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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Estimation
1,065
Schätzung
1,064
Theorie
229
Theory
229
Volatility
184
Welt
161
World
161
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160
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160
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159
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146
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Article in journal
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270
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Narayan, Paresh Kumar
6
Sharma, Susan Sunila
4
Arčabić, Vladimir
3
Antonakakis, Nikolaos
2
Balcilar, Mehmet
2
Bekiros, Stelios
2
Bley, Jorg
2
Bohl, Martin T.
2
Bouri, Elie
2
Chi, Xie
2
Cross, Jamie
2
Dinh Hoang Bach Phan
2
Feng, Yun
2
Filis, George
2
Floros, Christos
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Hou, Ai Jun
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liu, Li
2
Liu, Ruipeng
2
Mansur Masih
2
McKenzie, Michael D.
2
Moosa, Imad A.
2
Nazlıoğlu, Şaban
2
Nguyen, Anh D. M.
2
Papell, David H.
2
Paradiso, Antonio
2
Rossi, Eduardo
2
Saad, Mohsen M.
2
Salisu, Afees A.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Tiwari, Aviral Kumar
2
Vigne, Samuel A.
2
Wang, Tianyi
2
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Economic modelling
Journal of international financial markets, institutions & money
Applied economics
208
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Finance research letters
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
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
Applied financial economics
94
Journal of empirical finance
93
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Research in international business and finance
80
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
Journal of economic dynamics & control
49
The European journal of finance
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
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
The empirical economics letters : a monthly international journal of economics
42
Journal of macroeconomics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Pacific-Basin finance journal
40
Cogent economics & finance
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ECONIS (ZBW)
270
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
6
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
9
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
10
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
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