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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammelwerk"
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United States
ARCH model
Statistical distribution
Zeitreihenanalyse
Estimation
1,940
Schätzung
1,940
Theorie
355
Theory
355
USA
332
Welt
191
World
191
Volatility
186
Volatilität
186
Börsenkurs
133
Cointegration
133
Kointegration
133
Share price
133
Großbritannien
131
United Kingdom
131
Deutschland
123
Germany
123
Economic growth
121
Wirtschaftswachstum
121
Capital income
119
Kapitaleinkommen
119
Panel
112
Panel study
112
Time series analysis
104
Forecasting model
101
Prognoseverfahren
101
Aktienmarkt
85
Stock market
85
ARCH-Modell
79
EU countries
77
EU-Staaten
77
Geldpolitik
74
Monetary policy
74
Exchange rate
70
Wechselkurs
70
Inflation
69
VAR model
69
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Undetermined
149
Free
4
Type of publication
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Article
508
Type of publication (narrower categories)
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Article in journal
Sammelwerk
Aufsatz in Zeitschrift
508
Language
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English
508
Author
All
Moosa, Imad A.
10
Gil-Alaña, Luis A.
8
Bahmani-Oskooee, Mohsen
4
Cassou, Steven Peter
4
Gupta, Rangan
4
Ma, Feng
4
Sarno, Lucio
4
Thornton, James
4
Wang, George H. K.
4
Blazsek, Szabolcs
3
Chang, Tsangyao
3
Johnson, Paul A.
3
Omay, Tolga
3
Paudel, Krishna P.
3
Zhang, Yaojie
3
Benlagha, Noureddine
2
Burns, Kelly
2
Chen, Hui-chuan
2
Choudhary, M. Ali
2
Chowdhury, Abdur R.
2
Dhaene, Geert
2
Dorfman, Jeffrey H.
2
Ederington, Louis H.
2
Erekson, O. Homer
2
French, Michael T.
2
Friesner, Dan
2
Goel, Rajeev K.
2
Hansen, Peter Reinhard
2
Harvey, David I.
2
Hasanov, Mübariz
2
Ho, Han-Chiang
2
Huang, Zhuo
2
Hung, Mao-Wei
2
Iqbal, Javed
2
Kambouroudis, Dimos S.
2
Kim, Jong-Min
2
Koshal, Manjulika
2
Koshal, Rajindar K.
2
Lai, Yu-Sheng
2
Lee, Hsiang-tai
2
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Published in...
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Applied economics
The journal of futures markets
Applied economics letters
245
Economic modelling
200
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
The review of economics and statistics
173
Energy economics
155
Economics letters
153
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
136
Journal of applied econometrics
126
International review of economics & finance : IREF
125
Finance research letters
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Journal of banking & finance
104
International journal of forecasting
102
The review of financial studies
92
Journal of money, credit and banking : JMCB
87
International review of financial analysis
84
Journal of empirical finance
80
Journal of economic dynamics & control
77
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of macroeconomics
75
Journal of monetary economics
71
Journal of international financial markets, institutions & money
69
Econometric reviews
68
Journal of forecasting
68
International journal of finance & economics : IJFE
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Southern economic journal
64
Research in international business and finance
63
Journal of financial economics
62
Journal of labor economics
62
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ECONIS (ZBW)
508
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1
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10
of
508
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date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
The distribution of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
Saved in:
7
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:
8
Effect of religious attendance on the middle-aged worker’s wage in the United States : a possible causal connection
Mohanty, Madhu Sudan
- In:
Applied economics
56
(
2024
)
23
,
pp. 2790-2805
Persistent link: https://www.econbiz.de/10014526155
Saved in:
9
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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