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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Theory
Time series analysis
Volatility
Estimation
51,106
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51,039
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11,280
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7,026
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7,025
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4,791
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4,791
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4,790
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4,707
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4,706
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4,555
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4,146
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2,286
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Gil-Alaña, Luis A.
96
Gupta, Rangan
93
Caporale, Guglielmo Maria
65
Bahmani-Oskooee, Mohsen
59
Tiwari, Aviral Kumar
43
Wohar, Mark E.
39
Belke, Ansgar
34
Chang, Tsangyao
34
Moosa, Imad A.
30
Pierdzioch, Christian
29
Serletis, Apostolos
29
Bollerslev, Tim
28
Narayan, Paresh Kumar
28
Ma, Feng
27
McAleer, Michael
27
Apergēs, Nikolaos
25
Bouri, Elie
25
Kumbhakar, Subal
25
McMillan, David G.
25
Todorov, Viktor
25
Balcilar, Mehmet
24
Xuan Vinh Vo
24
Lee, Chien-chiang
23
MacDonald, Ronald
23
Brooks, Robert
22
Herwartz, Helmut
21
Sosvilla-Rivero, Simón
21
Tsionas, Efthymios G.
21
Kumar, Dilip
20
Rashid, Abdul
19
Kang, Sang Hoon
18
Chiang, Thomas C.
17
Koopman, Siem Jan
17
Marcellino, Massimiliano
17
Mensi, Walid
17
Miller, Stephen M.
17
Tauchen, George Eugene
17
Wang, Yudong
17
Afonso, António
16
Hautsch, Nikolaus
16
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Conference on Research in Income and Wealth
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
Springer Fachmedien Wiesbaden
1
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Applied economics
539
Economic modelling
385
Applied economics letters
324
Economics letters
295
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
272
Journal of econometrics
264
International review of economics & finance : IREF
241
Journal of international money and finance
241
Energy economics
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Journal of banking & finance
198
Finance research letters
184
Journal of applied econometrics
174
Applied financial economics
167
International review of financial analysis
162
Journal of empirical finance
158
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of macroeconomics
157
Journal of economic dynamics & control
152
International journal of forecasting
128
International journal of finance & economics : IJFE
123
Journal of international financial markets, institutions & money
122
European economic review : EER
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
121
Macroeconomic dynamics
118
Journal of financial economics
113
The review of economics and statistics
111
The European journal of finance
110
Journal of forecasting
106
Journal of international economics
106
Journal of monetary economics
106
Research in international business and finance
99
Journal of risk and financial management : JRFM
97
Econometric reviews
94
Journal of money, credit and banking : JMCB
94
The journal of finance : the journal of the American Finance Association
91
The journal of futures markets
91
Journal of urban economics
86
The empirical economics letters : a monthly international journal of economics
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
84
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ECONIS (ZBW)
18,124
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1
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18,124
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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
Nexus between inflation and inflation expectations at the zero lower bound : a tiger by the tail
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
- In:
Economic modelling
131
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451203
Saved in:
4
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:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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
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7
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:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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9
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
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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