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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"EU-Staaten"
~subject:"Estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
EU-Staaten
Estimation
Schätzung
761
Theorie
317
Theory
317
Forecasting model
204
Prognoseverfahren
204
Capital income
157
Kapitaleinkommen
157
USA
135
United States
135
Volatility
132
Time series analysis
117
Zeitreihenanalyse
117
Börsenkurs
116
Share price
116
Estimation theory
80
Schätztheorie
80
Welt
72
World
72
ARCH model
59
ARCH-Modell
59
CAPM
58
Aktienmarkt
57
Stock market
57
Portfolio selection
54
Portfolio-Management
54
Risikoprämie
48
Risk premium
48
Regression analysis
46
Regressionsanalyse
46
VAR model
45
VAR-Modell
45
Risk
42
Panel
41
Panel study
41
Yield curve
41
Zinsstruktur
41
Deutschland
40
Germany
40
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Undetermined
295
Free
24
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Article
760
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
761
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
2
Sammelwerk
2
Country report
1
Länderbericht
1
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Language
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English
761
Author
All
Pesaran, M. Hashem
10
Marcellino, Massimiliano
9
Koop, Gary
7
Clark, Todd E.
5
Härdle, Wolfgang
5
Wang, Yudong
5
Cenesizoglu, Tolga
4
Cho, Dooyeon
4
Hautsch, Nikolaus
4
Herwartz, Helmut
4
Kapetanios, George
4
Karathanasopoulos, Andreas
4
Kilian, Lutz
4
Phillips, Peter C. B.
4
Tobias, Justin L.
4
Vahid, Farshid
4
Wel, Michel van der
4
Baillie, Richard
3
Baltagi, Badi H.
3
Caporin, Massimiliano
3
Chan, Ngai Hang
3
Dijk, Dick van
3
Doppelhofer, Gernot
3
Egger, Peter
3
Gospodinov, Nikolaj
3
Gupta, Rangan
3
Jones, Andrew M.
3
Karanasos, Menelaos
3
Koopman, Siem Jan
3
Kumbhakar, Subal
3
Lee, Lung-fei
3
Lucas, André
3
Martens, Martin
3
Nelson, Charles R.
3
Opschoor, Anne
3
Pan, Zhiyuan
3
Pendakur, Krishna
3
Schumacher, Christian
3
Shin, Yongcheol
3
Smith, L. Vanessa
3
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Published in...
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Journal of applied econometrics
Journal of empirical finance
Journal of forecasting
Applied economics
1,748
Applied economics letters
1,171
Economic modelling
832
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
684
International review of economics & finance : IREF
496
Energy economics
486
Journal of econometrics
464
Journal of international money and finance
460
Applied financial economics
442
Journal of banking & finance
434
Finance research letters
433
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
364
International review of financial analysis
338
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
289
Journal of macroeconomics
277
European economic review : EER
262
International journal of economics and financial issues : IJEFI
259
International journal of finance & economics : IJFE
258
International journal of economics and finance
255
Economics of education review
251
Journal of international financial markets, institutions & money
250
Journal of financial economics
248
Journal of economic dynamics & control
240
Journal of international economics
226
Research in international business and finance
226
Journal of monetary economics
208
The journal of finance : the journal of the American Finance Association
201
Cogent economics & finance
200
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
200
The European journal of finance
199
Journal of economic behavior & organization : JEBO
197
Journal of money, credit and banking : JMCB
195
Journal of population economics
195
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ECONIS (ZBW)
761
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1
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761
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1
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:
2
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:
3
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
4
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:
5
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
Saved in:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
7
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
8
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
9
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
10
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
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