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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
1,429
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USA
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Welt
149
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Wohar, Mark E.
5
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Tiwari, Aviral Kumar
4
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3
Huang, Ho-chuan
3
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3
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2
Bhaskara Rao, Buddhavarapu
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2
Blazsek, Szabolcs
2
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2
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2
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2
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Grobys, Klaus
2
Haley, M. Ryan
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2
Holmes, Mark J.
2
Hughes Hallett, Andrew
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Jawadi, Fredj
2
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Lee, Shu-kam
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Ma, Feng
2
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Morley, Bruce
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2
Tobing, Elwin
2
Vilasuso, Jon R.
2
Wang, Xunxiao
2
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2
Yeh, Chih-chuan
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Applied economics letters
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
CESifo working papers
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Economic modelling
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NBER working paper series
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Journal of econometrics
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Energy economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Finance and economics discussion series
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The review of economics and statistics
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International review of economics & finance : IREF
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NBER Working Paper
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Applied financial economics
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The American economic review
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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International review of financial analysis
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The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
7
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
8
Population size and the job matching of college graduates
Pominova, Mariya
;
Gabe, Todd M.
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2994-2997
Persistent link: https://www.econbiz.de/10014414123
Saved in:
9
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
10
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
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