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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
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Time series analysis
Volatilität
Estimation
1,155
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1,155
Theorie
165
Theory
165
United States
140
USA
139
Welt
121
World
121
Börsenkurs
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Purchasing power parity
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Cointegration
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Kointegration
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Economic growth
88
Wirtschaftswachstum
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Capital income
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Kapitaleinkommen
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Estimation theory
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144
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Tiwari, Aviral Kumar
4
Chang, Tsangyao
3
Bahmani-Oskooee, Mohsen
2
Carcel, Hector
2
Cook, Steven
2
Grobys, Klaus
2
Gupta, Rangan
2
Holmes, Mark J.
2
Ma, Feng
2
Olson, Eric
2
Ranjbar, Omid
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Woo, Kai-yin
2
Yamada, Hiroshi
2
Abedin, Md. Thasinul
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Alsabah, Duaij
1
Altuntas, Mehmet
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Arbex, Marcelo
1
Arnold, Ivo J. M.
1
Ashraf, Ayesha
1
Baba, Naohiko
1
Baharumshah, Ahmad Zubaidi
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Bahramian, Pejman
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Baklaci, H. F.
1
Balcombe, Kelvin G.
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Bamiatzi, Vicky
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Barseghyan, Gayane
1
Basher, Syed Abul
1
Baumöhl, E.
1
Bautista, Carlos C.
1
Beissinger, Thomas
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Bentzen, Jan
1
Berument, Hakan
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Applied economics letters
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
113
Working paper
113
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
50
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
47
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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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
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:
8
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:
9
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
Saved in:
10
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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