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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
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USA
Volatilität
Forecasting model
Estimation
678
Schätzung
678
Theorie
224
Theory
224
Volatility
157
United States
144
Estimation theory
141
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141
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Gupta, Rangan
10
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6
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5
Pierdzioch, Christian
5
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4
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,542
Discussion paper / Centre for Economic Policy Research
445
Discussion paper series / IZA
439
Applied economics
418
NBER working paper series
260
Applied economics letters
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CESifo working papers
228
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214
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213
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211
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192
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International review of economics & finance : IREF
181
Journal of banking & finance
179
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176
Applied financial economics
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International journal of forecasting
166
Journal of international money and finance
163
Economics letters
157
International review of financial analysis
157
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
Journal of empirical finance
143
Journal of applied econometrics
136
The journal of futures markets
129
Journal of financial economics
121
Journal of forecasting
118
Discussion paper / Tinbergen Institute
110
Discussion paper
108
Journal of international financial markets, institutions & money
104
Journal of money, credit and banking : JMCB
101
The review of financial studies
94
Journal of financial and quantitative analysis : JFQA
92
Research in international business and finance
90
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85
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ECONIS (ZBW)
324
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1
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
4
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
5
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
6
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
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7
Reconciling trends in male earnings volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10013540611
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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