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subject:"United States"
type_genre:"Article in journal"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Prognoseverfahren
Volatility
Estimation
51,796
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51,730
Theorie
11,370
Theory
11,370
USA
7,050
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4,907
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4,864
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4,864
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4,809
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4,654
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4,213
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3,228
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3,227
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2,978
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2,954
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2,537
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2,537
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2,377
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2,365
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2,323
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2,314
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2,211
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2,209
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2,081
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2,034
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9,142
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1,100
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Gupta, Rangan
117
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
44
Wohar, Mark E.
43
Pierdzioch, Christian
39
Caporale, Guglielmo Maria
38
Ma, Feng
35
McMillan, David G.
33
Balcilar, Mehmet
31
Zaremba, Adam
29
Bollerslev, Tim
28
Narayan, Paresh Kumar
27
Bouri, Elie
26
McAleer, Michael
26
Todorov, Viktor
26
Wang, Yudong
26
Xuan Vinh Vo
26
Zhang, Yaojie
25
Apergēs, Nikolaos
24
Tiwari, Aviral Kumar
24
Kumar, Dilip
21
Moosa, Imad A.
20
Salisu, Afees A.
20
Hsing, Yu
19
Mensi, Walid
19
Kang, Sang Hoon
18
Koopman, Siem Jan
18
Brooks, Robert
17
Jawadi, Fredj
17
Marcellino, Massimiliano
17
Payne, James E.
17
Bali, Turan G.
16
Belke, Ansgar
16
Caporin, Massimiliano
16
Hegerty, Scott W.
16
Nonejad, Nima
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Wei, Yu
16
Yoon, Seong-min
16
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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Federal Reserve Bank of St. Louis
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Applied economics
418
Applied economics letters
247
Energy economics
216
Finance research letters
214
Economic modelling
211
Journal of econometrics
183
International review of economics & finance : IREF
181
Journal of banking & finance
179
The review of economics and statistics
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Applied financial economics
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International journal of forecasting
166
Journal of international money and finance
163
International review of financial analysis
157
Economics letters
155
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
141
Journal of applied econometrics
136
The journal of futures markets
129
Journal of financial economics
121
Journal of forecasting
118
Journal of international financial markets, institutions & money
104
Journal of money, credit and banking : JMCB
98
The review of financial studies
94
Journal of financial and quantitative analysis : JFQA
92
Research in international business and finance
90
Journal of monetary economics
85
Journal of economic dynamics & control
84
Journal of macroeconomics
84
International journal of finance & economics : IJFE
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Journal of political economy
77
Review of quantitative finance and accounting
77
The European journal of finance
77
American economic journal : a journal of the American Economic Association
76
Journal of risk and financial management : JRFM
73
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ECONIS (ZBW)
13,376
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81
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
82
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
Saved in:
83
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
84
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
85
The asymmetric relationship between Baltic Dry Index and commodity spot prices : evidence from nonparametric causality-in-quantiles test
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
Mineral economics : raw materials report
36
(
2023
)
2
,
pp. 217-237
Persistent link: https://www.econbiz.de/10014251398
Saved in:
86
Analyst target price and dividend forecasts and expected stock returns
Hao, Jinji
;
Skinner, Jonathon
- In:
The journal of asset management : a major new, …
24
(
2023
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10014251509
Saved in:
87
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
88
Volatile financial conditions, asset prices, and investment decisions : analysis of daily data of DJIA and S&P500 : from January to April of 2022
Warburton, Christopher E. S.
;
Pemberton, Jared
- In:
Applied econometrics and international development
23
(
2023
)
1
,
pp. 101-124
Persistent link: https://www.econbiz.de/10014253879
Saved in:
89
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
90
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:
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