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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"CAMA working paper series"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Bayes-Statistik"
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Volatility
Bayes-Statistik
Estimation
758
Schätzung
758
Theorie
255
Theory
255
USA
153
United States
153
Volatilität
95
Welt
95
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Chan, Joshua
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Eisenstat, Eric
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Weeks, Melvyn
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Journal of applied econometrics
CAMA working paper series
International journal of finance & economics : IJFE
Economic modelling
149
Energy economics
146
Applied economics
139
Journal of econometrics
129
Finance research letters
125
International review of economics & finance : IREF
114
The North American journal of economics and finance : a journal of financial economics studies
109
International review of financial analysis
108
Working paper
95
Journal of banking & finance
89
Working paper / National Bureau of Economic Research, Inc.
88
Journal of empirical finance
85
NBER working paper series
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of international money and finance
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CESifo working papers
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NBER Working Paper
77
Applied financial economics
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Economics letters
71
Journal of international financial markets, institutions & money
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Research in international business and finance
69
International journal of forecasting
62
The journal of futures markets
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
56
Journal of risk and financial management : JRFM
56
The European journal of finance
47
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43
Journal of financial economics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
38
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
137
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Superstar firms and aggregate fluctuations
Haque, Qazi
;
Pavlov, Oscar
;
Weder, Mark
-
2024
Persistent link: https://www.econbiz.de/10014520075
Saved in:
3
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
Saved in:
4
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
5
COVID-19, mobility restriction policies and stock market volatility : a cross-country empirical study
Ahadzie, Richard Mawulawoea
;
Daugaard, Daniel
;
Kangogo, …
-
2023
Persistent link: https://www.econbiz.de/10014432208
Saved in:
6
Financial condition indices in an incomplete data environment
Herculano, Miguel
;
Jacob, Punnoose
-
2023
Persistent link: https://www.econbiz.de/10014432236
Saved in:
7
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
8
Commodity price uncertainty comovement: Does it matter for global economic growth?
Ferrara, Laurent
;
Karadimitropoulou, Aikaterini
; …
-
2022
Persistent link: https://www.econbiz.de/10012878891
Saved in:
9
Investor sentiment, volatility and cross-market illiquidity dynamics : a threshold vector autoregression approach
Qi, Lin
-
2022
Persistent link: https://www.econbiz.de/10013184159
Saved in:
10
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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