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subject:"United States"
type_genre:"Article in journal"
~accessRights:"free"
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammelwerk"
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United States
Statistical distribution
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Zeitreihenanalyse
Estimation
22
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6
Welt
4
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4
Aktienmarkt
3
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Article in journal
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Benlagha, Noureddine
1
Binh Hoang Nguyen
1
Dang Khoa Tran
1
Das, Debojyoti
1
Dutta, Anupam
1
El Omari, Salaheddine
1
Gehricke, Sebastian A.
1
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1
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1
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1
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1
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1
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Applied economics
The journal of futures markets
Journal of risk and financial management : JRFM
73
International Journal of Energy Economics and Policy : IJEEP
51
International journal of economics and financial issues : IJEFI
49
Cogent economics & finance
41
Econometrics : open access journal
30
Risks : open access journal
29
Financial innovation : FIN
27
Quantitative economics : QE ; journal of the Econometric Society
20
Economies : open access journal
19
CBN journal of applied statistics
18
International Journal of Financial Studies : open access journal
18
Romanian journal of economic forecasting
15
Quantitative finance and economics
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Iranian economic review : journal of University of Tehran
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Borsa Istanbul Review
9
European research studies
9
Economics / Journal articles : the open-access, open-assessment journal
8
Economics and Business Letters : EBL
8
Pakistan journal of commerce and social sciences
8
SERIEs : Journal of the Spanish Economic Association
8
Quantitative finance
7
Business and Economic Research : BER
6
International journal of economic perspectives : IJEP
6
Journal of economics, finance & administrative science
6
Argumenta oeconomica
5
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Central European journal of economic modelling and econometrics
5
Economics, management and financial markets
5
Equilibrium : quarterly journal of economics and economic policy
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Future Business Journal
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International journal of finance & economics : IJFE
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Journal of Asian finance, economics and business : JAFEB
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Journal of applied economics
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Journal of business economics and management
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Managerial economics
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Cambridge working papers in economics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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