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subject:"Volatility"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Kapitaleinkommen
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Estimation
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Caporale, Guglielmo Maria
219
Gil-Alaña, Luis A.
206
Gupta, Rangan
151
McAleer, Michael
102
Pierdzioch, Christian
88
Zaremba, Adam
72
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65
Bollerslev, Tim
61
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58
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52
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48
Todorov, Viktor
46
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44
Härdle, Wolfgang
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Bohl, Martin T.
43
Timmermann, Allan
43
Döpke, Jörg
40
Bali, Turan G.
39
Allen, David E.
38
Bouri, Elie
38
Herwartz, Helmut
38
Kapetanios, George
38
Diebold, Francis X.
35
Ghysels, Eric
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Marcellino, Massimiliano
34
Campbell, John Y.
33
Miller, Stephen M.
33
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32
Cheung, Yin-Wong
32
Ma, Feng
32
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31
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31
Lettau, Martin
31
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30
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29
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
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Federal Reserve Bank of St. Louis
7
University of Canterbury / Dept. of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Höhere Studien
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International Monetary Fund
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Rodney L. White Center for Financial Research
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Umeå universitet
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bonn Graduate School of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Kansantaloustieteen Laitos <Tampere>
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Australien / Bureau of Statistics
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Bank of Canada
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Centre for Economic Policy Research
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Eric Cuvillier <Firma>
2
European University Institute / Department of Law
2
Federal Reserve System / Board of Governors
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Applied economics
292
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250
Applied economics letters
248
Finance research letters
242
NBER working paper series
226
Working paper / National Bureau of Economic Research, Inc.
225
International review of economics & finance : IREF
224
Journal of banking & finance
214
International review of financial analysis
202
NBER Working Paper
198
Applied financial economics
194
Energy economics
192
Journal of econometrics
189
The North American journal of economics and finance : a journal of financial economics studies
177
Journal of empirical finance
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
CESifo working papers
154
Journal of financial economics
154
Economics letters
145
Journal of international financial markets, institutions & money
145
Working paper
140
Journal of international money and finance
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Research in international business and finance
130
Discussion paper / Centre for Economic Policy Research
119
International journal of forecasting
108
The European journal of finance
107
Discussion paper / Tinbergen Institute
105
Journal of risk and financial management : JRFM
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
International journal of finance & economics : IJFE
99
Pacific-Basin finance journal
97
The journal of futures markets
92
Journal of forecasting
90
International journal of economics and finance
89
Review of quantitative finance and accounting
87
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
International journal of economics and financial issues : IJEFI
77
Cogent economics & finance
74
The journal of finance : the journal of the American Finance Association
69
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ECONIS (ZBW)
20,296
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
10
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
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