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~isPartOf:"Applied economics"
~subject:"Arbeitsmarkt"
~subject:"Prognoseverfahren"
~subject:"Spillover effect"
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Arbeitsmarkt
Prognoseverfahren
Spillover effect
Volatility
376
Volatilität
376
Estimation
136
Schätzung
136
ARCH model
104
ARCH-Modell
104
Börsenkurs
98
Share price
98
Aktienmarkt
81
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81
Capital income
76
Kapitaleinkommen
76
Theorie
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Welt
64
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61
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42
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volatility
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China
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23
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Ma, Feng
6
Zhang, Yaojie
6
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3
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2
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Frijns, Bart
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He, Mengxi
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2
Umar, Zaghum
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2
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2
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2
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2
Wen, Danyan
2
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2
Abuzayed, Bana
1
Akdoğu, Serpil Kahraman
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Amrouk, El Mamoun
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Assimakopoulos, V.
1
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1
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1
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1
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1
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Applied economics
Energy economics
211
Finance research letters
143
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of forecasting
121
Journal of forecasting
115
Economic modelling
107
International review of economics & finance : IREF
103
Discussion paper series / IZA
98
Research in international business and finance
71
Journal of banking & finance
69
Working paper
65
Journal of empirical finance
60
Applied economics letters
59
Journal of international financial markets, institutions & money
59
Journal of risk and financial management : JRFM
58
NBER working paper series
55
Journal of econometrics
53
Discussion paper / Tinbergen Institute
52
CESifo working papers
49
NBER Working Paper
48
IZA Discussion Paper
47
The journal of futures markets
43
Applied financial economics
41
International journal of finance & economics : IJFE
41
Working paper / National Bureau of Economic Research, Inc.
41
Pacific-Basin finance journal
40
Economics letters
38
Emerging markets, finance and trade : EMFT
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Discussion paper / Centre for Economic Policy Research
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Department of Economics working paper series
34
Econometric Institute research papers
34
Labour economics : official journal of the European Association of Labour Economists
33
Journal of international money and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The European journal of finance
31
Quantitative finance
30
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
The dynamic
volatility
connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
Saved in:
4
Uncertainty indices and stock market
volatility
predictability during the global pandemic : evidence from G7 countries
Fameliti, Stavroula P.
;
Skintz, Vasiliki D.
- In:
Applied economics
56
(
2024
)
19
,
pp. 2315-2336
Persistent link: https://www.econbiz.de/10014520768
Saved in:
5
Forecasting the
volatility
of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
6
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:
7
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
8
Network evolution underneath the
volatility
spillover in traditional and clean energy markets
Chen, Jin
;
Chen, Yue
;
Gu, Qinen
;
Zhou, Wei
- In:
Applied economics
55
(
2023
)
58
,
pp. 6905-6921
Persistent link: https://www.econbiz.de/10014393160
Saved in:
9
Do imports and exports exacerbate employment
volatility
? : evidence from Chinese A-share-listed industrial enterprises
Chen, Guifu
;
Zheng, Lin
;
Wu, Liyan
- In:
Applied economics
55
(
2023
)
59
,
pp. 7017-7032
Persistent link: https://www.econbiz.de/10014393226
Saved in:
10
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and
volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
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