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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Time series analysis
Volatility
Estimation
947
Schätzung
942
Volatilität
246
Theorie
239
Theory
239
Estimation theory
234
Schätztheorie
234
Oil price
197
Ölpreis
197
Zeitreihenanalyse
169
Panel
155
Panel study
155
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Welt
126
World
126
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117
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117
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115
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115
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104
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90
USA
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89
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84
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84
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80
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60
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58
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58
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57
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360
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Übersichtsarbeit
Aufsatz in Zeitschrift
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360
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2
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English
360
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Ma, Feng
6
Bouri, Elie
5
Kim, Donggyu
5
Li, Jia
5
Wang, Yudong
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Tiwari, Aviral Kumar
4
Wang, Shouyang
4
Xiu, Dacheng
4
Yoon, Seong-min
4
Barigozzi, Matteo
3
Chevallier, Julien
3
Fan, Jianqing
3
Francq, Christian
3
Koop, Gary
3
McAleer, Michael
3
Pan, Zhiyuan
3
Park, Joon Y.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Sun, Yuying
3
Taylor, Robert
3
Wang, Yazhen
3
Wei, Yu
3
Xu, Yahua
3
Zakoïan, Jean-Michel
3
Zhang, Zhengjun
3
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Asai, Manabu
2
Balcilar, Mehmet
2
Baltagi, Badi H.
2
Barnett, William A.
2
Bibinger, Markus
2
Billio, Monica
2
Caporin, Massimiliano
2
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Energy economics
Journal of econometrics
Applied economics
275
Economic modelling
259
Applied economics letters
197
International review of economics & finance : IREF
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
154
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
International review of financial analysis
127
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
105
Applied financial economics
101
Journal of empirical finance
100
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Research in international business and finance
87
International journal of finance & economics : IJFE
79
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
Journal of applied econometrics
69
The journal of futures markets
67
The European journal of finance
65
Journal of economic dynamics & control
60
Empirica : journal of european economics
59
Journal of macroeconomics
59
Econometric reviews
56
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and finance
51
The empirical economics letters : a monthly international journal of economics
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
50
International journal of economics and financial issues : IJEFI
47
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
360
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
New estimate of shadow economy based on the total energy consumption : evidence from the European Union countries
Achim, Monica Violeta
;
Postea, Mihaela Maria
;
Noja, …
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559197
Saved in:
3
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
4
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Environmental productivity growth across European industries
Stergiou, Eirini
;
Rigas, Nikos
;
Kounetas, Konstantinos E.
- In:
Energy economics
123
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014475894
Saved in:
10
The time-varying effects of liquidity and market efficiency of the European Union carbon market : evidence from the TVP-SVAR-SV approach
Zhong, Meirui
;
Zhang, Rui
;
Ren, Xiaohang
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014476453
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