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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of business : B"
~isPartOf:"The journal of economics"
~isPartOf:"The quarterly journal of economics"
~source:"econis"
~subject:"ARCH model"
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United States
ARCH model
Estimation
1,891
Schätzung
1,890
Theorie
356
Theory
356
USA
329
Börsenkurs
234
Share price
234
Capital income
219
Kapitaleinkommen
219
Welt
217
World
217
Volatility
203
Volatilität
203
Stock market
180
Aktienmarkt
179
Cointegration
141
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141
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Forecasting model
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EU countries
92
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92
EU-Staaten
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90
Einheitswurzeltest
85
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83
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82
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81
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80
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Article
406
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Article in journal
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406
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English
406
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Gupta, Rangan
7
Gil-Alaña, Luis A.
5
Bahmani-Oskooee, Mohsen
3
Chang, Tsangyao
3
Cortes, Bienvenido Santos
3
Goel, Rajeev K.
3
Hammoudeh, Shawkat
3
Wohar, Mark E.
3
Wu, Chunchi
3
Apergis, Emmanuel
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Bernanke, Ben
2
Berument, Hakan
2
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chang, Kuang-Liang
2
Clark, William
2
Edgmand, Michael R.
2
Fizel, John L.
2
Gentzkow, Matthew Aaron
2
Goolsbee, Austan
2
Haley, M. Ryan
2
Hsing, Yu
2
Huang, Dengshi
2
Huang, Ho-chuan
2
Jawadi, Fredj
2
Jón Steinsson
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
Morley, Bruce
2
Nakamura, Emi
2
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Applied economics letters
International review of economics & finance : IREF
The journal of business : B
The journal of economics
The quarterly 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
113
Energy economics
100
Journal of applied econometrics
100
The journal of futures markets
95
Economics letters
92
The review of financial studies
92
Journal of international money and finance
85
Finance research letters
84
Journal of econometrics
83
The North American journal of economics and finance : a journal of financial economics studies
83
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
70
Journal of monetary economics
68
Southern economic journal
64
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
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)
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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
Measuring growth in consumer welfare with income-dependent preferences : nonparametric methods and estimates for the United States
Jaravel, Xavier
;
Lashkari, Danial
- In:
The quarterly journal of economics
139
(
2024
)
1
,
pp. 477-532
Persistent link: https://www.econbiz.de/10014528123
Saved in:
6
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
7
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
8
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
9
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
10
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
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