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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Theorie
2,354
Theory
2,354
Estimation
230
Schätzung
230
Geldpolitik
157
Monetary policy
157
General equilibrium
145
Allgemeines Gleichgewicht
144
Welfare analysis
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143
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129
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Kim, Jong-Min
3
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
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Kiani, Khurshid M.
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Lin, Shih-kuei
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Martínez-García, Enrique
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Paradiso, Antonio
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Ranjbar, Omid
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Seong, Byeongchan
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Shang, Yuhuang
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Yoon, Gawon
2
Zheng, Tingguo
2
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1
Adeleke, Adegoke Ibrahim
1
Agliari, Anna
1
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1
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1
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Bacchiocchi, Emanuele
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1
Baillie, Richard
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1
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Review of international economics
Economic modelling
Journal of econometrics
406
Economics letters
340
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
252
Econometric theory
198
Econometric reviews
165
Applied economics
151
Journal of banking & finance
126
Journal of economic dynamics & control
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
108
Computational economics
99
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
International journal of theoretical and applied finance
84
Journal of financial economics
83
International review of economics & finance : IREF
75
International review of financial analysis
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
69
The European journal of finance
67
Oxford bulletin of economics and statistics
63
The review of financial studies
63
Journal of macroeconomics
61
Journal of monetary economics
61
The North American journal of economics and finance : a journal of financial economics studies
60
European journal of operational research : EJOR
58
Journal of risk and financial management : JRFM
58
The journal of finance : the journal of the American Finance Association
58
Quantitative finance
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Applied financial economics
55
Econometrics : open access journal
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ECONIS (ZBW)
173
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
5
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
6
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
7
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
8
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
9
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
10
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
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