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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"Germany"
~subject:"Statistical distribution"
~subject:"Volatility"
~type_genre:"Sammelwerk"
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United States
Germany
Statistical distribution
Volatility
Estimation
1,938
Schätzung
1,938
Theorie
355
Theory
355
USA
332
Welt
191
World
191
Volatilität
186
Börsenkurs
133
Cointegration
133
Kointegration
133
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133
Großbritannien
131
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131
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121
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85
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85
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70
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617
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Article in journal
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English
617
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Ma, Feng
5
Cassou, Steven Peter
4
Sarno, Lucio
4
Thornton, James
4
Wang, George H. K.
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Belke, Ansgar
3
Chowdhury, Abdur R.
3
Fonseca, José da
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Johnson, Paul A.
3
Lien, Da-hsiang Donald
3
Paudel, Krishna P.
3
Riphahn, Regina T.
3
Rosenman, Robert E.
3
Shrestha, Keshab
3
Umar, Zaghum
3
Weber, Enzo
3
Wohar, Mark E.
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Agarwalla, Sobhesh Kumar
2
Almus, Matthias
2
Balcilar, Mehmet
2
Blazsek, Szabolcs
2
Chen, Hui-chuan
2
Dengler, Katharina
2
Dhaene, Geert
2
Ederington, Louis H.
2
Erekson, O. Homer
2
Faff, Robert W.
2
French, Michael T.
2
Friesner, Dan
2
Goel, Rajeev K.
2
Gupta, Rangan
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
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Applied economics
The journal of futures markets
Applied economics letters
270
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
211
Energy economics
197
Economic modelling
194
The review of economics and statistics
183
Applied financial economics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Economics letters
167
International review of economics & finance : IREF
167
Journal of econometrics
166
Finance research letters
165
The American economic review
156
The journal of finance : the journal of the American Finance Association
154
Journal of banking & finance
152
Journal of international money and finance
151
Jahrbücher für Nationalökonomie und Statistik
141
Journal of applied econometrics
141
The North American journal of economics and finance : a journal of financial economics studies
134
International review of financial analysis
130
Journal of empirical finance
108
The review of financial studies
94
Journal of money, credit and banking : JMCB
93
Journal of international financial markets, institutions & money
91
Journal of monetary economics
85
Journal of financial economics
83
Research in international business and finance
82
Journal of financial and quantitative analysis : JFQA
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Labour economics : official journal of the European Association of Labour Economists
80
American economic journal : a journal of the American Economic Association
79
Journal of macroeconomics
78
International journal of finance & economics : IJFE
77
International journal of forecasting
77
Journal of economic dynamics & control
76
Journal of political economy
76
The European journal of finance
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Southern economic journal
68
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ECONIS (ZBW)
617
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617
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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
Drivers and frictions of workplace accidents : an empirical investigation of cross-country European heterogeneity
Castaldo, Angelo
;
Germani, Anna Rita
;
Marrocco, Alessia
; …
- In:
Applied economics
56
(
2024
)
24
,
pp. 2931-2946
Persistent link: https://www.econbiz.de/10014526255
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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