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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
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Volatilität
Estimation
1,480
Schätzung
1,477
Theorie
228
Theory
228
Cointegration
180
Kointegration
180
Börsenkurs
178
Share price
178
Economic growth
156
Wirtschaftswachstum
155
United States
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USA
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Welt
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World
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Volatility
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Capital income
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138
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117
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117
Aktienmarkt
114
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114
Time series analysis
112
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Estimation theory
86
Schätztheorie
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Exchange rate
82
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82
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Prognoseverfahren
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Unit root test
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Germany
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Sornette, Didier
3
Wehrli, Alexander
3
Balibey, Mesut
2
Fink, Holger Maria
2
Gencer, Hatice Gaye
2
Grobys, Klaus
2
Gupta, Rangan
2
Hamzaoui, Nessrine
2
Ma, Feng
2
Mighri, Zouheir Ahmed
2
Olson, Eric
2
Regaieg, Boutheina
2
Turkyilmaz, Serpil
2
Wang, Xunxiao
2
Wheatley, Spencer
2
Abaoub, Ezzeddine
1
Ahn, Kwangwon
1
Al Saggaf, Majid Ibrahim
1
Al-Rashidi, Atef
1
Alemany, N.
1
Alexander, Carol
1
Altintas, Halil
1
Amiri, Ashkan
1
Anjum, Ghulam Abbas
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Aragó Manzana, Vicent
1
Arnold, Ivo J. M.
1
Asensio, Ivan Oscar
1
Ashraf, Ayesha
1
Avsar, Veysel
1
Baba, Naohiko
1
Baharumshah, Ahmad Zubaidi
1
Baklaci, H. F.
1
Barseghyan, Gayane
1
Baumöhl, E.
1
Bautista, Carlos C.
1
Beer, Simone
1
Belasri, Yassine
1
Belhaj, Fethi
1
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Applied economics letters
International journal of economics and financial issues : IJEFI
Quantitative finance
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
International Journal of Energy Economics and Policy : IJEEP
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
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ECONIS (ZBW)
139
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Does exchange rates swings affect trade? : Evidence from an emerging open economy
Gbadebo, Adedeji Daniel
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10014228390
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment
El Abed, Riadh
;
Mighri, Zouheir Ahmed
;
Hamouda, …
- In:
International journal of economics and financial issues …
12
(
2022
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10012802921
Saved in:
5
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
6
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
7
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
8
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:
9
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:
10
The impact of real exchange rate volatility on foreign direct investment inflows in Tunisia
Hniya, Sakli
;
Boubker, Ahlem
;
Mrad, Fatma
;
Nafti, Sawssen
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 52-67
Persistent link: https://www.econbiz.de/10012643733
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