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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Bollerslev, Tim"
~person:"Gallegati, Mauro"
~person:"Wohar, Mark E."
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Fiscal policy"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Fiscal policy
Volatilität
Estimation
122
Schätzung
122
Volatility
47
Capital income
45
Kapitaleinkommen
45
Börsenkurs
37
Share price
37
USA
35
United States
35
Theorie
32
Theory
32
Forecasting model
24
Prognoseverfahren
24
Time series analysis
19
Zeitreihenanalyse
19
Aktienmarkt
17
Stock market
17
Welt
16
World
16
Konjunktur
14
Risikoprämie
13
Risk premium
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Exchange rate
11
Risk
11
Wechselkurs
11
Cointegration
10
Großbritannien
10
Kointegration
10
Risiko
10
United Kingdom
10
Estimation theory
9
Inflation
9
Schock
9
Schätztheorie
9
Shock
9
High-frequency data
8
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Undetermined
31
Free
1
Type of publication
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Article
54
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Article in journal
54
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Aufsatz im Buch
3
Book section
3
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Language
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English
52
Italian
2
Author
All
Bollerslev, Tim
Gallegati, Mauro
Wohar, Mark E.
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
38
Gil-Alaña, Luis A.
36
Jalles, João Tovar
28
Caporale, Guglielmo Maria
26
Ma, Feng
25
Balcilar, Mehmet
24
McAleer, Michael
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Bouri, Elie
23
Tiwari, Aviral Kumar
22
Apergēs, Nikolaos
21
Xuan Vinh Vo
21
Afonso, António
20
Kumar, Dilip
20
Chiang, Thomas C.
18
Kang, Sang Hoon
17
Brooks, Robert
16
Mensi, Walid
16
Yoon, Seong-min
16
Asai, Manabu
15
Döpke, Jörg
15
Rashid, Abdul
15
Berg, Gerard J. van den
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Zhu, Huiming
14
Andersen, Torben
13
Belke, Ansgar
13
Demirer, Rıza
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Serletis, Apostolos
13
Tauchen, George Eugene
13
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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
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied financial economics
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Applied economics letters
1
Economics and Business Letters : EBL
1
Giornale degli economisti e annali di economia
1
International economic review
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of development economics
1
Journal of economic interaction and coordination : JEIC
1
Journal of economic research
1
Journal of economics and finance
1
Journal of financial econometrics
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Rivista di politica economica
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The Chinese economy
1
The European journal of finance
1
The review of economic studies
1
The world economy : the leading journal on international economic relations
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
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
3
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
4
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:
5
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:
6
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:
7
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:
8
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
9
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:
10
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
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