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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Volatility"
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Volatilität
Zeitreihenanalyse
Volatility
Estimation
1,276
Schätzung
1,275
Theorie
289
Theory
289
Börsenkurs
174
Share price
174
Capital income
169
Kapitaleinkommen
169
USA
164
United States
164
Aktienmarkt
147
Stock market
147
Welt
142
World
142
Cointegration
129
Kointegration
128
Time series analysis
126
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118
Panel study
118
Economic growth
99
Geldpolitik
98
Monetary policy
98
Wirtschaftswachstum
98
EU countries
90
EU-Staaten
90
Exchange rate
86
Forecasting model
86
Prognoseverfahren
86
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86
Großbritannien
80
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80
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78
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78
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78
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75
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75
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Arčabić, Vladimir
3
Barkoulas, John T.
3
Gupta, Rangan
3
McMillan, David G.
3
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Bahmani-Oskooee, Mohsen
2
Baum, Christopher F.
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Clements, Adam
2
Cross, Jamie
2
Feng, Yun
2
Fraser, Patricia
2
Garrett, Ian
2
Gatfaoui, Hayette
2
Gil-Alaña, Luis A.
2
Henry, Ólan Thomas John
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Jiang, Christine X.
2
Kanas, Angelos
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liu, Li
2
Nazlıoğlu, Şaban
2
Nguyen, Anh D. M.
2
Niizeki, Mikiyo Kii
2
Papell, David H.
2
Paradiso, Antonio
2
Petitjean, Mikael
2
Phylaktis, Kate
2
Reboredo, Juan Carlos
2
Rossi, Eduardo
2
Salisu, Afees A.
2
Sengupta, Jati K.
2
Sharma, Susan Sunila
2
Sjölander, Pär
2
Tiwari, Aviral Kumar
2
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Applied financial economics
Economic modelling
Applied economics
208
Energy economics
175
Journal of econometrics
165
Applied economics letters
147
Finance research letters
140
International review of economics & finance : IREF
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Economics letters
117
Working paper
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
115
CESifo working papers
114
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
Journal of banking & finance
97
Journal of empirical finance
96
Discussion paper / Tinbergen Institute
94
Journal of international money and finance
91
Working paper / National Bureau of Economic Research, Inc.
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
67
Discussion paper / Centre for Economic Policy Research
65
International journal of finance & economics : IJFE
63
Econometric reviews
56
Journal of applied econometrics
56
The European journal of finance
51
Journal of economic dynamics & control
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
International journal of economics and financial issues : IJEFI
46
Macroeconomic dynamics
46
International journal of economics and finance
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ECONIS (ZBW)
285
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
5
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
6
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
7
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
8
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
9
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
10
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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