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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
~subject:"United States"
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Volatilität
ARCH-Modell
United States
Estimation
684
Schätzung
679
Theorie
208
Theory
208
Estimation theory
108
Schätztheorie
108
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83
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83
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Article in journal
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129
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Gupta, Rangan
5
Österholm, Pär
3
Cepni, Oguzhan
2
Christou, Christina
2
Dimitrakopoulos, Stefanos
2
Huang, Zhuo
2
Karlsson, Sune
2
Sheng, Xin
2
Abbott, Andrew J.
1
Aizcorbe, Ana M.
1
Albuquerque, Bruno
1
Anatolyev, Stanislav
1
Anderson, Heather M.
1
Andreou, Sofia N.
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Ardia, David
1
Babalos, Vasillios
1
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1
Balduzzi, Pierluigi
1
Bali, Turan G.
1
Beaudry, Paul
1
Beckmann, Joscha
1
Becsi, Zsolt
1
Bekiros, Stelios
1
Berger, Helge
1
Bertelsen, Kristoffer Pons
1
Bhaskara Rao, Buddhavarapu
1
Borup, Daniel
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1
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1
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1
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1
Casarin, Roberto
1
Chaabouni, Manel Mazioud
1
Chan, Joshua
1
Chang, Jui-chuan Della
1
Cheng, Chak Hung Jack
1
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Economics letters
Applied economics
381
Applied economics letters
216
Economic modelling
178
Energy economics
174
The review of economics and statistics
172
Applied financial economics
163
International review of economics & finance : IREF
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
The American economic review
153
Journal of econometrics
151
The journal of finance : the journal of the American Finance Association
151
Finance research letters
149
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
144
Journal of banking & finance
138
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of international money and finance
134
International review of financial analysis
124
The journal of futures markets
124
Journal of applied econometrics
117
Journal of empirical finance
106
The review of financial studies
92
Journal of international financial markets, institutions & money
90
Journal of money, credit and banking : JMCB
89
Journal of financial and quantitative analysis : JFQA
82
Research in international business and finance
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Journal of financial economics
79
Journal of monetary economics
78
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of economic dynamics & control
71
International journal of finance & economics : IJFE
69
Journal of macroeconomics
69
Review of quantitative finance and accounting
69
International journal of forecasting
68
Southern economic journal
66
Journal of risk and financial management : JRFM
63
The European journal of finance
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ECONIS (ZBW)
129
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1
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129
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
3
Inflation and real GDP growth in the U.S. : demand or supply driven?
Chang, Jui-chuan Della
;
Jansen, Dennis W.
;
Pagliacci, …
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460681
Saved in:
4
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
5
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
6
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
7
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
Saved in:
8
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
9
Data revisions and the effects of monetary policy volatility
Kamalyan, Hayk
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448289
Saved in:
10
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
- In:
Economics letters
213
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442110
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