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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"United Kingdom"
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Volatilität
Kointegration
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Estimation
2,216
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Estimation theory
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Bahmani-Oskooee, Mohsen
6
Gil-Alaña, Luis A.
6
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
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Andersen, Torben
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Aït-Sahalia, Yacine
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3
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3
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3
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3
Gupta, Rangan
3
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3
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3
Umar, Zaghum
3
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3
Xiu, Dacheng
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
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Abbott, Andrew J.
2
Asai, Manabu
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2
Barros, Carlos Pestana
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Beckmann, Joscha
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2
Caporale, Guglielmo Maria
2
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2
Cheng, Jen-chi
2
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2
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Applied economics
Journal of econometrics
Discussion paper series / IZA
254
Economic modelling
238
Energy economics
201
Applied economics letters
196
International review of economics & finance : IREF
164
CESifo working papers
157
Discussion paper / Centre for Economic Policy Research
157
Working paper / National Bureau of Economic Research, Inc.
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
149
NBER working paper series
148
Finance research letters
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NBER Working Paper
136
Applied financial economics
134
Working paper
129
The North American journal of economics and finance : a journal of financial economics studies
127
International review of financial analysis
122
Journal of international money and finance
120
International Journal of Energy Economics and Policy : IJEEP
112
International journal of economics and financial issues : IJEFI
109
Journal of banking & finance
107
Economics letters
102
Research in international business and finance
102
International journal of economics and finance
96
Journal of empirical finance
96
The empirical economics letters : a monthly international journal of economics
95
IZA Discussion Paper
93
Discussion paper
90
Journal of international financial markets, institutions & money
89
International journal of finance & economics : IJFE
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
The journal of futures markets
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Discussion paper / Tinbergen Institute
74
Cogent economics & finance
71
Journal of risk and financial management : JRFM
71
The European journal of finance
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
477
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
The impact of fiscal policy on non-oil GDP in Saudi Arabia
Hasanov, Fakhri J.
;
AlKathiri, Nader
;
Alshahrani, Saad A.
; …
- In:
Applied economics
54
(
2022
)
7
,
pp. 793-806
Persistent link: https://www.econbiz.de/10012874463
Saved in:
3
The asymmetric relationship between structural oil shocks and food prices : evidence from Saudi Arabia
Almalki, Abdullah Mohammed
;
Ul Hassan, Mehboob
;
Md …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6216-6233
Persistent link: https://www.econbiz.de/10013411362
Saved in:
4
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
5
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
7
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
8
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
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9
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
10
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
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