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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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EU-Staaten
Theory
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USA
Volatility
Estimation
56,066
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56,048
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13,674
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Gupta, Rangan
118
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105
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76
Caporale, Guglielmo Maria
72
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49
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47
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40
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38
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36
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34
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34
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32
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30
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29
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29
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28
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Xuan Vinh Vo
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27
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26
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25
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24
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23
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22
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Kang, Sang Hoon
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19
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19
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10
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9
Eric Cuvillier <Firma>
8
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4
Peter Lang GmbH
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3
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Applied economics
730
Applied economics letters
447
Economic modelling
423
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
335
Economics letters
331
International review of economics & finance : IREF
280
Journal of international money and finance
280
Journal of econometrics
278
Energy economics
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
258
Applied financial economics
227
Journal of banking & finance
226
Journal of applied econometrics
225
Finance research letters
217
The review of economics and statistics
206
The American economic review
191
The North American journal of economics and finance : a journal of financial economics studies
182
International review of financial analysis
181
Journal of macroeconomics
179
Journal of economic dynamics & control
174
Journal of empirical finance
167
The journal of finance : the journal of the American Finance Association
165
Europäische Hochschulschriften / 5
142
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
142
The journal of futures markets
141
International journal of finance & economics : IJFE
140
International journal of forecasting
137
Journal of international financial markets, institutions & money
137
European economic review : EER
136
Journal of monetary economics
136
Journal of financial economics
135
Journal of money, credit and banking : JMCB
135
Macroeconomic dynamics
133
Journal of international economics
125
The European journal of finance
117
Journal of forecasting
110
Journal of urban economics
106
Research in international business and finance
105
Journal of risk and financial management : JRFM
101
Econometric reviews
100
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ECONIS (ZBW)
25,530
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1
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
3
Nexus between inflation and inflation expectations at the zero lower bound : a tiger by the tail
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
- In:
Economic modelling
131
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451203
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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