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subject:"United Kingdom"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stock market"
~subject:"USA"
~subject:"Volatilität"
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United Kingdom
Stock market
USA
Volatilität
Estimation
2,137
Schätzung
2,137
Theorie
486
Theory
486
United States
350
Time series analysis
196
Zeitreihenanalyse
196
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187
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180
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169
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Nichtparametrisches Verfahren
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668
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Yoon, Seong-min
5
Bahmani-Oskooee, Mohsen
4
Cassou, Steven Peter
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Ma, Feng
4
Thornton, James
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Brown, Sarah
3
Chowdhury, Abdur R.
3
Enders, Walter
3
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3
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3
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3
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3
Hammoudeh, Shawkat
3
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3
Li, Bin
3
Moosa, Imad A.
3
Paudel, Krishna P.
3
Rosenman, Robert E.
3
Sentana, Enrique
3
Tiwari, Aviral Kumar
3
Turner, Paul
3
Umar, Zaghum
3
Weber, Christian E.
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zaremba, Adam
3
Zhang, Yaojie
3
Aloui, Chaker
2
Benlagha, Noureddine
2
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2
Caporale, Guglielmo Maria
2
Caudill, Steven B.
2
Chan, Joshua
2
Chen, Hui-chuan
2
Erekson, O. Homer
2
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2
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Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,580
Discussion paper series / IZA
644
Discussion paper / Centre for Economic Policy Research
514
NBER working paper series
323
Applied economics letters
281
CESifo working papers
267
NBER Working Paper
245
Economic modelling
235
Applied financial economics
218
Working paper
217
Finance research letters
213
International review of economics & finance : IREF
211
Energy economics
196
The review of economics and statistics
180
International review of financial analysis
178
Finance and economics discussion series
173
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
Journal of banking & finance
166
Journal of international money and finance
165
The American economic review
165
Journal of econometrics
159
The North American journal of economics and finance : a journal of financial economics studies
156
The journal of finance : the journal of the American Finance Association
156
Economics letters
155
Discussion paper
148
Journal of applied econometrics
137
The journal of futures markets
133
Research in international business and finance
125
Journal of international financial markets, institutions & money
124
Journal of empirical finance
123
IZA Discussion Paper
114
Journal of financial economics
103
Discussion paper / Tinbergen Institute
102
The European journal of finance
101
Journal of money, credit and banking : JMCB
99
International journal of finance & economics : IJFE
98
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
95
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ECONIS (ZBW)
668
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668
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1
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:
2
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
3
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
4
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
5
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:
6
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
7
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
8
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
9
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
Saved in:
10
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
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