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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
~subject:"Volatilität"
~type_genre:"Sammelwerk"
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United States
Statistical distribution
Volatilität
Estimation
2,132
Schätzung
2,132
Theorie
424
Theory
424
USA
348
Volatility
232
Welt
202
World
202
Capital income
185
Kapitaleinkommen
185
Börsenkurs
181
Share price
181
Großbritannien
156
United Kingdom
156
Deutschland
143
Germany
143
Cointegration
136
Kointegration
136
Forecasting model
131
Prognoseverfahren
131
Economic growth
126
Wirtschaftswachstum
126
Panel
124
Panel study
124
Aktienmarkt
121
Stock market
121
Time series analysis
111
Zeitreihenanalyse
111
EU countries
97
EU-Staaten
97
ARCH model
95
ARCH-Modell
95
Exchange rate
91
Wechselkurs
91
Geldpolitik
80
Monetary policy
80
VAR model
75
VAR-Modell
75
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Undetermined
185
Free
9
Type of publication
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Article
575
Type of publication (narrower categories)
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Article in journal
Sammelwerk
Aufsatz in Zeitschrift
575
Conference paper
2
Konferenzbeitrag
2
Language
All
English
575
Author
All
Ma, Feng
5
Cassou, Steven Peter
4
Gupta, Rangan
4
McMillan, David G.
4
Sarno, Lucio
4
Thornton, James
4
Wang, George H. K.
4
Wohar, Mark E.
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Chowdhury, Abdur R.
3
Copeland, Laurence S.
3
Fonseca, José da
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Johnson, Paul A.
3
Lien, Da-hsiang Donald
3
Paudel, Krishna P.
3
Shrestha, Keshab
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Agarwalla, Sobhesh Kumar
2
Ap Gwilym, Owain
2
Blazsek, Szabolcs
2
Chen, Hui-chuan
2
Corbet, Shaen
2
Corrado, Charles Joseph
2
Dhaene, Geert
2
Ederington, Louis H.
2
Erekson, O. Homer
2
Faff, Robert W.
2
Fassas, Athanasios P.
2
French, Michael T.
2
Friesner, Dan
2
Goel, Rajeev K.
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Humphreys, Brad R.
2
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Applied economics
The European journal of finance
The journal of futures markets
Applied economics letters
214
Energy economics
177
Economic modelling
174
The review of economics and statistics
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International review of economics & finance : IREF
160
Journal of econometrics
160
Applied financial economics
158
Finance research letters
154
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
144
Journal of banking & finance
138
Journal of international money and finance
136
Economics letters
134
The North American journal of economics and finance : a journal of financial economics studies
132
International review of financial analysis
125
Journal of applied econometrics
122
Journal of empirical finance
100
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
87
Journal of financial economics
81
Journal of financial and quantitative analysis : JFQA
80
Research in international business and finance
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Journal of economic dynamics & control
73
International journal of finance & economics : IJFE
70
Journal of macroeconomics
70
International journal of forecasting
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Southern economic journal
66
Review of quantitative finance and accounting
65
Journal of labor economics
62
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ECONIS (ZBW)
575
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1
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575
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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 information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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