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~language:"eng"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Estimation
Volatilität
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219,964
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Gupta, Rangan
276
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144
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132
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118
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109
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106
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103
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102
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97
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94
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91
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89
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82
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77
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73
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72
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72
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71
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67
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66
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66
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66
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65
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63
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58
Hamori, Shigeyuki
58
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58
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57
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57
Herwartz, Helmut
56
Hsing, Yu
54
Moosa, Imad A.
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
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52
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52
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Brussels European and Global Economic Laboratory
1
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National Bureau of Economic Research
1
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Applied economics
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Applied economics letters
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Finance research letters
927
Economics letters
872
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
749
Journal of banking & finance
725
Journal of econometrics
683
International review of financial analysis
652
Applied financial economics
632
Journal of international money and finance
620
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
470
Research in international business and finance
448
Journal of empirical finance
437
Journal of international financial markets, institutions & money
422
Journal of applied econometrics
415
Journal of financial economics
395
Journal of economic dynamics & control
369
International journal of finance & economics : IJFE
361
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of economics and financial issues : IJEFI
333
The review of economics and statistics
333
Journal of risk and financial management : JRFM
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
International Journal of Energy Economics and Policy : IJEEP
321
International journal of economics and finance
321
Journal of macroeconomics
317
Labour economics : official journal of the European Association of Labour Economists
315
The European journal of finance
310
European economic review : EER
304
The journal of finance : the journal of the American Finance Association
299
International journal of forecasting
283
Pacific-Basin finance journal
282
International journal of theoretical and applied finance
279
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ECONIS (ZBW)
66,531
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1
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
3
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
4
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
5
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
6
Advertising expenditures and unobserved heterogeneity in bank performance : a conditional nonparametric frontier analysis
Papadamou, Stephanos
;
Tzeremes, Panayiotis G.
; …
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
5
,
pp. 3359-3373
Persistent link: https://www.econbiz.de/10014553884
Saved in:
7
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
8
African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015046944
Saved in:
9
Age at marriage and marital stability : evidence from China
García-Hombrados, Jorge
;
Özcan, Berkay
- In:
Review of Economics of the Household
22
(
2024
)
1
,
pp. 297-328
Persistent link: https://www.econbiz.de/10014502917
Saved in:
10
Age dynamics of the gender wage gap : an analysis with matched employer-employee microdata for Spain
Murillo Huertas, Inés P.
;
Raymond Bara, José Luis
- In:
The journal of industrial relations
66
(
2024
)
2
,
pp. 186-214
Persistent link: https://www.econbiz.de/10014583536
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