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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Yield curve"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Zeitreihenanalyse
Estimation
700
Schätzung
697
Theorie
195
Theory
195
Volatilität
113
Time series analysis
110
Estimation theory
106
Schätztheorie
106
Panel
85
Panel study
85
Capital income
81
Kapitaleinkommen
81
VAR model
81
VAR-Modell
81
Welt
69
World
69
USA
66
United States
66
Geldpolitik
64
Monetary policy
64
Business cycle
59
Cointegration
59
Kointegration
59
Konjunktur
59
Börsenkurs
58
Share price
58
Forecasting model
53
Prognoseverfahren
53
Economic growth
51
Wirtschaftswachstum
51
Inflation
50
Schock
50
Shock
50
Regression analysis
46
Regressionsanalyse
46
ARCH model
45
ARCH-Modell
45
Impact assessment
44
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7
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Article
212
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212
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English
212
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Gupta, Rangan
9
Ma, Feng
3
Bekiros, Stelios
2
Boubaker, Heni
2
Canarella, Giorgio
2
Chang, Seong Yeon
2
Chevallier, Julien
2
Christou, Christina
2
Dimitrakopoulos, Stefanos
2
Dufrénot, Gilles
2
Guérin, Pierre
2
Jawadi, Fredj
2
Karlsson, Sune
2
Leiva-Leon, Danilo
2
Li, Chen
2
Li, Luyang
2
Lütkepohl, Helmut
2
Miller, Stephen M.
2
Ogbonna, Ahamuefula E.
2
Pavlidis, Efthymios G.
2
Peel, David
2
Popiel, Michal Ksawery
2
Péguin-Feissolle, Anne
2
Salisu, Afees A.
2
Sibbertsen, Philipp
2
Strachan, Rodney W.
2
Vázquez, Jesús
2
Wang, Shaoping
2
Wei, Yu
2
Yu, Deshui
2
Österholm, Pär
2
Abdymomunov, Azamat
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Adewuyi, Adeolu O.
1
Agnello, Luca
1
Ajide, Kazeem Bello
1
Alimi, Olorunfemi Yasiru
1
Aloy, Marcel
1
Anatolyev, Stanislav
1
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Economics letters
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
152
Finance research letters
138
Economic modelling
135
Applied economics
133
International review of economics & finance : IREF
124
Journal of econometrics
112
The North American journal of economics and finance : a journal of financial economics studies
102
International review of financial analysis
82
Applied economics letters
78
Research in international business and finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International journal of forecasting
69
Discussion paper / Centre for Economic Policy Research
66
Journal of banking & finance
66
Journal of empirical finance
65
Journal of international financial markets, institutions & money
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of international money and finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Working paper / National Bureau of Economic Research, Inc.
48
Journal of economic dynamics & control
46
Discussion papers / CEPR
44
Journal of financial economics
39
Journal of financial econometrics
36
Pacific-Basin finance journal
35
Econometric reviews
33
Quantitative finance
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of macroeconomics
30
Emerging markets, finance and trade : EMFT
29
Journal of forecasting
28
The European journal of finance
28
Computational economics
26
Macroeconomic dynamics
26
International journal of economics and finance
24
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
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ECONIS (ZBW)
212
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1
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
2
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
3
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
5
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
6
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
7
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
8
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
9
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
10
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
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