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subject:"Arbeitslosigkeit"
~person:"Bollerslev, Tim"
~person:"Gil-Alaña, Luis A."
~person:"Gros, Daniel"
~subject:"Kapitalmobilität"
~subject:"Monetary union"
~subject:"Volatility"
~type_genre:"Article in journal"
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Arbeitslosigkeit
Kapitalmobilität
Monetary union
Volatility
Estimation
162
Schätzung
162
Time series analysis
90
Zeitreihenanalyse
90
Cointegration
50
Kointegration
50
Theorie
46
Theory
46
Fractional integration
43
USA
43
United States
43
Volatilität
40
Börsenkurs
33
Capital income
33
Kapitaleinkommen
33
Share price
33
fractional integration
25
Großbritannien
24
United Kingdom
24
Persistence
20
Long memory
18
Aktienmarkt
15
Fractional cointegration
15
Stock market
15
Deutschland
14
Einheitswurzeltest
14
Germany
14
Unemployment
14
Unit root test
14
EU countries
13
EU-Staaten
13
Structural break
13
Strukturbruch
13
Exchange rate
12
Risikoprämie
12
Risk premium
12
Wechselkurs
12
Interest rate
11
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Undetermined
26
Free
1
Type of publication
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Article
56
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Article in journal
Aufsatz in Zeitschrift
56
Arbeitspapier
50
Working Paper
50
Graue Literatur
49
Non-commercial literature
49
Aufsatz im Buch
4
Book section
4
Konferenzschrift
1
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Language
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English
56
Author
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Bollerslev, Tim
Gil-Alaña, Luis A.
Gros, Daniel
Gupta, Rangan
63
Bahmani-Oskooee, Mohsen
34
Ma, Feng
26
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Pierdzioch, Christian
23
Xuan Vinh Vo
22
Kumar, Dilip
20
Tiwari, Aviral Kumar
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Caporale, Guglielmo Maria
18
Kang, Sang Hoon
17
Mensi, Walid
17
Apergēs, Nikolaos
16
Rashid, Abdul
16
Asai, Manabu
15
Belke, Ansgar
14
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Buch, Claudia M.
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Zhang, Yaojie
12
Caporin, Massimiliano
11
Demirer, Rıza
11
Floros, Christos
11
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Journal of econometrics
8
Journal of financial economics
5
Applied economics
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied econometrics and international development
1
Applied financial economics letters
1
Cuadernos de economía
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of forecasting
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
Review of development finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of international trade & economic development
1
The review of economic studies
1
The world economy : the leading journal on international economic relations
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
56
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1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
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:
3
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
4
Savings-investment and the current account : more measurement error than identity
Beckmann, Joscha
;
Belke, Ansgar
;
Gros, Daniel
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433248
Saved in:
5
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:
6
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:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
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:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
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:
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