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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~source:"econis"
~type:"article"
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Volatilität
Zeitreihenanalyse
Estimation
57,230
Schätzung
57,160
Theorie
12,672
Theory
12,672
USA
7,701
United States
7,699
Welt
5,432
World
5,432
Volatility
5,104
Capital income
4,941
Kapitaleinkommen
4,940
Börsenkurs
4,893
Share price
4,893
Economic growth
4,610
Wirtschaftswachstum
4,603
Deutschland
4,347
Germany
4,344
Cointegration
3,932
Kointegration
3,925
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3,667
Panel study
3,653
Stock market
3,290
Aktienmarkt
3,286
Forecasting model
3,125
Prognoseverfahren
3,125
Time series analysis
3,103
Estimation theory
2,725
Schätztheorie
2,725
EU countries
2,701
EU-Staaten
2,692
Exchange rate
2,535
Wechselkurs
2,522
Monetary policy
2,349
Geldpolitik
2,347
Impact assessment
2,257
Wirkungsanalyse
2,257
ARCH model
2,140
ARCH-Modell
2,140
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Undetermined
3,594
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803
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Book / Working Paper
5,210
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1
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7,115
Aufsatz in Zeitschrift
7,115
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7,388
German
33
French
13
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9
Italian
5
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Author
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Gil-Alaña, Luis A.
86
Gupta, Rangan
82
Bahmani-Oskooee, Mohsen
47
Caporale, Guglielmo Maria
47
Tiwari, Aviral Kumar
36
Ma, Feng
26
Pierdzioch, Christian
26
Wohar, Mark E.
26
Bollerslev, Tim
24
Chang, Tsangyao
24
McAleer, Michael
24
Todorov, Viktor
24
Balcilar, Mehmet
23
Bouri, Elie
23
Xuan Vinh Vo
22
Moosa, Imad A.
21
Kumar, Dilip
20
McMillan, David G.
20
Narayan, Paresh Kumar
20
Koopman, Siem Jan
19
Mensi, Walid
18
Kang, Sang Hoon
17
Asai, Manabu
16
Brooks, Robert
16
Lee, Chien-chiang
16
Rashid, Abdul
16
Caporin, Massimiliano
15
Hegerty, Scott W.
15
Herwartz, Helmut
15
Tauchen, George Eugene
15
Wang, Yudong
15
Li, Jia
14
Miller, Stephen M.
14
Nonejad, Nima
14
Salisu, Afees A.
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
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Applied economics
208
Economic modelling
191
Energy economics
186
Journal of econometrics
165
Applied economics letters
147
Finance research letters
144
International review of economics & finance : IREF
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
99
Journal of banking & finance
97
Journal of empirical finance
96
Applied financial economics
94
Journal of international money and finance
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Research in international business and finance
81
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
International journal of finance & economics : IJFE
65
Econometric reviews
57
Journal of applied econometrics
56
The European journal of finance
52
Journal of economic dynamics & control
51
International Journal of Energy Economics and Policy : IJEEP
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and financial issues : IJEFI
46
Macroeconomic dynamics
46
International journal of economics and finance
45
Empirical economics : a quarterly journal of the Institute for Advanced Studies
44
Journal of financial economics
43
The empirical economics letters : a monthly international journal of economics
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Journal of macroeconomics
41
Pacific-Basin finance journal
41
Quantitative finance
40
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ECONIS (ZBW)
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71
The remittance, foreign direct investment, export, and economic growth in Bangladesh : a time series analysis
Mamun, Al
;
Imrul Kabir, M. H. M.
- In:
Arab economic and business journal
15
(
2023
)
1
,
pp. 30-46
Persistent link: https://www.econbiz.de/10014250356
Saved in:
72
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:
73
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:
74
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:
75
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:
76
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:
77
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
78
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
79
Modelling Okun's law : does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10014253796
Saved in:
80
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
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