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type_genre:"Article in journal"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Schätzung
Volatility
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Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
53
Gupta, Rangan
44
Caporale, Guglielmo Maria
39
McAleer, Michael
35
Ghysels, Eric
33
Taylor, Robert
33
Serletis, Apostolos
32
Koopman, Siem Jan
30
Koop, Gary
29
Leybourne, Stephen James
29
Perron, Pierre
29
Bollerslev, Tim
28
Kumbhakar, Subal
28
Herwartz, Helmut
27
Lütkepohl, Helmut
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Granger, C. W. J.
25
Harvey, Andrew C.
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Engle, Robert F.
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Moosa, Imad A.
24
Hong, Yongmiao
23
Mills, Terence C.
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Pesaran, M. Hashem
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Wohar, Mark E.
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Bahmani-Oskooee, Mohsen
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Hecq, Alain W. J.
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Hendry, David F.
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Chang, Tsangyao
21
Härdle, Wolfgang
21
Marcellino, Massimiliano
20
Newbold, Paul
20
Peel, David
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Swanson, Norman R.
20
Yu, Jun
20
Diebold, Francis X.
19
Harvey, David I.
19
Hassler, Uwe
19
Teräsvirta, Timo
19
Chan, Joshua
18
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutsche Bundesbank
1
European Economic Association
1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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Journal of econometrics
508
Economics letters
493
Applied economics
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
370
International journal of forecasting
363
Economic modelling
299
Journal of forecasting
291
Applied economics letters
241
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Journal of applied econometrics
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Journal of economic dynamics & control
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Econometric theory
212
Journal of international money and finance
211
Journal of banking & finance
209
Econometric reviews
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Journal of empirical finance
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Journal of macroeconomics
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International review of economics & finance : IREF
158
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
154
Journal of financial economics
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Journal of monetary economics
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Energy economics
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The review of economics and statistics
143
Macroeconomic dynamics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
131
Finance research letters
131
The journal of finance : the journal of the American Finance Association
126
Applied financial economics
122
Computational economics
117
The European journal of finance
117
International review of financial analysis
114
Oxford bulletin of economics and statistics
112
European economic review : EER
111
Journal of international economics
106
The American economic review
102
The review of financial studies
98
Journal of money, credit and banking : JMCB
97
The economic journal : the journal of the Royal Economic Society
97
The North American journal of economics and finance : a journal of financial economics studies
96
International journal of theoretical and applied finance
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ECONIS (ZBW)
18,544
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1
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
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:
7
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
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