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subject:"EU countries"
subject:"Estimation"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"Portfolio-Management"
~subject:"World"
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EU countries
Estimation
ARCH-Modell
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Schätzung
857
Theorie
265
Theory
265
USA
141
United States
141
Volatility
139
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139
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130
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130
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117
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117
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116
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97
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96
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75
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75
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55
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8
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Pesaran, M. Hashem
8
Wohar, Mark E.
8
Marcellino, Massimiliano
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Koop, Gary
5
Salisu, Afees A.
5
Balli, Faruk
4
Clark, Todd E.
4
Gil-Alaña, Luis A.
4
Kilian, Lutz
4
Kutan, Ali Mustafa
4
Phillips, Peter C. B.
4
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Baltagi, Badi H.
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Doppelhofer, Gernot
3
Egger, Peter
3
Fanelli, Luca
3
Jones, Andrew M.
3
Kang, Sang Hoon
3
Kumbhakar, Subal
3
Lee, Chien-chiang
3
Lee, Lung-fei
3
Malindretos, John
3
McAleer, Michael
3
Narayan, Seema
3
Pendakur, Krishna
3
Sola, Martin
3
Sosvilla-Rivero, Simón
3
Strachan, Rodney W.
3
Tobias, Justin L.
3
Urbain, Jean-Pierre
3
Urga, Giovanni
3
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International review of economics & finance : IREF
Journal of applied econometrics
Discussion paper series / IZA
3,011
Working paper / National Bureau of Economic Research, Inc.
2,569
NBER working paper series
2,305
NBER Working Paper
2,131
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1,754
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1,416
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1,409
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1,275
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1,173
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914
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832
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756
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
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696
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565
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515
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466
Journal of international money and finance
461
CESifo Working Paper Series
454
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444
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Finance research letters
437
Journal of banking & finance
434
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426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
384
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Labour economics : official journal of the European Association of Labour Economists
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The American economic review
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The review of economics and statistics
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Finance and economics discussion series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
Working paper series
283
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ECONIS (ZBW)
858
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1
Stock market and inequality distributions : evidence from the BRICS and G7 countries
Dong Quang Dang
;
Wu, Weiou
;
Korkos, Ioannis
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1172-1190
Persistent link: https://www.econbiz.de/10014535084
Saved in:
2
Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach
Tam Hoang‑Nhat Dang
;
Balli, Faruk
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10014535528
Saved in:
3
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
4
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
5
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
6
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
7
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
8
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
9
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
10
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
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