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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Time series analysis
United States
Prognoseverfahren
Volatilität
Estimation
1,155
Schätzung
1,155
Theorie
165
Theory
165
USA
139
Welt
121
World
121
Börsenkurs
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Share price
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Kaufkraftparität
103
Purchasing power parity
103
Cointegration
94
Kointegration
94
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Panel study
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Economic growth
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Wirtschaftswachstum
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Capital income
84
Kapitaleinkommen
84
Aktienmarkt
77
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Estimation theory
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Tiwari, Aviral Kumar
4
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Pierdzioch, Christian
3
Sheng, Xin
3
Wohar, Mark E.
3
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Carcel, Hector
2
Chen, Jian
2
Cook, Steven
2
Grobys, Klaus
2
Haley, M. Ryan
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Hegerty, Scott W.
2
Holmes, Mark J.
2
Huang, Wei-Qiang
2
Jawadi, Fredj
2
Ji, Qiang
2
Liu, Peipei
2
Ma, Feng
2
McKenzie, Jordi
2
Morley, Bruce
2
Nieh, Chien-chung
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Olson, Eric
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Ranjbar, Omid
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Sephton, Peter S.
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Siliverstovs, Boriss
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Tobing, Elwin
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Wang, Xunxiao
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Woo, Kai-yin
2
Yamada, Hiroshi
2
Yeh, Chih-chuan
2
Yoon, Gawon
2
Österholm, Pär
2
Aadland, David
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Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
1,542
Applied economics
481
Discussion paper series / IZA
452
Discussion paper / Centre for Economic Policy Research
451
Economic modelling
271
CESifo working papers
268
NBER working paper series
259
Working paper
230
Journal of econometrics
228
Energy economics
218
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
NBER Working Paper
201
Economics letters
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Finance research letters
199
Finance and economics discussion series
194
International review of economics & finance : IREF
193
Journal of banking & finance
190
Applied financial economics
180
The review of economics and statistics
177
Journal of international money and finance
169
International journal of forecasting
166
The North American journal of economics and finance : a journal of financial economics studies
160
International review of financial analysis
159
The American economic review
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The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
152
Journal of empirical finance
148
Discussion paper / Tinbergen Institute
134
The journal of futures markets
130
Journal of forecasting
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Journal of financial economics
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
Discussion paper
115
Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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Journal of economic dynamics & control
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Research in international business and finance
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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
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:
7
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:
8
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
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9
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
Saved in:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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