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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
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Time series analysis
Volatilität
Estimation
1,589
Schätzung
1,588
Theorie
284
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284
Capital income
223
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223
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Prokopczuk, Marcel
4
Tiwari, Aviral Kumar
4
Chang, Tsangyao
3
Ma, Feng
3
Wese Simen, Chardin
3
Bahmani-Oskooee, Mohsen
2
Carcel, Hector
2
Cook, Steven
2
Grobys, Klaus
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Holmes, Mark J.
2
Li, Junye
2
Olson, Eric
2
Ranjbar, Omid
2
Strohsal, Till
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Woo, Kai-yin
2
Yamada, Hiroshi
2
Abedin, Md. Thasinul
1
Ahmed, Shamim
1
Akdeniz, Levent
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Alsabah, Duaij
1
Altay-Salih, Aslihan
1
Altuntas, Mehmet
1
Anderson, Heather M.
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Andreou, Panayiotis C.
1
Annaert, Jan
1
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1
Apergēs, Nikolaos
1
Arbex, Marcelo
1
Arismendi Zambrano, Juan Carlos
1
Arnold, Ivo J. M.
1
Ashraf, Ayesha
1
Atilgan, Yigit
1
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Applied economics letters
Journal of banking & finance
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CESifo working papers
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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Journal of empirical finance
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NBER working paper series
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NBER Working Paper
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
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Econometric reviews
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The European journal of finance
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Journal of economic dynamics & control
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
241
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
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:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
10
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
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