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subject:"Estimation"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Kanas, Angelos
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
66
Applied economics
58
Finance research letters
53
Economic modelling
52
International review of economics & finance : IREF
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Journal of international financial markets, institutions & money
36
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33
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32
Applied economics letters
30
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International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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23
The journal of futures markets
21
Working paper
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International journal of economics and finance
20
International journal of finance & economics : IJFE
20
Economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of risk
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Review of quantitative finance and accounting
17
Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics
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Cogent economics & finance
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Journal of economics and finance
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Pacific-Basin finance journal
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CBN journal of applied statistics
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Emerging markets, finance and trade : EMFT
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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:
2
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
Saved in:
3
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
4
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
Saved in:
5
Is inflation targeting credible in Asia? : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 523-546
Persistent link: https://www.econbiz.de/10011949277
Saved in:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
7
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed
;
Saidi, Youssef
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
Saved in:
8
The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
Saved in:
9
Foreign direct investment, economic growth, and volatility : a useful model for policymakers
Edwards, Jeffrey A.
;
Romero, Alfredo A.
;
Madjd-Sadjadi, …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
2
,
pp. 681-705
Persistent link: https://www.econbiz.de/10011551007
Saved in:
10
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Ben Omrane, Walid
;
Hafner, Christian M.
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 577-607
Persistent link: https://www.econbiz.de/10011292917
Saved in:
11
Inflation uncertainty revisited : a proposal for robust measurement
Grimme, Christian
;
Henzel, Steffen
;
Wieland, Elisabeth
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1497-1523
Persistent link: https://www.econbiz.de/10010462019
Saved in:
12
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
Saved in:
13
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
Saved in:
14
Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK
Bhar, Ramprasad
;
Mallik, Girijasankar
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
3
,
pp. 1333-1350
Persistent link: https://www.econbiz.de/10010222392
Saved in:
15
Stock market integration between new EU member states and the Euro-zone
Savva, Christos S.
;
Aslanidis, Nektarinos
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
2
,
pp. 337-351
Persistent link: https://www.econbiz.de/10008660866
Saved in:
16
Commodity price cycles and heterogeneous speculators : a STAR-GARCH model
Reitz, Stefan
;
Westerhoff, Frank H.
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
2
,
pp. 231-244
Persistent link: https://www.econbiz.de/10003529579
Saved in:
17
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
18
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Saved in:
19
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
;
Rime, Dagfinn
;
Sucarrat, Genaro
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 889-911
Persistent link: https://www.econbiz.de/10003233824
Saved in:
20
Order aggressiveness and order book dynamics
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 973-1005
Persistent link: https://www.econbiz.de/10003233831
Saved in:
21
Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
Saved in:
22
Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655658
Saved in:
23
Testing for nonlinearities in German bank stock returns
Kosfeld, Reinhold
;
Robé, Sophie
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
3
,
pp. 581-597
Persistent link: https://www.econbiz.de/10001609099
Saved in:
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