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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~subject:"ARCH model"
~subject:"Forecasting model"
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Schock
Volatilität
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Estimation
1,926
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402
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402
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266
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Moosa, Imad A.
6
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5
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4
Ma, Feng
4
Umar, Zaghum
4
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4
Zhu, Huiming
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3
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3
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3
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2
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2
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2
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2
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2
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2
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Dang Khoa Tran
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2
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2
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2
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Applied economics
International journal of forecasting
Economic modelling
225
Working paper / National Bureau of Economic Research, Inc.
210
NBER working paper series
201
Finance research letters
197
Energy economics
195
NBER Working Paper
186
Discussion paper / Centre for Economic Policy Research
172
International review of economics & finance : IREF
168
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166
Journal of econometrics
158
Journal of banking & finance
155
Applied economics letters
154
International review of financial analysis
154
CESifo working papers
146
The North American journal of economics and finance : a journal of financial economics studies
144
Journal of empirical finance
140
Economics letters
137
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133
Journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
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106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
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104
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101
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94
Research in international business and finance
89
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86
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84
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82
The journal of futures markets
82
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78
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76
Discussion paper series / IZA
75
The European journal of finance
74
International journal of finance & economics : IJFE
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
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ECONIS (ZBW)
408
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed
;
Ul Hassan, Mehboob
;
Md …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
10
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
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