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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammelwerk"
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United States
Statistical distribution
Volatility
Zeitreihenanalyse
Estimation
2,276
Schätzung
2,275
Theorie
418
Theory
418
USA
358
Volatilität
291
Capital income
253
Kapitaleinkommen
253
Börsenkurs
237
Share price
237
Welt
236
World
236
Aktienmarkt
177
Stock market
177
Forecasting model
165
Prognoseverfahren
165
Cointegration
143
Kointegration
143
Großbritannien
141
United Kingdom
141
Deutschland
132
Germany
132
Economic growth
127
Wirtschaftswachstum
127
ARCH model
125
ARCH-Modell
125
Panel
124
Panel study
124
Time series analysis
123
Risk
97
Risiko
96
EU countries
93
EU-Staaten
93
Exchange rate
93
Wechselkurs
93
Geldpolitik
86
Monetary policy
86
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280
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8
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Article
723
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Article in journal
Sammelwerk
Aufsatz in Zeitschrift
723
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English
723
Author
All
Moosa, Imad A.
11
Gil-Alaña, Luis A.
9
Ma, Feng
8
Bahmani-Oskooee, Mohsen
5
Gupta, Rangan
5
Xuan Vinh Vo
5
Cassou, Steven Peter
4
Narayan, Paresh Kumar
4
Sarno, Lucio
4
Thornton, James
4
Umar, Zaghum
4
Wang, George H. K.
4
Wohar, Mark E.
4
Yoon, Seong-min
4
Zhu, Huiming
4
Agarwalla, Sobhesh Kumar
3
Balli, Hatice Ozer
3
Bouri, Elie
3
Chang, Tsangyao
3
Chowdhury, Abdur R.
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Fonseca, José da
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Hammoudeh, Shawkat
3
Johnson, Paul A.
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Miffre, Joëlle
3
Nguyen, Duc Khuong
3
Omay, Tolga
3
Paudel, Krishna P.
3
Sensoy, Ahmet
3
Shrestha, Keshab
3
Smales, Lee A.
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Balli, Faruk
2
Blazsek, Szabolcs
2
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Applied economics
International review of financial analysis
The journal of futures markets
Applied economics letters
278
Economic modelling
244
Journal of econometrics
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Energy economics
204
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Economics letters
185
International review of economics & finance : IREF
179
The review of economics and statistics
175
Applied financial economics
170
Finance research letters
154
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
150
Journal of international money and finance
150
The North American journal of economics and finance : a journal of financial economics studies
146
Journal of applied econometrics
141
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
International journal of forecasting
112
Journal of empirical finance
110
Journal of international financial markets, institutions & money
98
Journal of money, credit and banking : JMCB
94
Journal of economic dynamics & control
92
The review of financial studies
92
Research in international business and finance
91
Journal of financial economics
87
Journal of macroeconomics
86
International journal of finance & economics : IJFE
85
Journal of financial and quantitative analysis : JFQA
80
Journal of monetary economics
80
Journal of forecasting
79
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Econometric reviews
74
Journal of risk and financial management : JRFM
73
Macroeconomic dynamics
70
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ECONIS (ZBW)
723
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1
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723
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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:
9
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:
10
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
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