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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
~subject:"Volatility"
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Volatilität
Zeitreihenanalyse
Capital income
Volatility
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
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61
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Article
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English
158
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Barkoulas, John T.
3
McMillan, David G.
3
Apergēs, Nikolaos
2
Baum, Christopher F.
2
Becchetti, Leonardo
2
Chan, Howard Wei-hong
2
Fraser, Patricia
2
Jiang, Christine X.
2
Kanas, Angelos
2
Lucey, Brian M.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Ramchander, Sanjay
2
Sengupta, Jati K.
2
Travlos, Nickolaos G.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Alberg, Dima
1
Allen, David E.
1
Alles, Lakshman
1
Ammann, Manuel
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Antoniou, Antonios
1
Ap Gwilym, Owain
1
Aradhyula, Satheesh V.
1
Argaç, Reha
1
Ariff, Mohamed
1
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1
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1
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1
Badarudin, Zatul E.
1
Bahmani-Oskooee, Mohsen
1
Bai, Ye
1
Basarrate Urízar, Begoña
1
Bauer, Rob
1
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Applied financial economics
Applied economics
272
Economic modelling
232
Finance research letters
232
International review of economics & finance : IREF
208
Applied economics letters
207
International review of financial analysis
193
Journal of banking & finance
193
Energy economics
184
Journal of econometrics
182
Working paper / National Bureau of Economic Research, Inc.
170
Journal of empirical finance
165
NBER working paper series
165
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
NBER Working Paper
145
Economics letters
142
Journal of financial economics
142
CESifo working papers
137
Working paper
137
Journal of international money and finance
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of international financial markets, institutions & money
124
Research in international business and finance
117
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
The European journal of finance
96
Discussion paper / Tinbergen Institute
95
International journal of finance & economics : IJFE
89
Pacific-Basin finance journal
89
Discussion paper / Centre for Economic Policy Research
87
Journal of risk and financial management : JRFM
86
Journal of forecasting
84
Review of quantitative finance and accounting
76
The journal of futures markets
76
International journal of economics and finance
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Cogent economics & finance
66
International journal of economics and financial issues : IJEFI
65
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
158
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
5
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
6
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
7
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
8
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
9
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
10
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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