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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
~subject:"Volatilität"
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United States
Statistical distribution
Volatilität
Estimation
1,938
Schätzung
1,938
Theorie
355
Theory
355
USA
332
Welt
191
World
191
Volatility
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
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119
Panel
112
Panel study
112
Time series analysis
104
Zeitreihenanalyse
104
Forecasting model
101
Prognoseverfahren
101
Aktienmarkt
85
Stock market
85
ARCH model
79
ARCH-Modell
79
EU countries
77
EU-Staaten
77
Geldpolitik
74
Monetary policy
74
Exchange rate
70
Wechselkurs
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Inflation
69
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8
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Article
511
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Article in journal
Aufsatz in Zeitschrift
511
Language
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English
511
Author
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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
Chowdhury, Abdur R.
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
Wohar, Mark E.
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Agarwalla, Sobhesh Kumar
2
Balcilar, Mehmet
2
Blazsek, Szabolcs
2
Chen, Hui-chuan
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
Humphreys, Brad R.
2
Hung, Mao-Wei
2
Kambouroudis, Dimos S.
2
Kim, Jong-Min
2
Koshal, Manjulika
2
Koshal, Rajindar K.
2
Lai, Yu-Sheng
2
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Applied economics
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
The European journal of finance
64
Journal of labor economics
62
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ECONIS (ZBW)
511
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1
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10
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511
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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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