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subject:"Time series analysis"
subject:"United States"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Time series analysis
United States
Theory
Volatilität
Estimation
51,545
Schätzung
51,479
Theorie
11,335
USA
7,030
Volatility
4,873
Welt
4,824
World
4,824
Capital income
4,772
Kapitaleinkommen
4,771
Börsenkurs
4,625
Share price
4,625
Economic growth
4,177
Wirtschaftswachstum
4,170
Cointegration
3,819
Kointegration
3,812
Panel
3,507
Panel study
3,493
Deutschland
3,221
Germany
3,220
Stock market
3,145
Aktienmarkt
3,141
Forecasting model
2,963
Prognoseverfahren
2,963
Zeitreihenanalyse
2,937
Estimation theory
2,524
Schätztheorie
2,524
Exchange rate
2,363
Wechselkurs
2,351
EU countries
2,312
EU-Staaten
2,304
Monetary policy
2,191
Geldpolitik
2,189
ARCH model
2,072
ARCH-Modell
2,072
Impact assessment
2,021
Wirkungsanalyse
2,021
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Undetermined
7,019
Free
1,426
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Article
20,844
Book / Working Paper
44
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Article in journal
Aufsatz in Zeitschrift
20,888
Graue Literatur
14,731
Non-commercial literature
14,731
Working Paper
13,670
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13,668
Hochschulschrift
2,779
Thesis
2,356
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1,786
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1,786
Collection of articles written by one author
599
Sammlung
599
Bibliografie enthalten
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Bibliography included
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169
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169
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157
Sammelwerk
157
Aufsatzsammlung
107
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94
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94
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68
Amtsdruckschrift
64
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64
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38
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35
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34
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32
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32
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18
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15
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14
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5
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20,333
French
186
Spanish
130
German
117
Italian
79
Portuguese
24
Hungarian
9
Polish
4
Dutch
3
Swedish
2
Arabic
1
Czech
1
Croatian
1
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Gupta, Rangan
117
Gil-Alaña, Luis A.
104
Bahmani-Oskooee, Mohsen
74
Caporale, Guglielmo Maria
67
Tiwari, Aviral Kumar
48
Wohar, Mark E.
46
Chang, Tsangyao
40
Serletis, Apostolos
36
Moosa, Imad A.
34
Apergēs, Nikolaos
32
Balcilar, Mehmet
30
Pierdzioch, Christian
30
Bollerslev, Tim
29
Ma, Feng
29
McAleer, Michael
29
Kumbhakar, Subal
28
McMillan, David G.
28
Narayan, Paresh Kumar
28
Bouri, Elie
27
Todorov, Viktor
26
Xuan Vinh Vo
26
Hsing, Yu
25
Brooks, Robert
24
Lee, Chien-chiang
24
Belke, Ansgar
22
Miller, Stephen M.
21
Payne, James E.
21
Jawadi, Fredj
20
Koopman, Siem Jan
20
Kumar, Dilip
20
MacDonald, Ronald
20
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Rashid, Abdul
19
Sarno, Lucio
19
Hegerty, Scott W.
18
Salisu, Afees A.
18
Tauchen, George Eugene
18
Yoon, Seong-min
18
Ghysels, Eric
17
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
Published in...
All
Applied economics
667
Applied economics letters
399
Economic modelling
367
Economics letters
315
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
297
Journal of econometrics
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
258
International review of economics & finance : IREF
256
Journal of international money and finance
249
Energy economics
246
Applied financial economics
221
Journal of applied econometrics
218
Finance research letters
210
Journal of banking & finance
209
The review of economics and statistics
205
The American economic review
189
The North American journal of economics and finance : a journal of financial economics studies
172
International review of financial analysis
170
Journal of economic dynamics & control
166
Journal of macroeconomics
164
The journal of finance : the journal of the American Finance Association
164
Journal of empirical finance
162
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
141
The journal of futures markets
141
International journal of forecasting
135
Journal of financial economics
133
Journal of monetary economics
132
International journal of finance & economics : IJFE
129
Journal of money, credit and banking : JMCB
128
Macroeconomic dynamics
126
Journal of international financial markets, institutions & money
122
Journal of international economics
116
European economic review : EER
113
The European journal of finance
109
Journal of forecasting
108
Journal of urban economics
106
Econometric reviews
100
The review of financial studies
99
Research in international business and finance
98
American journal of agricultural economics
96
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ECONIS (ZBW)
20,888
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1
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10
of
20,888
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
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