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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Estimation
2,075
Schätzung
2,075
Theorie
411
Theory
411
USA
290
United States
290
Volatilität
182
Welt
182
World
182
Cointegration
169
Kointegration
169
Time series analysis
168
Zeitreihenanalyse
168
Economic growth
142
Panel
142
Panel study
142
Wirtschaftswachstum
141
Capital income
138
Kapitaleinkommen
138
Deutschland
137
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137
Großbritannien
126
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126
EU countries
118
Börsenkurs
116
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112
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100
Prognoseverfahren
100
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96
VAR model
96
VAR-Modell
96
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95
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92
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90
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90
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88
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7
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Aufsatz in Zeitschrift
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English
295
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Bahmani-Oskooee, Mohsen
8
Belke, Ansgar
5
Ma, Feng
5
Goutte, Stéphane
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Gubareva, Mariya
3
Pino, Gabriel
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Aftab, Muhammad
2
Bekiros, Stelios
2
Buch, Claudia M.
2
Crespo Cuaresma, Jesús
2
Damette, Olivier
2
Dreger, Christian
2
Fabozzi, Frank J.
2
Hegerty, Scott W.
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kempa, Bernd
2
Kiliç, Rehim
2
Kim, Jong-Min
2
Kuzin, Vladimir
2
Liang, Chao
2
López Pueyo, María del Carmen
2
Ma, Jun
2
Nautz, Dieter
2
Nguyen, Duc Khuong
2
Ozdemir, Zeynel Abidin
2
Panagiōtidēs, Theodōros
2
Račev, Svetlozar T.
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Sosvilla-Rivero, Simón
2
Wei, Yu
2
Wen, Fenghua
2
Wolters, Jürgen
2
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Applied economics
Empirica : journal of european economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
192
Energy economics
173
Finance research letters
148
International review of economics & finance : IREF
146
Applied economics letters
130
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
106
Journal of econometrics
105
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
85
Economics letters
83
Applied financial economics
82
Research in international business and finance
80
International journal of finance & economics : IJFE
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
63
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
International journal of forecasting
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
42
Journal of economic dynamics & control
41
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
38
Journal of forecasting
36
Journal of macroeconomics
36
Quantitative finance
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and financial issues : IJEFI
33
Review of world economics
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ECONIS (ZBW)
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91
Think again : volatility asymmetry and volatility persistence
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012054865
Saved in:
92
A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
Saved in:
93
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
94
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
95
Flexible HAR model for realized volatility
Audrino, Francesco
;
Huang, Chen
;
Okhrin, Ostap
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
Saved in:
96
The long-run impact of human capital on innovation and economic development in the regions of Europe
Diebolt, Claude
;
Hippe, Ralph
- In:
Applied economics
51
(
2019
)
5
,
pp. 542-563
Persistent link: https://www.econbiz.de/10012160622
Saved in:
97
Level and dynamics of financial depth : consequences for volatility of GDP
Acedański, Jan
;
Pietrucha, Jacek
- In:
Applied economics
51
(
2019
)
31
,
pp. 3389-3400
Persistent link: https://www.econbiz.de/10012196840
Saved in:
98
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
99
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
100
Panel data analysis of multi-factor capital asset pricing models
Makwasha, Tariro
;
Wright, Jill
;
Silvapulle, Paramsothy
- In:
Applied economics
51
(
2019
)
60
,
pp. 6459-6475
Persistent link: https://www.econbiz.de/10012197351
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