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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"Multivariate analysis"
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Volatility
Capital income
Cointegration
Multivariate analysis
Estimation theory
139
Schätztheorie
139
Estimation
43
Schätzung
43
Time series analysis
31
Zeitreihenanalyse
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Volatilität
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Dritsaki, Chaido
2
Adrian, Tobias
1
Ahlgren, Niklas
1
Ahmad, Shabbir
1
Andreou, Alena
1
Ang, Andrew
1
Antell, Jan
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of economics and financial issues : IJEFI
Journal of financial economics
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
51
Econometric reviews
49
Econometric theory
44
Discussion paper / Tinbergen Institute
41
Journal of empirical finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Economic modelling
33
Econometrics : open access journal
31
CREATES research paper
30
The econometrics journal
26
Applied economics letters
25
Finance research letters
24
International journal of forecasting
22
Journal of forecasting
22
Journal of the American Statistical Association : JASA
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Journal of banking & finance
20
Cowles Foundation discussion paper
19
Quantitative finance
19
Applied economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics
18
Journal of risk and financial management : JRFM
18
SFB 649 discussion paper
17
NBER Working Paper
16
International journal of theoretical and applied finance
15
Computational economics
14
Discussion papers of interdisciplinary research project 373
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
NBER working paper series
13
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Department of Economics, University of California San Diego
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
2
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
3
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
4
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
5
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
8
Sustainability of the current account : evidence from Pakistan
Ahmad, Shabbir
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10011786363
Saved in:
9
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
10
Can inflation be claimed as a monetary phenomenon? : the Malaysian experience
Tang, Chor Foon
;
Öztürk, İlhan
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011822768
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