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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Time series analysis
Estimation
583
Schätzung
583
Theorie
162
Theory
162
USA
107
United States
107
Volatilität
92
Welt
83
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83
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77
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76
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Aufsatz in Zeitschrift
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136
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136
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Caporale, Guglielmo Maria
4
Aboura, Sofiane
3
Chevallier, Julien
3
Clark, Todd E.
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Marcellino, Massimiliano
3
Carriero, Andrea
2
Kapetanios, George
2
Klotzle, Marcelo Cabus
2
McMillan, David G.
2
Nielsen, Morten Ørregaard
2
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2
Pesaran, M. Hashem
2
Pinto, Antônio Carlos Figueiredo
2
Umar, Zaghum
2
Abakah, Emmanuel Joel Aikins
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahelegbey, Daniel Felix
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Andersen, Torben
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Baum, Christopher F.
1
Baxter, J. L.
1
Beck, Günter W.
1
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Journal of applied econometrics
Research in international business and finance
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Finance research letters
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Applied financial economics
94
Journal of empirical finance
93
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of economic dynamics & control
49
The European journal of finance
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
The empirical economics letters : a monthly international journal of economics
42
Journal of macroeconomics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Pacific-Basin finance journal
40
Cogent economics & finance
39
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ECONIS (ZBW)
136
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
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
Saved in:
8
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
9
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
10
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
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