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language:"eng"
subject:"OECD-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"Volatility"
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OECD-Staaten
Kapitaleinkommen
Time series analysis
Volatility
Estimation
118,067
Schätzung
118,010
Theorie
25,802
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25,794
USA
15,617
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15,591
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11,709
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11,667
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11,641
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8,158
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7,980
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5,399
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5,365
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5,220
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5,183
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4,801
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4,791
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4,787
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Caporale, Guglielmo Maria
198
Gil-Alaña, Luis A.
191
Gupta, Rangan
146
McAleer, Michael
95
Belke, Ansgar
88
Pierdzioch, Christian
77
Zaremba, Adam
72
Pesaran, M. Hashem
65
Koopman, Siem Jan
55
McMillan, David G.
55
Bollerslev, Tim
54
Bahmani-Oskooee, Mohsen
51
Herwartz, Helmut
48
Schneider, Friedrich
47
Tiwari, Aviral Kumar
47
Wohar, Mark E.
47
Narayan, Paresh Kumar
45
Engle, Robert F.
44
Kapetanios, George
42
Bali, Turan G.
39
Härdle, Wolfgang
39
Timmermann, Allan
39
Woessmann, Ludger
39
Marcellino, Massimiliano
38
Todorov, Viktor
38
Döpke, Jörg
36
Hautsch, Nikolaus
36
Diebold, Francis X.
35
Bouri, Elie
34
Gao, Jiti
33
Ma, Feng
33
Balcilar, Mehmet
32
Chang, Chia-Lin
31
Miller, Stephen M.
31
Bohl, Martin T.
30
Ghysels, Eric
30
Asai, Manabu
29
Buch, Claudia M.
29
Cakici, Nusret
29
Chang, Tsangyao
29
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National Bureau of Economic Research
226
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Forschungsinstitut zur Zukunft der Arbeit
15
Ekonomiska forskningsinstitutet <Stockholm>
13
Institut für Weltwirtschaft
11
Birkbeck College / Department of Economics
8
Federal Reserve Bank of St. Louis
8
OECD
8
Internationaler Währungsfonds / Research Department
6
University of Canterbury / Dept. of Economics and Finance
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Centre for Economic Performance
5
European University Institute / Department of Economics
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Federal Reserve Bank of New York
5
Federal Reserve System / Division of Research and Statistics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Organisation for Economic Co-operation and Development
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
5
Zentrum für Europäische Wirtschaftsforschung
5
Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Institut für Wirtschaftswissenschaften <Wien>
4
International Monetary Fund
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Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
4
Umeå universitet
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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Kansantaloustieteen Laitos <Tampere>
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National Institute of Economic and Social Research
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Rutgers University / Department of Economics
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School of Accounting, Finance and Economics <Perth, Western Australia>
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Suntory-Toyota International Centre for Economics and Related Disciplines
3
University of Exeter / Department of Economics
3
University of Otago / Commerce Division
3
University of Oxford / Institute of Economics and Statistics
3
University of Reading / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
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Applied economics
330
Economic modelling
260
Applied economics letters
243
Finance research letters
235
CESifo working papers
228
Working paper / National Bureau of Economic Research, Inc.
227
NBER working paper series
219
International review of economics & finance : IREF
217
Energy economics
205
NBER Working Paper
199
Journal of banking & finance
195
International review of financial analysis
194
Journal of econometrics
183
Economics letters
166
Journal of empirical finance
166
Working paper
166
The North American journal of economics and finance : a journal of financial economics studies
164
Applied financial economics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Discussion paper / Centre for Economic Policy Research
152
Journal of international money and finance
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Journal of financial economics
142
Journal of international financial markets, institutions & money
131
Research in international business and finance
117
International journal of forecasting
110
Discussion paper series / IZA
107
Discussion paper / Tinbergen Institute
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
The European journal of finance
96
International journal of finance & economics : IJFE
92
Pacific-Basin finance journal
89
Journal of forecasting
86
Journal of risk and financial management : JRFM
86
International journal of economics and finance
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
Review of quantitative finance and accounting
76
The journal of futures markets
76
Cogent economics & finance
68
Discussion paper
67
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ECONIS (ZBW)
20,450
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1
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of
20,450
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
6
Cross-country data on skills and the quality of schooling : a selective survey
Fuente, Ángel de la
;
Doménech, Rafael
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014474342
Saved in:
7
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
8
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
9
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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