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subject:"Volatility"
~isPartOf:"Applied economics letters"
~language:"eng"
~subject:"Schätztheorie"
~subject:"Share price"
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Volatility
Schätztheorie
Share price
Estimation
1,173
Schätzung
1,173
Theorie
169
Theory
169
United States
141
USA
140
Welt
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Caporale, Guglielmo Maria
3
Yamada, Hiroshi
3
Aoki, Takaaki
2
Apergis, Emmanuel
2
Apergēs, Nikolaos
2
Cao, Kang Hua
2
Chang, Tsangyao
2
Chen, Jian
2
Ciner, Cetin
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Grobys, Klaus
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Gupta, Rangan
2
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2
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2
Ma, Feng
2
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2
Nieh, Chien-chung
2
Olson, Eric
2
Pierdzioch, Christian
2
Quayes, Shakil
2
Ryu, Doojin
2
Siliverstovs, Boriss
2
Sousa, Ricardo M.
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Woo, Chi-keung
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Worthington, Andrew Charles
2
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2
Agiakloglou, Christos N.
1
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Alhassan, Abdulkareem
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Arnade, Carlos Anthony
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1
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1
Ashraf, Ayesha
1
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1
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Applied economics letters
Journal of econometrics
285
Finance research letters
223
Applied economics
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Economic modelling
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NBER working paper series
202
Energy economics
190
Working paper / National Bureau of Economic Research, Inc.
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of economics & finance : IREF
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NBER Working Paper
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Economics letters
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Journal of banking & finance
175
International review of financial analysis
167
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
146
Applied financial economics
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Working paper
122
Research in international business and finance
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Journal of international financial markets, institutions & money
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CESifo working papers
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103
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95
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94
Journal of financial economics
89
The European journal of finance
86
The journal of futures markets
86
Econometric reviews
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Discussion paper series / IZA
84
International journal of finance & economics : IJFE
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
International journal of forecasting
74
International journal of economics and finance
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Pacific-Basin finance journal
73
Discussion paper
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Review of quantitative finance and accounting
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
212
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1
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
4
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
5
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:
6
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:
7
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:
8
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
9
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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