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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Estimation
1,121
Schätzung
1,121
Theorie
211
Theory
211
Volatility
160
Welt
146
World
146
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138
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138
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129
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129
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125
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125
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121
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113
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113
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108
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107
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104
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104
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95
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Moosa, Imad A.
6
Bahmani-Oskooee, Mohsen
4
Gil-Alaña, Luis A.
4
Ma, Feng
4
Zhang, Yaojie
4
Arčabić, Vladimir
3
Chang, Tsangyao
3
Gupta, Rangan
3
Kim, Jong-Min
3
Omay, Tolga
3
Paradiso, Antonio
3
Wei, Yu
3
Yoon, Seong-min
3
Zhu, Huiming
3
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2
Bekiros, Stelios
2
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2
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2
Cross, Jamie
2
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2
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2
Goutte, Stéphane
2
Gubareva, Mariya
2
Hasanov, Mübariz
2
Hernandez, Jose Arreola
2
Hou, Chenghan
2
Huang, Zhuo
2
Jung, Hojin
2
Lee, Hyejin
2
Liang, Chao
2
Litimi, Houda
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Nguyen, Anh D. M.
2
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Ren, Ying-hua
2
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2
Salisu, Afees A.
2
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2
Tiwari, Aviral Kumar
2
Umar, Zaghum
2
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Applied economics
Economic modelling
Energy economics
150
Finance research letters
127
Journal of econometrics
111
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
International review of financial analysis
79
Economics letters
78
Applied economics letters
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Research in international business and finance
68
International journal of forecasting
67
Journal of banking & finance
55
Journal of international financial markets, institutions & money
55
Discussion paper / Centre for Economic Policy Research
53
Journal of empirical finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of international money and finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of economic dynamics & control
37
Working paper / National Bureau of Economic Research, Inc.
36
Journal of financial econometrics
35
International journal of finance & economics : IJFE
33
Discussion papers / CEPR
32
Econometric reviews
32
Pacific-Basin finance journal
32
Quantitative finance
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Emerging markets, finance and trade : EMFT
27
Journal of financial economics
27
Journal of macroeconomics
27
Macroeconomic dynamics
26
Computational economics
25
The European journal of finance
25
Journal of forecasting
24
Journal of financial markets
22
International journal of economics and finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
252
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1
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
6
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
7
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
8
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
9
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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