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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~isPartOf:"Applied economics"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation theory
Volatilität
Estimation
1,744
Schätzung
1,744
Theorie
315
Theory
315
USA
250
United States
250
Welt
166
World
166
Volatility
125
Cointegration
123
Kointegration
123
Economic growth
121
Wirtschaftswachstum
121
Deutschland
117
Germany
117
Großbritannien
114
United Kingdom
114
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111
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111
Capital income
100
Kapitaleinkommen
100
Time series analysis
98
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98
Börsenkurs
95
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95
Forecasting model
78
Prognoseverfahren
78
EU countries
77
EU-Staaten
77
Aktienmarkt
76
Stock market
76
Geldpolitik
73
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73
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69
Business cycle
66
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66
Schock
66
Shock
66
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65
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165
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Amtsdruckschrift
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165
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English
165
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Ma, Feng
4
Zhu, Huiming
4
Goutte, Stéphane
3
Gubareva, Mariya
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Balli, Hatice Ozer
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kim, Jong-Min
2
Liang, Chao
2
Ma, Jun
2
Murray, Christian J.
2
Nguyen, Duc Khuong
2
Papell, David H.
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Wei, Yu
2
Wen, Fenghua
2
Xuan Vinh Vo
2
You, Wan-hai
2
Zhang, Bing
2
Abutaleb, Ahmed S.
1
Acedański, Jan
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Alba, Joseph D.
1
Alfano, Simon
1
Allen, David E.
1
Aloui, Chaker
1
Andersson, Fredrik
1
Aoki, Takaaki
1
Arespa, Marta
1
Aßmann, Christian
1
Bagirov, Miramir
1
Bagnarosa, Guillaume
1
Balli, Faruk
1
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Applied economics
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Energy economics
159
Economic modelling
158
Economics letters
156
Applied economics letters
129
Finance research letters
128
International review of economics & finance : IREF
116
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
Journal of empirical finance
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Journal of applied econometrics
61
The European journal of finance
52
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
Journal of economic dynamics & control
43
Journal of forecasting
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Econometrics : open access journal
40
International Journal of Energy Economics and Policy : IJEEP
40
Journal of financial econometrics
40
Quantitative finance
40
International journal of economics and finance
39
Pacific-Basin finance journal
34
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ECONIS (ZBW)
165
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165
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
6
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
7
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
8
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
9
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
10
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
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