//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
DYNAMIC SPECIFICATION TESTS FO...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
169
ARCH-Modell
169
Volatility
146
Volatilität
146
Estimation
83
Schätzung
83
State space model
82
Zustandsraummodell
82
Theorie
75
Theory
75
Time series analysis
75
Zeitreihenanalyse
75
Aktienmarkt
59
Stock market
59
Forecasting model
50
Prognoseverfahren
50
Börsenkurs
46
Share price
46
Capital income
45
Kapitaleinkommen
45
Welt
43
World
43
Spillover effect
34
Spillover-Effekt
34
Correlation
30
Korrelation
30
Oil price
30
Ölpreis
30
Financial crisis
27
Finanzkrise
27
Exchange rate
25
Wechselkurs
25
USA
22
United States
22
Financial market
21
Finanzmarkt
21
Risikomaß
20
Risk measure
20
China
19
Commodity derivative
19
more ...
less ...
Online availability
All
Undetermined
142
Free
4
Type of publication
All
Article
259
Type of publication (narrower categories)
All
Article in journal
259
Aufsatz in Zeitschrift
259
Conference paper
2
Konferenzbeitrag
2
Language
All
English
259
Author
All
Tiwari, Aviral Kumar
8
Arouri, Mohamed
5
Aloui, Chaker
3
Iglesias, Emma M.
3
Lahiani, Amine
3
Liu, Jing
3
Ma, Feng
3
Nguyen, Duc Khuong
3
Ramos, Sofia B.
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Ahmed, Abdullahi Dahir
2
Bahmani-Oskooee, Mohsen
2
Baruník, Jozef
2
Bekiros, Stelios
2
Belkhouja, Mustapha
2
Benhmad, François
2
Bhanja, Niyati
2
Cai, Xiao Jing
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chevallier, Julien
2
Dar, Arif Billah
2
Dewandaru, Ginanjar
2
Fountas, Stilianos
2
Guesmi, Khaled
2
Hamori, Shigeyuki
2
Hkiri, Besma
2
Huang, Zhuo
2
Huo, Rui
2
Jawadi, Fredj
2
Joëts, Marc
2
Kabundi, Alain
2
Liu, Hsiang-hsi
2
Lyócsa, Štefan
2
Mansur Masih
2
Masih, Rumi
2
Min, Hong-ghi
2
Mitra, Subrata Kumar
2
more ...
less ...
Published in...
All
Economic modelling
MPRA Paper
1,624
Working Paper
746
IZA Discussion Papers
675
ECB Working Paper
580
Discussion paper / Tinbergen Institute
461
CESifo Working Paper
432
Tinbergen Institute Discussion Paper
390
Discussion paper series / IZA
359
IZA Discussion Paper
349
CESifo working papers
343
Tinbergen Institute Discussion Papers
336
Energy economics
325
CESifo Working Paper Series
307
SFB 649 Discussion Paper
306
cemmap working paper
294
SFB 649 discussion paper
288
CEPR Discussion Papers
281
Journal of Econometrics
278
Finance research letters
276
Working paper
263
SFB 649 Discussion Papers
259
CEMMAP working papers / Centre for Microdata Methods and Practice
253
Econometrics
248
Journal of econometrics
236
CREATES Research Papers
235
Working paper series / European Central Bank
231
Cowles Foundation Discussion Papers
215
Economics Letters
214
Applied economics
206
ZEW Discussion Papers
197
Economics letters
181
NBER Working Papers
181
Cowles Foundation Discussion Paper
175
International review of economics & finance : IREF
175
International review of financial analysis
174
Journal of empirical finance
173
DIW Discussion Papers
172
International journal of forecasting
171
Econometrics : open access journal
167
more ...
less ...
Source
All
ECONIS (ZBW)
259
Showing
1
-
10
of
259
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock return autocorrelations and
predictability
in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun
;
Zhang, Li-Wen
- In:
Economic modelling
60
(
2017
),
pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
Saved in:
2
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
3
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
4
Is carbon emissions trading profitable?
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Economic modelling
47
(
2015
),
pp. 84-92
Persistent link: https://www.econbiz.de/10011438885
Saved in:
5
Are natural gas spot and futures prices predictable?
Mishra, Vinod
;
Smyth, Russell
- In:
Economic modelling
54
(
2016
),
pp. 178-186
Persistent link: https://www.econbiz.de/10011642063
Saved in:
6
Predictability
within the energy consumption-economic growth nexus : some evidence from income and regional groups
Narayan, Seema
- In:
Economic modelling
54
(
2016
),
pp. 515-521
Persistent link: https://www.econbiz.de/10011642297
Saved in:
7
Can consumer price index predict gold price returns?
Sharma, Susan Sunila
- In:
Economic modelling
55
(
2016
),
pp. 269-278
Persistent link: https://www.econbiz.de/10011642519
Saved in:
8
An empirical investigation of herding in the U.S. stock market
Clements, Adam
;
Hurn, Stan
;
Shi, Shuping
- In:
Economic modelling
67
(
2017
),
pp. 184-192
Persistent link: https://www.econbiz.de/10011813808
Saved in:
9
Our currency, your attention : contagion spillovers of investor attention on currency returns
Wu, You
;
Han, Liyan
;
Yin, Libo
- In:
Economic modelling
80
(
2019
),
pp. 49-61
Persistent link: https://www.econbiz.de/10012199175
Saved in:
10
Do oil prices predict Indonesian macroeconomy?
Sharma, Susan Sunila
;
Dinh Hoang Bach Phan
;
Iyke, …
- In:
Economic modelling
82
(
2019
),
pp. 2-12
Persistent link: https://www.econbiz.de/10012202225
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->