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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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USA
Volatilität
Estimation
678
Schätzung
678
Theorie
224
Theory
224
Volatility
157
United States
144
Estimation theory
141
Schätztheorie
141
Capital income
134
Kapitaleinkommen
134
Time series analysis
129
Zeitreihenanalyse
129
Börsenkurs
117
Share price
117
Forecasting model
99
Prognoseverfahren
99
Aktienmarkt
74
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74
Nichtparametrisches Verfahren
72
Nonparametric statistics
72
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63
ARCH-Modell
63
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59
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Cointegration
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English
274
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Gupta, Rangan
9
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Ji, Qiang
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Al-Yahyaee, Khamis Hamed
2
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2
Bollerslev, Tim
2
Chan, Joshua
2
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2
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2
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2
Dai, Zhifeng
2
Enders, Walter
2
Franses, Philip Hans
2
Hautsch, Nikolaus
2
Ho, Kin-Yip
2
Jacobs, Kris
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Wai Keung
2
Lien, Da-hsiang Donald
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Liu, Qiang
2
Lobato, Ignacio N.
2
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2
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2
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2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
419
Applied economics
367
NBER working paper series
219
CESifo working papers
208
Applied economics letters
204
Working paper
179
Energy economics
174
The review of economics and statistics
173
Finance and economics discussion series
171
Economic modelling
168
Applied financial economics
156
NBER Working Paper
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
151
International review of economics & finance : IREF
148
Journal of econometrics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Finance research letters
139
Journal of international money and finance
133
Journal of banking & finance
131
Economics letters
127
International review of financial analysis
119
The journal of futures markets
118
Journal of applied econometrics
116
Journal of empirical finance
98
Discussion paper
94
Discussion paper / Tinbergen Institute
93
Journal of money, credit and banking : JMCB
92
The review of financial studies
92
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
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ECONIS (ZBW)
274
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1
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
2
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
3
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
4
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
8
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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