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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Time series analysis
Volatilität
Estimation
1,799
Schätzung
1,798
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331
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331
Capital income
269
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269
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Gil-Alaña, Luis A.
11
Caporale, Guglielmo Maria
6
Gupta, Rangan
6
Prokopczuk, Marcel
4
Tiwari, Aviral Kumar
4
Bahmani-Oskooee, Mohsen
3
Bouri, Elie
3
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3
Ma, Feng
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3
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2
Boughrara, Adel
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2
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2
Guidolin, Massimo
2
Hautsch, Nikolaus
2
Holmes, Mark J.
2
Li, Junye
2
Marfatia, Hardik A.
2
Morales Zumaquero, Amalia
2
Olson, Eric
2
Pierdzioch, Christian
2
Ranjbar, Omid
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Sosvilla-Rivero, Simón
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Woo, Kai-yin
2
Wu, Xinyu
2
Yamada, Hiroshi
2
Zheng, Yao
2
Abedin, Md. Thasinul
1
Ahmed, Mohamed S.
1
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Applied economics letters
Journal of banking & finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
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Working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
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CESifo working papers
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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
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
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NBER Working Paper
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Research in international business and finance
80
Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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International Journal of Energy Economics and Policy : IJEEP
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Macroeconomic dynamics
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
293
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
7
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
8
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
9
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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