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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:"Schätztheorie"
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Volatility
Schätztheorie
Estimation
1,030
Schätzung
1,029
Theorie
338
Theory
338
Volatilität
176
USA
171
United States
171
Capital income
155
Kapitaleinkommen
155
Time series analysis
135
Zeitreihenanalyse
135
Börsenkurs
130
Share price
130
Welt
120
World
120
Stock market
101
Aktienmarkt
100
Forecasting model
98
Prognoseverfahren
98
Cointegration
93
Kointegration
93
Estimation theory
78
Panel
78
Panel study
78
ARCH model
76
ARCH-Modell
76
Exchange rate
75
Wechselkurs
73
VAR model
69
VAR-Modell
69
Geldpolitik
66
Monetary policy
66
Regression analysis
61
Regressionsanalyse
61
Economic growth
58
Wirtschaftswachstum
58
Inflation
54
Risiko
51
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English
246
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Strachan, Rodney W.
4
Xuan Vinh Vo
4
Brooks, Robert
3
Doppelhofer, Gernot
3
Koop, Gary
3
Pesaran, M. Hashem
3
Weeks, Melvyn
3
Yin, Libo
3
Balcilar, Mehmet
2
Blundell, Richard W.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chevallier, Julien
2
Do, Hung Xuan
2
Eisenstat, Eric
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
Feng, Jiabao
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Sang Hoon
2
Kapetanios, George
2
Kumar, Dilip
2
Ma, Feng
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Nielsen, Morten Ørregaard
2
Pendakur, Krishna
2
Račev, Svetlozar T.
2
Wang, Yudong
2
Xu, Weiju
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Akay, Alpaslan
1
Al-Jarrah, Idries Mohammad Wanas
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
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics
166
Energy economics
159
Economic modelling
158
Economics letters
158
Applied economics letters
129
Finance research letters
128
NBER working paper series
119
NBER Working Paper
117
Working paper / National Bureau of Economic Research, Inc.
112
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Working paper
104
Journal of empirical finance
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
CESifo working papers
83
Discussion paper / Tinbergen Institute
83
Discussion paper series / IZA
81
Journal of international money and finance
79
Econometric reviews
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
72
Discussion paper / Centre for Economic Policy Research
68
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Discussion paper
55
The European journal of finance
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
Discussion papers / CEPR
47
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
44
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ECONIS (ZBW)
246
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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
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:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
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:
7
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
8
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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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