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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"USA"
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Volatilität
USA
Estimation
2,208
Schätzung
2,203
Theorie
480
Theory
480
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303
Estimation theory
259
Schätztheorie
259
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227
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511
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Article in journal
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511
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511
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Cassou, Steven Peter
4
Ma, Feng
4
McAleer, Michael
4
Thornton, James
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Chowdhury, Abdur R.
3
Francq, Christian
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Johnson, Paul A.
3
Koop, Gary
3
Park, Joon Y.
3
Patton, Andrew J.
3
Paudel, Krishna P.
3
Umar, Zaghum
3
Wang, Yazhen
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Asai, Manabu
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Chen, Hui-chuan
2
Christensen, Kim
2
Creal, Drew
2
Erekson, O. Homer
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
French, Michael T.
2
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Applied economics
Journal of econometrics
Applied economics letters
204
Energy economics
173
The review of economics and statistics
172
Economic modelling
168
Applied financial economics
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
151
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Finance research letters
139
Journal of international money and finance
133
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
Economics letters
125
International review of financial analysis
119
The journal of futures markets
118
Journal of applied econometrics
116
Journal of empirical finance
96
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of economic dynamics & control
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of macroeconomics
68
Southern economic journal
66
International journal of finance & economics : IJFE
65
Review of quantitative finance and accounting
63
International journal of forecasting
61
Journal of labor economics
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
511
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511
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
Saved in:
8
Effect of religious attendance on the middle-aged worker’s wage in the United States : a possible causal connection
Mohanty, Madhu Sudan
- In:
Applied economics
56
(
2024
)
23
,
pp. 2790-2805
Persistent link: https://www.econbiz.de/10014526155
Saved in:
9
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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