المؤلفون: Rossi, Luca

المساهمون: University/Department: Universitat Pompeu Fabra. Departament d'Economia i Empresa

مرشدي الرسالة: Rossi, Barbara, Brownlees, Christian

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: Time-varying volatility, Volatilitat variable

وصف الملف: application/pdf

الوصول الحر: http://hdl.handle.net/10803/565613Test

المؤلفون: Virolainen, S

المساهمون: Economics

مصطلحات موضوعية: Identification by heteroscedasticity, Monetary policy shock, Regime-switching, Statistically identified SVAR model, Structural vector autoregression, Time-varying volatility regime, 511 Economics

وصف الملف: application/pdf

العلاقة: Virolainen , S 2024 , ' A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime ' , Journal of Business and Economic Statistics . https://doi.org/10.1080/07350015.2024.2322090Test; http://hdl.handle.net/10138/574145Test; b8b8c1b1-f05e-4ee5-a4f3-2d53970c48b3; 001190640700001

الإتاحة: https://doi.org/10.1080/07350015.2024.2322090Test
http://hdl.handle.net/10138/574145Test

المؤلفون: Ballestra, Luca Vincenzo, D’Innocenzo, Enzo, Guizzardi, Andrea

المساهمون: Ballestra, Luca Vincenzo, D’Innocenzo, Enzo, Guizzardi, Andrea

مصطلحات موضوعية: time-varying volatility, compound Poisson, observation-driven models, stationarity and ergodicity, option pricing

وصف الملف: ELETTRONICO

العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000931698100001; volume:in corso di stampa; firstpage:1; lastpage:32; numberofpages:32; journal:JOURNAL OF FINANCIAL ECONOMETRICS; https://hdl.handle.net/11585/916039Test

الإتاحة: https://doi.org/10.1093/jjfinec/nbad001Test
https://hdl.handle.net/11585/916039Test

المؤلفون: Skrobotov Anton

المصدر: Dependence Modeling, Vol 11, Iss 1, Pp 676-687 (2023)

مصطلحات موضوعية: rational bubble, testing for explosive bubble, explosive autoregression, time-varying volatility, right-tailed unit root testing, 62f03, 62m10, 62p20, 91b84, Science (General), Q1-390, Mathematics, QA1-939

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2300-2298Test

الوصول الحر: https://doaj.org/article/d5919a384ad44a0d8aef830773a9b14fTest

المؤلفون: Duc Hong Vo, Long Hai Vo

المصدر: Energy Reports, Vol 8, Iss , Pp 10061-10071 (2022)

مصطلحات موضوعية: Renewable energy consumption, Fossil-fuel consumption, CO2 emission, Green economic growth, Time-varying volatility-spillover effects, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

العلاقة: http://www.sciencedirect.com/science/article/pii/S2352484722014342Test; https://doaj.org/toc/2352-4847Test

الوصول الحر: https://doaj.org/article/086bcd55a6eb4774baef3aa633c46aecTest

المؤلفون: Esteve García, Vicente, Prats Albentosa, María A.

مصطلحات موضوعية: public debt, rational bubble, explosive autoregression, time-varying volatility, right-tailed unit root testing, UNESCO::CIENCIAS ECONÓMICAS

وصف الملف: application/pdf

العلاقة: Esteve,Vicente; Prats,María A. Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. Finance Res. Lett., 51. (2023).; https://hdl.handle.net/10550/85788Test; 162519

الإتاحة: https://doi.org/10.1016/j.frl.2022.103330Test
https://hdl.handle.net/10550/85788Test

المؤلفون: Holston, Kathryn, Laubach, Thomas, Williams, John C.

مصطلحات موضوعية: ddc:330, C32, E43, E52, O40, natural rate of output, time-varying volatility, Kalman filter, trend growth, COVID-19pandemic

العلاقة: Series: Staff Report; No. 1063; gbv-ppn:1851263845; http://hdl.handle.net/10419/284023Test

الإتاحة: http://hdl.handle.net/10419/284023Test

المؤلفون: Gazali, Masfar, Thomas, Rahmadianti, Mustafa, Matrodji

المصدر: Jurnal Ilmiah Ekonomi Dan Bisnis; Vol. 19 No. 2 (2022); 101-109 ; 2442-9813 ; 1829-9822 ; 10.31849/jieb.v19i2

مصطلحات موضوعية: Indonesia stock market, Risk-return trade-off, GARCH-M, GARCH(1,1), Time-varying volatility

وصف الملف: application/pdf

العلاقة: https://journal.unilak.ac.id/index.php/JIEB/article/view/6315/4301Test; https://journal.unilak.ac.id/index.php/JIEB/article/view/6315Test

الإتاحة: https://doi.org/10.31849/jieb.v19i2.6315Test
https://doi.org/10.31849/jieb.v19i2Test
https://journal.unilak.ac.id/index.php/JIEB/article/view/6315Test

المؤلفون: Savi Virolainen

مصطلحات موضوعية: Biophysics, Biochemistry, Pharmacology, Sociology, Cancer, Biological Sciences not elsewhere classified, Mathematical Sciences not elsewhere classified, structural vector autoregression, statistically identified SVAR model, regime-switching, identification by heteroskedasticity, time-varying volatility regime, monetary policy shock

العلاقة: https://figshare.com/articles/dataset/A_statistically_identified_structural_vector_autoregression_with_endogenously_switching_volatility_regime/25266369Test

الإتاحة: https://doi.org/10.6084/m9.figshare.25266369.v1Test
https://figshare.com/articles/dataset/A_statistically_identified_structural_vector_autoregression_with_endogenously_switching_volatility_regime/25266369Test

المؤلفون: Teshome Hailemeskel Abebe

المصدر: Journal of Applied Economics, Vol 23, Iss 1, Pp 497-518 (2020)

مصطلحات موضوعية: high-frequency data, time-varying volatility, macroeconomic variables, modeling, forecasting, ethiopia, Economic growth, development, planning, HD72-88, Economic history and conditions, HC10-1085

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/1514-0326Test; https://doaj.org/toc/1667-6726Test

الوصول الحر: https://doaj.org/article/73e04993c82f44d59fc7fe51c400bf88Test