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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
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Volatility
Schätztheorie
Wirkungsanalyse
Estimation
833
Schätzung
832
Theorie
260
Theory
260
USA
138
United States
138
Volatilität
134
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Pesaran, M. Hashem
4
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Doppelhofer, Gernot
3
Strachan, Rodney W.
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1
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Journal of applied econometrics
International review of economics & finance : IREF
Working paper / National Bureau of Economic Research, Inc.
398
Discussion paper series / IZA
362
NBER working paper series
362
NBER Working Paper
337
Journal of econometrics
279
Discussion paper / Centre for Economic Policy Research
253
Applied economics
219
Economic modelling
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CESifo working papers
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Economics letters
185
Energy economics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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IZA Discussion Paper
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Finance research letters
146
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142
Journal of banking & finance
118
The North American journal of economics and finance : a journal of financial economics studies
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
International review of financial analysis
110
Discussion paper
107
Journal of empirical finance
97
Journal of international money and finance
97
Discussion paper / Tinbergen Institute
91
Applied financial economics
87
Research in international business and finance
79
Journal of international financial markets, institutions & money
77
Econometric reviews
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of risk and financial management : JRFM
72
ZEW discussion papers
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International journal of forecasting
66
The journal of futures markets
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CESifo Working Paper Series
56
International journal of finance & economics : IJFE
56
The European journal of finance
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ECONIS (ZBW)
206
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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
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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6
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:
7
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
8
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
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9
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:
10
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
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