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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
833
Schätzung
832
Theorie
260
Theory
260
USA
138
Volatility
134
Capital income
126
Kapitaleinkommen
126
Börsenkurs
113
Share price
113
Welt
112
World
112
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93
Aktienmarkt
92
Forecasting model
83
Prognoseverfahren
83
Zeitreihenanalyse
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Panel study
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64
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63
Kointegration
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EU-Staaten
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Estimation theory
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Marcellino, Massimiliano
7
Gupta, Rangan
4
Pesaran, M. Hashem
4
Xuan Vinh Vo
4
Brooks, Robert
3
Clark, Todd E.
3
McAleer, Michael
3
Yin, Libo
3
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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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2
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2
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2
Chesher, Andrew
2
Chortareas, Georgios E.
2
Do, Hung Xuan
2
Feng, Jiabao
2
Fleissig, Adrian R.
2
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2
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2
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2
Kutan, Ali Mustafa
2
Li, Mingliang
2
Malik, Farooq
2
Mensi, Walid
2
Nielsen, Morten Ørregaard
2
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International review of economics & finance : IREF
Journal of applied econometrics
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
Applied economics letters
269
CESifo working papers
253
Economic modelling
238
NBER working paper series
227
Working paper
210
Journal of econometrics
204
Energy economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
The review of economics and statistics
175
NBER Working Paper
169
Applied financial economics
168
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
149
Journal of international money and finance
146
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
128
Discussion paper / Tinbergen Institute
122
The journal of futures markets
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
109
International journal of forecasting
106
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of macroeconomics
86
Journal of financial economics
85
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ECONIS (ZBW)
306
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
6
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
7
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
8
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
Saved in:
9
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
10
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
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