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subject:"Arbeitslosigkeit"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economic modelling"
~subject:"ARCH-Modell"
~subject:"Volatility"
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Arbeitslosigkeit
ARCH-Modell
Volatility
Estimation
1,244
Schätzung
1,243
Theorie
316
Theory
316
Volatilität
173
Time series analysis
167
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Welt
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132
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Koopman, Siem Jan
16
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11
Bos, Charles S.
9
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6
Nijkamp, Peter
6
Mahieu, Ronald J.
5
Asai, Manabu
4
Blasques, Francisco
4
Daníelsson, Jón
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Lucas, André
4
Pozzi, Lorenzo
4
Allen, David E.
3
Dijk, Dick van
3
Gorgi, Paolo
3
Janus, Paweł
3
Klaauw, Bas van der
3
Patuelli, Roberto
3
Vries, Casper G. de
3
Amisano, Gianni
2
Bardoulat, Isabelle
2
Berger, Tino
2
Bettendorf, Leon
2
Butter, Frank A. G. den
2
Cockx, Bart
2
Cross, Jamie
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Diks, Cees G. H.
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2
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2
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2
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2
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2
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Discussion paper / Tinbergen Institute
Economic modelling
Discussion paper series / IZA
308
Applied economics
202
Energy economics
145
Finance research letters
129
Working paper / National Bureau of Economic Research, Inc.
129
Applied economics letters
128
NBER working paper series
127
NBER Working Paper
120
Journal of econometrics
119
International review of economics & finance : IREF
118
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112
IZA Discussion Paper
109
International review of financial analysis
108
CESifo working papers
106
Discussion paper / Centre for Economic Policy Research
106
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of banking & finance
92
Journal of empirical finance
92
Applied financial economics
85
Economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
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79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Research in international business and finance
74
Journal of international money and finance
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Discussion paper
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The journal of futures markets
69
Journal of risk and financial management : JRFM
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
57
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
251
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11
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
12
Does employment protection legislation affect employment and unemployment?
Arestis, Philip
;
Ferreiro Aparicio, Jesús
;
Gómez, Carmen
- In:
Economic modelling
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014462609
Saved in:
13
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
14
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
15
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
16
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
17
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
18
The heterogeneity of Okun's law : a metaregression analysis
Porras-Arena, M. Sylvina
;
Martín-Román, Ángel L.
- In:
Economic modelling
128
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014464310
Saved in:
19
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
20
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
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