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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The review of economics and statistics"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Volatilität
Zeitreihenanalyse
Estimation
908
Schätzung
907
Theorie
292
Theory
292
USA
250
Capital income
149
Kapitaleinkommen
149
Volatility
128
Börsenkurs
116
Share price
116
Welt
101
World
101
Aktienmarkt
94
Stock market
94
Forecasting model
91
Prognoseverfahren
91
Geldpolitik
77
Monetary policy
77
Schock
69
Shock
69
Risk
67
Risiko
66
Business cycle
58
Konjunktur
58
VAR model
52
VAR-Modell
52
ARCH model
49
ARCH-Modell
49
Economic growth
45
Inflation
45
Wirtschaftswachstum
45
CAPM
43
Exchange rate
43
Portfolio selection
43
Portfolio-Management
43
Wechselkurs
43
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Undetermined
138
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Article
392
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Article in journal
391
Aufsatz in Zeitschrift
391
Language
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English
392
Author
All
Bouri, Elie
3
Degiannakis, Stavros
3
Ma, Feng
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Appelbaum, Elie
2
Biolsi, Christopher
2
Blundell, Richard W.
2
Brooks, Robert
2
Chavas, Jean-Paul
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Do, Hung Xuan
2
Evans, William N.
2
Fabozzi, Frank J.
2
Floros, Christos
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Gong, Xue
2
Haltiwanger, John C.
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
Hughes Hallett, Andrew
2
In, Francis Haeuck
2
Jappelli, Tullio
2
Keating, John William
2
Kilian, Lutz
2
Lanne, Markku
2
Levitt, Steven D.
2
Liu, Jia
2
Maddala, Gangadharrao S.
2
Ni, Shawn X.
2
Nonejad, Nima
2
Rich, Robert W.
2
Roubaud, David
2
Russell, Bill
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
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International review of financial analysis
Journal of macroeconomics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
273
CESifo working papers
254
Economic modelling
239
NBER working paper series
232
Working paper
213
Journal of econometrics
204
Energy economics
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
International review of economics & finance : IREF
176
NBER Working Paper
169
Applied financial economics
168
Finance research letters
166
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of international money and finance
149
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of applied econometrics
137
The journal of futures markets
123
Discussion paper / Tinbergen Institute
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
110
International journal of forecasting
108
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of financial economics
85
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ECONIS (ZBW)
392
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1
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10
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392
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date (oldest first)
1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
7
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
8
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
9
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
10
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
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