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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics"
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Time series analysis
United States
Estimation
639
Schätzung
639
Volatility
110
Volatilität
110
Theorie
105
Theory
105
Capital income
89
Kapitaleinkommen
89
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Moosa, Imad A.
5
Bahmani-Oskooee, Mohsen
4
Gil-Alaña, Luis A.
4
Chang, Tsangyao
3
Gupta, Rangan
3
Omay, Tolga
3
Cassou, Steven Peter
2
Hasanov, Mübariz
2
Kim, Jong-Min
2
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Ranjbar, Omid
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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
Allen, David E.
1
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1
Arif, Imran
1
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1
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1
Awe, Olushina Olawale
1
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1
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1
Cenesizoglu, Tolga
1
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1
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1
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1
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Applied economics
Journal of financial econometrics
Working paper / National Bureau of Economic Research, Inc.
461
Discussion paper / Centre for Economic Policy Research
371
Economic modelling
98
Journal of econometrics
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Energy economics
69
Economics letters
64
Applied economics letters
62
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
American economic journal : a journal of the American Economic Association
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of forecasting
51
International review of economics & finance : IREF
50
Finance research letters
49
Journal of economic dynamics & control
33
The review of financial studies
33
SpringerLink / Bücher
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30
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29
Academy of Management journal : AMJ
28
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28
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Journal of banking & finance
24
Research in international business and finance
24
Journal of empirical finance
23
Journal of macroeconomics
23
International review of financial analysis
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
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NBER working paper series
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18
The review of economics and statistics
18
Macroeconomic dynamics
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The quarterly journal of economics
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Journal of international money and finance
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1
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
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2
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
Saved in:
3
Effect of religious attendance on the middle-aged worker’s wage in the United States : a possible causal connection
Mohanty, Madhu Sudan
- In:
Applied economics
56
(
2024
)
23
,
pp. 2790-2805
Persistent link: https://www.econbiz.de/10014526155
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4
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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7
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
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8
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
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9
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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