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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~isPartOf:"Economic modelling"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation theory
Volatilität
Estimation
819
Schätzung
818
Theorie
191
Theory
191
Volatility
116
Welt
114
World
114
Cointegration
112
Kointegration
111
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109
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109
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100
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100
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91
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90
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2
Feng, Yun
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
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2
Huang, Ho-chuan
2
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2
Kiani, Khurshid M.
2
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2
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2
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2
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2
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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
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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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Economic modelling
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Applied economics
165
Energy economics
159
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
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ECONIS (ZBW)
158
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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
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
5
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:
6
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
7
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
8
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
9
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
10
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
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