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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"Volatilität"
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Zeitreihenanalyse
Volatilität
Schätzung
1,807
Estimation
1,806
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333
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333
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265
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Welt
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Moosa, Imad A.
9
Gil-Alaña, Luis A.
7
Kunst, Robert M.
6
Jumah, Adusei
5
Bahmani-Oskooee, Mohsen
4
Gupta, Rangan
4
Ma, Feng
4
Zhu, Huiming
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Chang, Tsangyao
3
Costantini, Mauro
3
Goutte, Stéphane
3
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3
Nguyen, Duc Khuong
3
Omay, Tolga
3
Polasek, Wolfgang
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Balli, Hatice Ozer
2
Burns, Kelly
2
Escribano, Álvaro
2
Harvey, David I.
2
Hasanov, Mübariz
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kim, Jong-Min
2
Liang, Chao
2
Ma, Jun
2
Narayan, Paresh Kumar
2
Narayan, Seema
2
Ozdemir, Zeynel Abidin
2
Pappalardo, Carmine
2
Peel, David
2
Ranjbar, Omid
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Speight, Alan E. H.
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
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Reihe Ökonomie
Applied economics
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Energy economics
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Journal of econometrics
165
Applied economics letters
147
International review of economics & finance : IREF
139
Finance research letters
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Economics letters
117
Working paper
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
115
CESifo working papers
114
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
Journal of banking & finance
97
Journal of empirical finance
96
Applied financial economics
94
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94
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90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
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65
International journal of finance & economics : IJFE
63
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
51
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
220
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1
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:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
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:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
6
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
7
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
8
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
9
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
10
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
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