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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
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Time series analysis
Volatilität
Estimation
1,797
Schätzung
1,796
Theorie
327
Theory
327
United States
276
USA
275
Börsenkurs
245
Share price
245
Capital income
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Kapitaleinkommen
243
Volatility
221
Welt
195
World
195
Forecasting model
156
Prognoseverfahren
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Aktienmarkt
129
Stock market
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Cointegration
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Kointegration
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107
Kaufkraftparität
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Purchasing power parity
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Panel study
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Economic growth
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Risk premium
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Estimation theory
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311
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Ma, Feng
4
Prokopczuk, Marcel
4
Tiwari, Aviral Kumar
4
Chang, Tsangyao
3
Ederington, Louis H.
3
Wang, George H. K.
3
Wese Simen, Chardin
3
Agarwalla, Sobhesh Kumar
2
Bahmani-Oskooee, Mohsen
2
Cai, Yifei
2
Carcel, Hector
2
Chen, Jian
2
Cook, Steven
2
Faff, Robert W.
2
Fonseca, José da
2
Grobys, Klaus
2
Guan, Wei
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Holmes, Mark J.
2
Jei, Sang Young
2
Lai, Yu-Sheng
2
Li, Junye
2
Lim, Kian-Guan
2
McMillan, David G.
2
Olson, Eric
2
Onochie, Joseph I.
2
Orlov, Alexei G.
2
Park, Sung Y.
2
Ranjbar, Omid
2
Strohsal, Till
2
Wang, Xunxiao
2
Wohar, Mark E.
2
Woo, Kai-yin
2
Wu, Xinyu
2
Xu, Ke
2
Yamada, Hiroshi
2
Yau, Jot
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Applied economics letters
Journal of banking & finance
The journal of futures markets
Applied economics
208
Economic modelling
191
Energy economics
175
Journal of econometrics
165
International review of economics & finance : IREF
139
Finance research letters
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Economics letters
117
Working paper
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
115
CESifo working papers
114
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
Journal of empirical finance
96
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Journal of international money and finance
91
Working paper / National Bureau of Economic Research, Inc.
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
International journal of finance & economics : IJFE
63
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
51
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
311
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
9
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
10
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
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