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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Capital income
Zeitreihenanalyse
Volatility
48
Volatilität
48
Estimation
21
Schätzung
21
ARCH model
18
ARCH-Modell
18
Börsenkurs
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Clements, Adam
2
Afonso, António
1
Baghdadabad, Mohammadreza Tavakoli
1
Chen, Wang
1
Chin, Wen Cheong
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Ciarreta, Aitor
1
Cross, Jamie
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El Ghini, Ahmed
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Ferreira, Paulo
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Gamba-Santamaria, Santiago
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Hamdi, Fayçal
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Ma, Feng
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Muniain, Peru
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Nonejad, Nima
1
Perras, Patrizia Julia
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Saidi, Youssef
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
154
Energy economics
104
Journal of econometrics
99
International review of financial analysis
98
The North American journal of economics and finance : a journal of financial economics studies
97
International review of economics & finance : IREF
92
Applied economics
75
Economic modelling
74
International journal of forecasting
71
Journal of empirical finance
69
Research in international business and finance
67
Journal of banking & finance
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Pacific-Basin finance journal
49
Journal of financial economics
48
Journal of financial econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of international financial markets, institutions & money
39
Journal of forecasting
34
Applied economics letters
33
Quantitative finance
33
Econometric reviews
28
Emerging markets, finance and trade : EMFT
28
International journal of finance & economics : IJFE
28
The European journal of finance
28
Journal of financial markets
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of international money and finance
23
Computational economics
22
Discussion paper / Centre for Economic Policy Research
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Journal of economic dynamics & control
21
Theoretical economics letters
19
International journal of economics and finance
18
Investment management and financial innovations
18
Review of quantitative finance and accounting
18
Studies in economics and finance
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ECONIS (ZBW)
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1
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
2
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
3
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
4
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
5
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
6
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Saved in:
7
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
8
Medium-term macroeconomic volatility and economic development : a new technique
Tang, Sam Hak Kan
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10012052184
Saved in:
9
Volatility spillovers among global stock markets : measuring total and directional effects
Gamba-Santamaria, Santiago
;
Gómez González, José Eduardo
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1581-1599
Persistent link: https://www.econbiz.de/10012052208
Saved in:
10
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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