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type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Theorie
1,066
Theory
1,066
Estimation
165
Schätzung
165
USA
95
United States
95
Time series analysis
67
Forecasting model
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Article in journal
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109
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109
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Gil-Alaña, Luis A.
5
Cook, Steven
4
Caporale, Guglielmo Maria
3
Bukenya, James
2
Carcel, Hector
2
Fukuda, Kosei
2
Giles, David E. A.
2
Paudel, Krishna P.
2
Payne, James E.
2
Shin, Dong-wan
2
You, Yu
2
Adhikari, Murali
1
Adhukari, Murali
1
Afonso, António
1
Albulescu, Claudiu Tiberiu
1
Alfarano, Simone
1
Almudhaf, Fahad
1
Amador, Rosa Badillo
1
Arbex, Marcelo
1
Assimakopoulos, V.
1
Ayuda Bosque, María Isabel
1
Aznar Grasa, Antonio
1
Baek, Changryong
1
Bahmani-Oskooee, Mohsen
1
Balcombe, Kelvin G.
1
Baldé, Thierno A.
1
Belaire-Franch, Jorge
1
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1
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1
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1
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1
Cai, Yifei
1
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1
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1
Chang, Meng-shiuh
1
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Applied economics letters
Journal of econometrics
410
Economics letters
335
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
256
Econometric theory
198
Economic modelling
165
Econometric reviews
160
Applied economics
151
Journal of banking & finance
126
Journal of economic dynamics & control
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Journal of empirical finance
108
Computational economics
100
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
International journal of theoretical and applied finance
85
Journal of financial economics
83
International review of economics & finance : IREF
75
International review of financial analysis
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
67
Oxford bulletin of economics and statistics
64
The review of financial studies
63
Journal of macroeconomics
62
Journal of monetary economics
61
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of risk and financial management : JRFM
58
The journal of finance : the journal of the American Finance Association
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Quantitative finance
57
European journal of operational research : EJOR
56
Applied financial economics
55
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ECONIS (ZBW)
109
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1
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
4
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
5
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
6
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
7
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
8
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
9
Analysis of investors' prediction potential using Holt Winters model and artificial neural networks
Dungore, Parizad Phiroze
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2032-2039
Persistent link: https://www.econbiz.de/10013552916
Saved in:
10
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
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