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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Estimation
3,409
Schätzung
3,409
Theorie
561
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561
United States
428
USA
427
Welt
408
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408
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Ma, Feng
12
Yoon, Seong-min
7
Tiwari, Aviral Kumar
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Zaremba, Adam
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Zhu, Huiming
6
Bouri, Elie
5
Umar, Zaghum
5
Wang, Yudong
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Wei, Yu
5
Apergēs, Nikolaos
4
Grobys, Klaus
4
Gubareva, Mariya
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Gupta, Rangan
4
Narayan, Paresh Kumar
4
Park, Sung Y.
4
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4
Wen, Fenghua
4
Wohar, Mark E.
4
Xiao, Jihong
4
Xu, Yahua
4
You, Wan-hai
4
Zhang, Bing
4
Zhang, Yaojie
4
Afonso, António
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Goutte, Stéphane
3
Guo, Yawei
3
Hammoudeh, Shawkat
3
Lee, Chien-chiang
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Liang, Chao
3
Long, Huaigang
3
Lu, Xinjie
3
McMillan, David G.
3
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3
Shahzad, Syed Jawad Hussain
3
Worthington, Andrew Charles
3
Wu, Xinyu
3
Yang, Chunpeng
3
Aboura, Sofiane
2
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Applied economics letters
Applied economics
Energy economics
Finance research letters
223
International review of economics & finance : IREF
188
International review of financial analysis
188
Journal of banking & finance
181
Economic modelling
161
Working paper / National Bureau of Economic Research, Inc.
161
Journal of empirical finance
159
NBER working paper series
156
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
140
Journal of financial economics
140
NBER Working Paper
131
Journal of econometrics
122
Journal of international financial markets, institutions & money
116
Research in international business and finance
108
Journal of international money and finance
107
Working paper
99
The European journal of finance
93
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
87
CESifo working papers
81
International journal of finance & economics : IJFE
74
Journal of risk and financial management : JRFM
74
Review of quantitative finance and accounting
73
Discussion paper / Centre for Economic Policy Research
72
The journal of futures markets
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Discussion paper / Tinbergen Institute
59
International journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Cogent economics & finance
56
Research paper series / Swiss Finance Institute
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of financial markets
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ECONIS (ZBW)
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
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:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
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:
6
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
7
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:
8
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:
9
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
10
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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