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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Southern economic journal"
~isPartOf:"The journal of economics"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation"
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United States
ARCH-Modell
Estimation
1,812
Schätzung
1,811
Theorie
338
Theory
338
USA
291
Börsenkurs
219
Share price
219
Capital income
204
Kapitaleinkommen
204
Welt
204
World
204
Volatility
191
Volatilität
191
Stock market
165
Aktienmarkt
164
Cointegration
142
Kointegration
142
Kaufkraftparität
137
Purchasing power parity
137
Panel
131
Panel study
131
Economic growth
126
Wirtschaftswachstum
126
Time series analysis
119
Zeitreihenanalyse
119
Forecasting model
116
Prognoseverfahren
116
Exchange rate
94
Wechselkurs
92
EU countries
88
EU-Staaten
87
Einheitswurzeltest
85
Unit root test
85
Business cycle
82
Konjunktur
82
Inflation
81
ARCH model
79
China
78
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95
Free
1
Type of publication
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Article
362
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
362
Language
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English
362
Author
All
Gupta, Rangan
7
Gil-Alaña, Luis A.
5
Wohar, Mark E.
5
Bahmani-Oskooee, Mohsen
3
Cortes, Bienvenido Santos
3
Goel, Rajeev K.
3
Miller, Stephen M.
3
Apergis, Emmanuel
2
Apergēs, Nikolaos
2
Baghestani, Hamid
2
Balcilar, Mehmet
2
Berument, Hakan
2
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chang, Kuang-Liang
2
Chang, Tsangyao
2
Clark, William
2
Edgmand, Michael R.
2
Ewing, Bradley T.
2
Fang, Wen-shwo
2
Fizel, John L.
2
Haley, M. Ryan
2
Hammoudeh, Shawkat
2
Hsing, Yu
2
Huang, Dengshi
2
Huang, Ho-chuan
2
Jawadi, Fredj
2
Kumar, Dilip
2
Li, Pan
2
Li, Tao
2
Lu, Xinjie
2
Malik, Farooq
2
Marfatia, Hardik A.
2
McAleer, Michael
2
McKenzie, Jordi
2
McMillin, W. Douglas
2
McNown, Robert F.
2
Morley, Bruce
2
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Applied economics letters
International review of economics & finance : IREF
Southern economic journal
The journal of economics
Applied economics
304
The review of economics and statistics
169
The American economic review
151
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Applied financial economics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Economic modelling
112
Energy economics
99
Journal of applied econometrics
99
The journal of futures markets
95
Economics letters
92
The review of financial studies
92
Journal of international money and finance
85
Journal of econometrics
83
The North American journal of economics and finance : a journal of financial economics studies
83
Finance research letters
79
Journal of money, credit and banking : JMCB
79
Journal of banking & finance
76
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
International review of financial analysis
68
Journal of monetary economics
68
Journal of empirical finance
62
Journal of labor economics
61
Review of quantitative finance and accounting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of macroeconomics
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
The quarterly journal of economics
56
Journal of international financial markets, institutions & money
54
Economic inquiry : journal of the Western Economic Association International
53
American journal of agricultural economics
49
Journal of financial economics
49
Journal of human resources : JHR
49
Journal of public economics
49
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ECONIS (ZBW)
362
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1
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362
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin
;
Day, Min-Yuh
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
Saved in:
7
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
8
Population size and the job matching of college graduates
Pominova, Mariya
;
Gabe, Todd M.
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2994-2997
Persistent link: https://www.econbiz.de/10014414123
Saved in:
9
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
10
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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