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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
EU-Staaten
Estimation
962
Schätzung
961
Theorie
265
Theory
265
Forecasting model
170
Prognoseverfahren
170
Time series analysis
149
Zeitreihenanalyse
149
Volatility
144
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122
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122
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115
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114
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113
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71
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Article in journal
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279
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Belke, Ansgar
4
Cross, Jamie
3
Gupta, Rangan
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Audzei, Volha
2
Bekiros, Stelios
2
Chen, Shyh-wei
2
Clements, Adam
2
Duffy, David
2
Feng, Yun
2
Filis, George
2
Gatfaoui, Hayette
2
Hewings, Geoffrey
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Hur, Joonyoung
2
Kiani, Khurshid M.
2
Klose, Jens
2
Koubaa, Yosra
2
Kumar, Dilip
2
Liao, Yin
2
Liu, Li
2
Liu, Xiaoquan
2
Morana, Claudio
2
Narayan, Paresh Kumar
2
Racicot, François-Éric
2
Rey, Serge
2
Rossi, Eduardo
2
Slim, Skander
2
Théoret, Raymond
2
Travaglini, Giuseppe
2
Wang, Tianyi
2
Wang, Yudong
2
Winker, Peter
2
Zhang, Yaojie
2
Abdallah, Oussama
1
Abdullah, Mat Yusoff
1
Abid, Ilyes
1
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Economic modelling
Journal of forecasting
Applied economics
250
Energy economics
183
International review of economics & finance : IREF
157
Applied economics letters
153
Finance research letters
145
Journal of international money and finance
135
The North American journal of economics and finance : a journal of financial economics studies
123
Economics letters
120
International review of financial analysis
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of econometrics
113
Journal of banking & finance
112
Journal of empirical finance
90
Journal of international financial markets, institutions & money
88
Applied financial economics
87
Journal of economic dynamics & control
79
Research in international business and finance
76
Journal of macroeconomics
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
International journal of finance & economics : IJFE
70
Journal of risk and financial management : JRFM
66
European economic review : EER
63
The European journal of finance
63
The journal of futures markets
61
Macroeconomic dynamics
59
International journal of forecasting
55
Journal of international economics
55
Empirica : journal of european economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of monetary economics
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of applied econometrics
47
Journal of financial economics
46
Open economies review
46
International Journal of Energy Economics and Policy : IJEEP
45
Journal of money, credit and banking : JMCB
45
International journal of economics and finance
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
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ECONIS (ZBW)
279
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279
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1
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:
2
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:
3
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:
4
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
5
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
8
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
9
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
10
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
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