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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"EU-Staaten"
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Volatilität
EU-Staaten
Estimation
1,112
Schätzung
1,112
Theorie
241
Theory
241
Volatility
173
USA
156
United States
156
Börsenkurs
142
Share price
142
Capital income
141
Kapitaleinkommen
141
Time series analysis
129
Zeitreihenanalyse
129
Cointegration
116
Kointegration
116
Welt
112
World
112
Forecasting model
109
Prognoseverfahren
109
Panel
105
Panel study
105
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90
ARCH-Modell
90
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84
VAR-Modell
84
Aktienmarkt
81
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81
Deutschland
80
Germany
80
Estimation theory
75
Geldpolitik
75
Monetary policy
75
Schätztheorie
75
Economic growth
68
Exchange rate
68
Wechselkurs
68
Wirtschaftswachstum
68
EU countries
66
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Undetermined
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Article
233
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2
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235
Aufsatz in Zeitschrift
235
Collection of articles of several authors
3
Sammelwerk
3
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1
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1
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English
235
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Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Al-Yahyaee, Khamis Hamed
3
McAleer, Michael
3
Nonejad, Nima
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Afonso, António
2
Asai, Manabu
2
Balcilar, Mehmet
2
Ben Omrane, Walid
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clements, Adam
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Garcia, René
2
Ghysels, Eric
2
Haas, Markus
2
Ho, Kin-Yip
2
Holmes, Mark J.
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lien, Da-hsiang Donald
2
Liesenfeld, Roman
2
Liu, Qiang
2
Okou, Cédric
2
Paloviita, Maritta
2
Paolella, Marc S.
2
Risse, Marian
2
Rodrigues, Paulo M. M.
2
Weber, Enzo
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
197
Economic modelling
192
CESifo working papers
174
Energy economics
163
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
130
Discussion paper / Centre for Economic Policy Research
128
Working paper
123
International review of financial analysis
117
Journal of international money and finance
106
Journal of econometrics
105
Discussion paper series / IZA
104
Journal of banking & finance
103
Working paper series / European Central Bank
95
Working paper / National Bureau of Economic Research, Inc.
94
NBER working paper series
93
Journal of empirical finance
88
Discussion paper / Tinbergen Institute
85
NBER Working Paper
85
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Discussion paper
77
Research in international business and finance
75
International journal of finance & economics : IJFE
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The European journal of finance
63
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
ECB Working Paper
54
International journal of forecasting
54
Empirica : journal of european economics
52
CESifo Working Paper Series
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
49
IZA Discussion Paper
49
Kiel working paper
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
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ECONIS (ZBW)
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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