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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatility"
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Zeitreihenanalyse
Volatility
Estimation
934
Schätzung
931
Theorie
261
Theory
261
Oil price
210
Ölpreis
210
Volatilität
200
Welt
153
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153
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128
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128
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121
Shock
121
Time series analysis
121
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117
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Börsenkurs
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Energiekonsum
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Cointegration
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Chan, Joshua
13
Ma, Feng
6
Bouri, Elie
5
Eisenstat, Eric
5
Kunst, Robert M.
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Wang, Yudong
5
Jumah, Adusei
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Strachan, Rodney W.
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Tiwari, Aviral Kumar
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Wong, Benjamin
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Yoon, Seong-min
4
Costantini, Mauro
3
Jacobs, Jan
3
Liao, Yin
3
Liu, Xiaochun
3
Morley, James C.
3
Nason, James Michael
3
Polasek, Wolfgang
3
Wang, Shouyang
3
Wei, Yu
3
Xu, Yahua
3
Aguiar-Conraria, Luís
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Balcilar, Mehmet
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Berger, Tino
2
Bu, Di
2
Chevallier, Julien
2
Cross, Jamie L.
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Das, Debojyoti
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Dutta, Anupam
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Everaert, Gerdie
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Gozgor, Giray
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Guo, Yawei
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Gupta, Rangan
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2
Hong, Yongmiao
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2
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Reihe Ökonomie
CAMA working paper series
Energy economics
Journal of economic dynamics & control
Applied economics
208
Economic modelling
191
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Finance research letters
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Working paper
113
CESifo working papers
112
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Journal of empirical finance
95
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
90
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
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NBER Working Paper
85
Research in international business and finance
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Journal of international financial markets, institutions & money
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Journal of forecasting
69
Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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The journal of futures markets
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International journal of finance & economics : IJFE
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Econometric reviews
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The European journal of finance
51
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
45
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
278
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
2
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
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3
COVID-19, mobility restriction policies and stock market volatility : a cross-country empirical study
Ahadzie, Richard Mawulawoea
;
Daugaard, Daniel
;
Kangogo, …
-
2023
Persistent link: https://www.econbiz.de/10014432208
Saved in:
4
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
5
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
6
Commodity price uncertainty comovement: Does it matter for global economic growth?
Ferrara, Laurent
;
Karadimitropoulou, Aikaterini
; …
-
2022
Persistent link: https://www.econbiz.de/10012878891
Saved in:
7
Investor sentiment, volatility and cross-market illiquidity dynamics : a threshold vector autoregression approach
Qi, Lin
-
2022
Persistent link: https://www.econbiz.de/10013184159
Saved in:
8
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
9
Multivariate decompositions and seasonal gender employment
Tian, Jing
;
Jacobs, Jan
;
Osborn, Denise R.
-
2021
Persistent link: https://www.econbiz.de/10012663829
Saved in:
10
Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin
;
Fujiwara, Ippei
;
Hirose, Yasuo
-
2021
-
This version: September 2021
Persistent link: https://www.econbiz.de/10012664096
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