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subject:"USA"
type:"article"
~person:"Bali, Turan G."
~person:"Payne, James E."
~subject:"Volatilität"
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USA
Volatilität
Estimation
62
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21
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18
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Bali, Turan G.
Payne, James E.
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
53
Gil-Alaña, Luis A.
44
Wohar, Mark E.
38
Caporale, Guglielmo Maria
37
Bollerslev, Tim
30
Pierdzioch, Christian
27
Ma, Feng
26
McAleer, Michael
26
Balcilar, Mehmet
25
Todorov, Viktor
25
Apergēs, Nikolaos
23
Bouri, Elie
23
Xuan Vinh Vo
23
Tiwari, Aviral Kumar
21
Kumar, Dilip
20
Belke, Ansgar
19
Hsing, Yu
18
Brooks, Robert
17
Kang, Sang Hoon
17
Serletis, Apostolos
17
Tauchen, George Eugene
17
Asai, Manabu
16
Hegerty, Scott W.
16
McMillan, David G.
16
Mensi, Walid
16
Andersen, Torben
15
Hammoudeh, Shawkat
15
Jawadi, Fredj
15
Rashid, Abdul
15
Yoon, Seong-min
15
Hamori, Shigeyuki
14
Heckman, James J.
14
Koopman, Siem Jan
14
Lee, Chien-chiang
14
Li, Jia
14
Miller, Stephen M.
14
Sarno, Lucio
14
Wang, Yudong
14
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Applied financial economics
2
Journal of financial and quantitative analysis : JFQA
2
Applied economics
1
Applied economics letters
1
Atlantic economic journal : AEJ
1
Defence and peace economics
1
Economia internazionale
1
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1
Economics letters
1
Financial management
1
Journal of economic dynamics & control
1
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1
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1
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1
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1
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ECONIS (ZBW)
27
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1
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
2
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
3
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
4
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
5
An empirical note on entrepreneurship and unemployment : further evidence form U.S. States
Apergēs, Nikolaos
;
Payne, James E.
- In:
Journal of entrepreneurship and public policy : JEPP
5
(
2016
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011568516
Saved in:
6
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
7
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
8
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
9
Dynamics of US State cigarette consumption : evidence from panel error correction modeling
Apergis, Nicolas
;
Goel, Rajeev K.
;
Payne, James E.
- In:
Atlantic economic journal : AEJ
42
(
2014
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10010364861
Saved in:
10
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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