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subject:"Volatilität"
type_genre:"Sammlung"
~subject:"ARCH model"
~subject:"Behavioural finance"
~subject:"Forecasting model"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatilität
ARCH model
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Estimation
52,389
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52,324
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11,737
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7,359
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7,359
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4,983
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4,983
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4,900
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4,811
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4,810
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4,702
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4,227
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2,555
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2,379
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2,367
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2,346
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2,338
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Gupta, Rangan
108
Bahmani-Oskooee, Mohsen
50
Gil-Alaña, Luis A.
44
Wohar, Mark E.
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
38
McMillan, David G.
36
Narayan, Paresh Kumar
36
Ma, Feng
35
Zaremba, Adam
33
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32
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29
Tiwari, Aviral Kumar
29
Bollerslev, Tim
28
Bouri, Elie
28
Serletis, Apostolos
27
Todorov, Viktor
27
Wang, Yudong
26
Xuan Vinh Vo
26
Apergēs, Nikolaos
25
Kumbhakar, Subal
25
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24
Brooks, Robert
23
Herwartz, Helmut
22
Lee, Chien-chiang
22
Moosa, Imad A.
22
Kumar, Dilip
21
Kang, Sang Hoon
20
Yoon, Seong-min
20
Chiang, Thomas C.
19
MacDonald, Ronald
19
Mensi, Walid
19
Rashid, Abdul
19
Salisu, Afees A.
19
Demirer, Rıza
18
Koopman, Siem Jan
17
Bali, Turan G.
16
Belke, Ansgar
16
Fabozzi, Frank J.
16
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16
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3
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3
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3
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2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
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2
W. Bertelsmann Verlag
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1
Eric Cuvillier <Firma>
1
Hertie School of Governance
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Leuphana Universität Lüneburg
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Logos Verlag Berlin
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1
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1
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1
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Applied economics
483
Economic modelling
329
Economics letters
282
Applied economics letters
281
Journal of econometrics
257
Finance research letters
254
International review of economics & finance : IREF
254
Journal of banking & finance
246
Journal of international money and finance
227
Energy economics
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
International review of financial analysis
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
202
Journal of empirical finance
188
The North American journal of economics and finance : a journal of financial economics studies
178
International journal of forecasting
174
Applied financial economics
173
Journal of applied econometrics
173
Journal of financial economics
152
Journal of economic dynamics & control
145
Journal of macroeconomics
139
Journal of forecasting
132
Journal of international financial markets, institutions & money
127
The European journal of finance
124
International journal of finance & economics : IJFE
117
The review of economics and statistics
117
The journal of futures markets
115
Research in international business and finance
113
Macroeconomic dynamics
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Journal of monetary economics
105
The journal of finance : the journal of the American Finance Association
100
European economic review : EER
99
Journal of international economics
99
Journal of money, credit and banking : JMCB
99
Journal of risk and financial management : JRFM
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
95
Econometric reviews
88
Journal of urban economics
86
International journal of economics and finance
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ECONIS (ZBW)
17,857
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Selling options to beat the market : further empirical evidence
Balbás de la Corte, Alejandro
;
Serna, Gregorio
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451533
Saved in:
3
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:
4
Investor sentiment and the risk-return relation : a two-in-one approach
Duxbury, Darren
;
Wang, Wenzhao
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 496-543
Persistent link: https://www.econbiz.de/10014470513
Saved in:
5
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
8
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
9
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
10
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
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