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subject:"Volatilität"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Volatilität
ARCH-Modell
Capital income
Kapitaleinkommen
Schätztheorie
Estimation
51,581
Schätzung
51,515
Theorie
11,345
Theory
11,345
United States
7,035
USA
7,034
Volatility
4,873
Welt
4,826
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4,826
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4,627
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4,626
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4,180
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4,174
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3,819
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3,812
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3,507
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3,493
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3,235
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3,233
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3,145
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3,141
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2,963
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2,963
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2,938
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2,938
Estimation theory
2,528
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2,364
Wechselkurs
2,352
EU countries
2,312
EU-Staaten
2,304
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2,192
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2,190
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2,072
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2,021
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2,021
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1,132
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10,452
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29
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10,476
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3,964
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3,849
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8
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Gupta, Rangan
90
Zaremba, Adam
60
Wohar, Mark E.
39
McMillan, David G.
37
Bahmani-Oskooee, Mohsen
35
Ma, Feng
33
Pierdzioch, Christian
33
Tiwari, Aviral Kumar
33
Narayan, Paresh Kumar
32
Xuan Vinh Vo
28
Bouri, Elie
27
McAleer, Michael
27
Bollerslev, Tim
26
Caporale, Guglielmo Maria
26
Todorov, Viktor
26
Balcilar, Mehmet
25
Gil-Alaña, Luis A.
23
Wang, Yudong
23
Zhang, Yaojie
22
Bali, Turan G.
21
Kumar, Dilip
21
Brooks, Robert
20
Cakici, Nusret
20
Sehgal, Sanjay
20
Yoon, Seong-min
20
Apergēs, Nikolaos
19
Chiang, Thomas C.
19
Kang, Sang Hoon
19
Tauchen, George Eugene
18
Demirer, Rıza
17
Lee, Chien-chiang
17
Mensi, Walid
17
Rashid, Abdul
17
Westerlund, Joakim
17
Salisu, Afees A.
16
Andersen, Torben
15
Asai, Manabu
15
Kumbhakar, Subal
15
Wei, Yu
15
Yin, Libo
15
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Journal of econometrics
291
Applied economics
248
Finance research letters
241
Economic modelling
214
Journal of banking & finance
203
Applied economics letters
199
International review of economics & finance : IREF
199
International review of financial analysis
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Economics letters
187
Energy economics
173
Journal of empirical finance
172
The North American journal of economics and finance : a journal of financial economics studies
157
Applied financial economics
153
Journal of financial economics
143
Journal of international financial markets, institutions & money
124
Journal of international money and finance
120
Research in international business and finance
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
The European journal of finance
99
Pacific-Basin finance journal
91
Journal of risk and financial management : JRFM
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Econometric reviews
86
International journal of finance & economics : IJFE
81
Review of quantitative finance and accounting
81
The journal of futures markets
81
International journal of forecasting
79
International journal of economics and finance
73
International journal of economics and financial issues : IJEFI
70
Management science : journal of the Institute for Operations Research and the Management Sciences
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Journal of applied econometrics
65
Cogent economics & finance
61
Journal of forecasting
61
Journal of financial econometrics : official journal of the Society for Financial Econometrics
60
Quantitative finance
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
Journal of economic dynamics & control
54
Journal of financial markets
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ECONIS (ZBW)
10,481
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1
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1
Estimating the effects of trade agreements : lessons from 60 years of methods and data
Larch, Mario
;
Yotov, Yoto
- In:
The world economy : the leading journal on …
47
(
2024
)
5
,
pp. 1771-1799
Persistent link: https://www.econbiz.de/10014540709
Saved in:
2
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:
3
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
4
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:
5
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:
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
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:
8
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
9
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
10
Irish property price estimation using a flexible geo-spatial smoothing approach : what is the impact of an address?
Hurley, Aoife K.
;
Sweeney, James
- In:
The journal of real estate finance and economics
68
(
2024
)
3
,
pp. 355-393
Persistent link: https://www.econbiz.de/10014494261
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