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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Volatilität
Estimation
2,111
Schätzung
2,111
Theorie
436
Theory
436
USA
293
United States
293
Welt
187
World
187
Volatility
175
Time series analysis
163
Zeitreihenanalyse
163
Cointegration
154
Kointegration
154
Economic growth
144
Wirtschaftswachstum
144
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134
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129
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115
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115
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98
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92
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89
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88
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87
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87
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167
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6
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English
175
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Ma, Feng
5
Goutte, Stéphane
4
Zhu, Huiming
4
Chevallier, Julien
3
Gubareva, Mariya
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Dhaene, Geert
2
Fabozzi, Frank J.
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kearney, Colm
2
Kiliç, Rehim
2
Kim, Jong-Min
2
Liang, Chao
2
Ma, Jun
2
McMillan, David G.
2
Nguyen, Duc Khuong
2
Račev, Svetlozar T.
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Wei, Yu
2
Wen, Fenghua
2
Wu, Jianbin
2
Xuan Vinh Vo
2
You, Wan-hai
2
Zhang, Bing
2
Abutaleb, Ahmed S.
1
Acedański, Jan
1
Alba, Joseph D.
1
Alfano, Simon
1
Allen, David E.
1
Aloui, Chaker
1
Andersson, Fredrik
1
Arespa, Marta
1
Audrino, Francesco
1
Avdulaj, Krenar
1
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University of Western Sydney, Macarthur / Department of Economics and Finance
1
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Applied economics
Discussion paper series
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
153
Finance research letters
132
Economic modelling
116
International review of economics & finance : IREF
116
International review of financial analysis
104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Working paper
77
Applied financial economics
75
Research in international business and finance
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Discussion paper / Tinbergen Institute
58
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
175
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1
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:
2
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:
3
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:
4
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:
5
Market instability, investor sentiment, and probability judgment error in index option prices
Charles-Cadogan, G.
-
2021
Persistent link: https://www.econbiz.de/10012817231
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
8
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
9
The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
Saved in:
10
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
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