
Persistent link: https://www.econbiz.de/10015135255
Saved in:
13
Exploring exchange rate sensitivity to crude oil futures : a study of selected global economies
Privara, Andrej
;
Gohar, Raheel
;
Alzoubi, Haitham M.
; …
- In:
International economics and economic policy
22
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015188933
Saved in:
14
Emotional spillovers in the cryptocurrency market
Chowdhury, Md Iftekhar Hasan
;
Hasan, Mudassar
;
Bouri, Elie
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014526450
Saved in:
15
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
16
Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time Varying
Parameter
Vector
Autoregression (TVP-VAR) methodology
Dhanessar, Alon
;
Edwards, Stefan
;
Ramlogan, Avinash
-
2021
Persistent link: https://www.econbiz.de/10012802849
Saved in:
17
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
18
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
19
Quantitative easing policy, exchange rates and business activity by industry in japan from 2001 to 2006
Ijiri, Hiroyuki
;
Matsubayashi, Yoichi
- In:
The Singapore economic review
68
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014279081
Saved in:
20
Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng
;
Lu, Min
;
Lai, Yongzeng
- In:
Energy economics
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
Saved in:
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