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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~subject:"Estimation theory"
~subject:"Wechselkurs"
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Volatility
Estimation theory
Wechselkurs
Estimation
583
Schätzung
583
Theorie
162
Theory
162
USA
107
United States
107
Volatilität
92
Welt
83
World
83
Aktienmarkt
77
Stock market
77
Börsenkurs
76
Share price
76
Capital income
74
Kapitaleinkommen
74
Time series analysis
53
Zeitreihenanalyse
53
Cointegration
50
Forecasting model
50
Kointegration
50
Prognoseverfahren
50
Panel
43
Panel study
43
Schätztheorie
42
ARCH model
38
ARCH-Modell
38
VAR model
34
VAR-Modell
34
Regression analysis
33
Regressionsanalyse
33
Exchange rate
31
EU countries
28
Impact assessment
28
Wirkungsanalyse
28
EU-Staaten
27
Deutschland
26
Economic growth
26
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3
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145
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English
145
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Aboura, Sofiane
3
Caporale, Guglielmo Maria
3
Chevallier, Julien
3
Doppelhofer, Gernot
3
Gupta, Rangan
3
Pesaran, M. Hashem
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Blundell, Richard W.
2
Escanciano, Juan Carlos
2
Kapetanios, George
2
Kitamura, Yoshihiro
2
Koop, Gary
2
Nielsen, Morten Ørregaard
2
Papadamou, Stephanos
2
Pendakur, Krishna
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Akay, Alpaslan
1
Aleem, Abdul
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altıntaş, Halil
1
Andersen, Torben
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Antypas, Antonios
1
Assaf, Ata
1
Aydoğan, Berna
1
Bailey, Natalia
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bellelah, M. A.
1
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Journal of applied econometrics
Research in international business and finance
Journal of econometrics
274
Applied economics
209
Economic modelling
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Energy economics
171
Economics letters
167
NBER working paper series
159
Applied economics letters
154
NBER Working Paper
153
International review of economics & finance : IREF
151
Journal of international money and finance
151
Working paper / National Bureau of Economic Research, Inc.
147
Finance research letters
137
The North American journal of economics and finance : a journal of financial economics studies
125
Working paper
125
International review of financial analysis
121
CESifo working papers
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of banking & finance
114
Applied financial economics
106
Journal of empirical finance
103
Discussion paper / Centre for Economic Policy Research
94
Discussion paper / Tinbergen Institute
93
Journal of international financial markets, institutions & money
93
Discussion paper series / IZA
85
Econometric reviews
76
International journal of finance & economics : IJFE
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
Journal of risk and financial management : JRFM
73
International journal of economics and financial issues : IJEFI
72
International journal of forecasting
70
The journal of futures markets
66
Discussion paper
65
Discussion papers / CEPR
64
The European journal of finance
63
The empirical economics letters : a monthly international journal of economics
57
International journal of economics and finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
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ECONIS (ZBW)
145
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
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:
3
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:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
6
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
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
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:
9
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:
10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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