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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Übersichtsarbeit"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Deutschland
Volatilität
Estimation
78
Schätzung
78
Volatility
41
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Forecasting model
23
Prognoseverfahren
23
USA
23
United States
23
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Time series analysis
17
Zeitreihenanalyse
17
Causality analysis
16
Kausalanalyse
16
Theorie
15
Theory
15
Welt
15
World
15
Aktienmarkt
13
Risiko
13
Risk
13
Stock market
13
Risikoprämie
11
Risk premium
11
VAR model
10
VAR-Modell
10
Cointegration
9
Kointegration
9
ARCH-Modell
8
Exchange rate
8
High-frequency data
8
Markov chain
8
Markov-Kette
8
South Africa
8
Südafrika
8
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Online availability
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Undetermined
33
Free
1
Type of publication
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Article
47
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Übersichtsarbeit
Article in journal
48
Arbeitspapier
17
Working Paper
17
Graue Literatur
16
Non-commercial literature
16
Aufsatz im Buch
1
Book section
1
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Language
All
English
Author
All
Balcilar, Mehmet
Bollerslev, Tim
Gupta, Rangan
71
Wagner, Joachim
48
Bahmani-Oskooee, Mohsen
43
Gil-Alaña, Luis A.
43
Pierdzioch, Christian
34
Caporale, Guglielmo Maria
32
Wohar, Mark E.
26
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Bouri, Elie
23
Apergēs, Nikolaos
22
Döpke, Jörg
22
Riphahn, Regina T.
21
Xuan Vinh Vo
21
Belke, Ansgar
20
Fitzenberger, Bernd
20
Fritsch, Michael
20
Kumar, Dilip
20
Schnabel, Claus
20
Tiwari, Aviral Kumar
20
Addison, John T.
18
Berg, Gerard J. van den
18
Buch, Claudia M.
18
Jalles, João Tovar
18
Chiang, Thomas C.
17
Kang, Sang Hoon
17
Brooks, Robert
16
Mensi, Walid
16
Yoon, Seong-min
16
Asai, Manabu
15
Bauer, Thomas K.
15
Bellmann, Lutz
15
Caliendo, Marco
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Li, Jia
14
McMillan, David G.
14
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Journal of econometrics
8
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Applied economics
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Empirica : journal of european economics
1
Finance research letters
1
International economic review
1
International economics and economic policy : IEEP
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of multinational financial management
1
Open economies review
1
Research in international business and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
5
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
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