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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Regression analysis"
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Volatility
Regression analysis
Estimation
1,030
Schätzung
1,029
Theorie
338
Theory
338
Volatilität
176
USA
171
United States
171
Capital income
155
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155
Time series analysis
135
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135
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130
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Welt
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93
Estimation theory
78
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Xuan Vinh Vo
4
Brooks, Robert
3
Chang, Tsangyao
3
Doppelhofer, Gernot
3
Gupta, Rangan
3
Lee, Chien-chiang
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Yin, Libo
3
Balcilar, Mehmet
2
Becker, Ralf
2
Caporin, Massimiliano
2
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2
Chang, Kuang-Liang
2
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2
Chiu, Yi-bin
2
Clark, Todd E.
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Feng, Jiabao
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lee, Hyunchul
2
Ma, Feng
2
Malik, Farooq
2
Marcellino, Massimiliano
2
McAleer, Michael
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Mensi, Walid
2
Pesaran, M. Hashem
2
Račev, Svetlozar T.
2
Wang, Yudong
2
Wohar, Mark E.
2
Wu, Po-chin
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
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Journal of applied econometrics
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
178
Journal of econometrics
175
Economic modelling
159
Energy economics
157
Finance research letters
132
Applied economics letters
118
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
106
Discussion paper series / IZA
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Working paper
91
Working paper / National Bureau of Economic Research, Inc.
91
Journal of empirical finance
90
NBER working paper series
90
Journal of banking & finance
89
Economics letters
88
NBER Working Paper
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Journal of international financial markets, institutions & money
77
Research in international business and finance
77
Applied financial economics
76
CESifo working papers
73
Journal of international money and finance
73
Discussion paper / Tinbergen Institute
68
Journal of risk and financial management : JRFM
63
Discussion paper / Centre for Economic Policy Research
62
International journal of forecasting
62
The journal of futures markets
60
International journal of finance & economics : IJFE
49
The European journal of finance
48
IZA Discussion Paper
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Discussion paper
43
Econometric reviews
43
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and finance
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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230
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
5
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
10
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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