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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
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Nichtparametrisches Verfahren
Volatilität
Theorie
7,801
Theory
7,800
Estimation theory
2,759
Schätztheorie
2,759
Estimation
2,301
Schätzung
2,291
United States
1,531
USA
1,530
Time series analysis
1,320
Zeitreihenanalyse
1,320
Welt
981
World
981
Volatility
822
Regression analysis
759
Regressionsanalyse
759
Panel
749
Panel study
749
Nonparametric statistics
742
Börsenkurs
717
Share price
717
Game theory
707
Spieltheorie
707
Forecasting model
702
Prognoseverfahren
702
Monetary policy
629
Geldpolitik
628
Economic growth
610
Wirtschaftswachstum
607
China
606
Capital income
595
Experiment
594
Kapitaleinkommen
594
Statistical test
548
Statistischer Test
548
EU countries
518
EU-Staaten
517
Cointegration
495
Kointegration
494
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Undetermined
723
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3
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1,507
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9
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Aufsatz in Zeitschrift
1,516
Conference paper
18
Konferenzbeitrag
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Collection of articles of several authors
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Sammelwerk
9
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4
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Linton, Oliver
29
Bollerslev, Tim
20
Chen, Xiaohong
18
Li, Qi
17
Todorov, Viktor
17
Tauchen, George Eugene
15
Lewbel, Arthur
14
Aït-Sahalia, Yacine
13
Robinson, Peter M.
13
McAleer, Michael
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Andersen, Torben
11
Florens, Jean-Pierre
11
Gao, Jiti
11
Su, Liangjun
11
Gupta, Rangan
10
Chen, Songnian
9
Fan, Yanqin
9
Hoderlein, Stefan
9
Hu, Yingyao
9
Meddahi, Nour
9
Patton, Andrew J.
9
Xiao, Zhijie
9
Cai, Zongwu
8
Gallant, A. Ronald
8
Gouriéroux, Christian
8
Henderson, Daniel J.
8
Horowitz, Joel
8
Li, Degui
8
Park, Joon Y.
8
Parmeter, Christopher F.
8
Shin, Dong-wan
8
White, Halbert
8
Xiu, Dacheng
8
Hallin, Marc
7
Hsiao, Cheng
7
Li, Jia
7
Mykland, Per A.
7
Sun, Yiguo
7
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Conference on Realized Volatility <2006, Montréal>
1
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Applied economics letters
Economics letters
Journal of econometrics
Energy economics
643
Finance research letters
523
Applied economics
434
International review of financial analysis
405
Journal of banking & finance
393
Economic modelling
375
The journal of futures markets
352
International review of economics & finance : IREF
351
The North American journal of economics and finance : a journal of financial economics studies
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
310
Journal of empirical finance
275
Applied financial economics
274
Research in international business and finance
259
International journal of theoretical and applied finance
251
Journal of international financial markets, institutions & money
238
Journal of international money and finance
224
Journal of risk and financial management : JRFM
218
Econometric reviews
204
Econometric theory
194
Journal of financial economics
190
Quantitative finance
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
168
International journal of forecasting
167
International Journal of Energy Economics and Policy : IJEEP
166
Journal of economic dynamics & control
158
The European journal of finance
155
Journal of forecasting
153
International journal of finance & economics : IJFE
145
Journal of applied econometrics
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
133
European journal of operational research : EJOR
131
Computational economics
127
Journal of financial econometrics : official journal of the Society for Financial Econometrics
127
The review of financial studies
127
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
123
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ECONIS (ZBW)
1,516
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1
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
2
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
3
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:
4
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:
5
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
6
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
7
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
8
Agricultural commodity markets in the wake of the black sea grain initiative
Goyal, Raghav
;
Steinbach, Sandro
- In:
Economics letters
231
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014461237
Saved in:
9
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
10
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
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