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subject:"Volatility"
~isPartOf:"Applied economics letters"
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Volatility
Schätzung
Time series analysis
220
Zeitreihenanalyse
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Estimation
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Theorie
69
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69
Estimation theory
50
Schätztheorie
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Tiwari, Aviral Kumar
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Chang, Tsangyao
3
Bahmani-Oskooee, Mohsen
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1
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1
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Applied economics letters
Journal of econometrics
162
Economic modelling
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Applied economics
116
Discussion paper / Tinbergen Institute
114
International journal of forecasting
113
Energy economics
102
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
75
Journal of forecasting
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Econometric reviews
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of banking & finance
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Economics and finance working paper series
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Journal of financial econometrics
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Research in international business and finance
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Applied financial economics
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CAMA working paper series
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Macroeconomic dynamics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of international money and finance
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SFB 649 discussion paper
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International journal of finance & economics : IJFE
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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
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:
3
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:
4
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
5
Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
6
Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
Saved in:
7
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
8
PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban
;
Altuntas, Mehmet
;
Kilic, Emre
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 731-737
Persistent link: https://www.econbiz.de/10013171045
Saved in:
9
Does a shrinking labor force reduce FDI inflows in OECD countries?
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1654-1658
Persistent link: https://www.econbiz.de/10013412250
Saved in:
10
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
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