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subject:"Kapitaleinkommen"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Großbritannien"
~subject:"Volatilität"
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Kapitaleinkommen
Großbritannien
Volatilität
Estimation
2,219
Schätzung
2,214
Theorie
482
Theory
482
USA
304
United States
304
Estimation theory
261
Schätztheorie
261
Volatility
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Time series analysis
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Welt
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World
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Share price
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Cointegration
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Kointegration
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Forecasting model
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Prognoseverfahren
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Regressionsanalyse
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Nichtparametrisches Verfahren
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432
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Umar, Zaghum
5
Zaremba, Adam
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Ma, Feng
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Brown, Sarah
3
Fan, Jianqing
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Gupta, Rangan
3
Long, Huaigang
3
Patton, Andrew J.
3
Taylor, Robert
3
Turner, Paul
3
Wang, Yazhen
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Aloui, Chaker
2
Andreou, Elena
2
Asai, Manabu
2
Balcilar, Mehmet
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporale, Guglielmo Maria
2
Christensen, Kim
2
Creal, Drew
2
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Applied economics
Journal of econometrics
Discussion paper series / IZA
254
Working paper / National Bureau of Economic Research, Inc.
233
Finance research letters
232
NBER working paper series
223
International review of economics & finance : IREF
196
International review of financial analysis
193
NBER Working Paper
191
Journal of banking & finance
190
Economic modelling
186
Applied financial economics
181
Discussion paper / Centre for Economic Policy Research
172
Energy economics
171
Applied economics letters
168
Journal of empirical finance
162
The North American journal of economics and finance : a journal of financial economics studies
151
Journal of financial economics
143
Working paper
140
Journal of international money and finance
135
CESifo working papers
134
Journal of international financial markets, institutions & money
120
Research in international business and finance
116
Economics letters
114
The European journal of finance
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Discussion paper
96
IZA Discussion Paper
94
International journal of finance & economics : IJFE
91
Pacific-Basin finance journal
87
The journal of futures markets
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Review of quantitative finance and accounting
77
Journal of risk and financial management : JRFM
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Discussion paper / Tinbergen Institute
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of economics and finance
65
International journal of forecasting
65
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ECONIS (ZBW)
432
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1
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Investor sentiment and skewness risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
Investor sentiment and the MAX effect : evidence from Korea
Byun, Suk Joon
;
Jeon, Byounghyun
;
Kim, Donghoon
- In:
Applied economics
55
(
2023
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10013494426
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