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subject:"Volatility"
~accessRights:"restricted"
~subject:"1960-2000"
~subject:"Theorie"
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Volatility
1960-2000
Theorie
Estimation
22,889
Schätzung
22,685
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4,592
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2,782
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2,697
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2,696
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2,670
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2,269
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1,867
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1,825
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1,686
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1,684
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1,515
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1,494
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1,493
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1,436
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1,431
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1,410
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1,407
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1,307
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1,209
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1,119
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Gupta, Rangan
66
Bahmani-Oskooee, Mohsen
28
Ma, Feng
27
Bouri, Elie
23
Marcellino, Massimiliano
22
Pierdzioch, Christian
22
Gil-Alaña, Luis A.
21
Balcilar, Mehmet
20
Tiwari, Aviral Kumar
20
Serletis, Apostolos
19
Wohar, Mark E.
18
Todorov, Viktor
17
Xuan Vinh Vo
17
Kang, Sang Hoon
16
Apergēs, Nikolaos
15
Mensi, Walid
15
Jawadi, Fredj
14
Li, Jia
14
Yoon, Seong-min
14
Zhang, Yaojie
14
Bollerslev, Tim
13
Lee, Chien-chiang
13
Nonejad, Nima
13
Wang, Yudong
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
12
Forni, Mario
11
Hammoudeh, Shawkat
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Kumbhakar, Subal
11
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11
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10
Chan, Joshua
10
Demirer, Rıza
10
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10
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10
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10
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10
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Organisation for Economic Co-operation and Development
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Peter Lang GmbH
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Doncaster (England)
1
International Conference on Applied Economics <2022, Madrid>
1
International Monetary Fund / Research Dept
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Springer Gabler <Firma>
1
Springer-Verlag GmbH
1
Technische Universität Dortmund
1
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1
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1
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1
Westfälische Wilhelms-Universität Münster
1
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World Bank / Development Research Group / Poverty and Human Resources
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World Bank / Development Research Group / Rural Development
1
World Bank / Office of the Senior Vice President and Chief Economics, Development Economics
1
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Discussion paper / Centre for Economic Policy Research
297
Economic modelling
182
Working paper / National Bureau of Economic Research, Inc.
179
Finance research letters
177
Energy economics
172
Applied economics
158
International review of economics & finance : IREF
152
Discussion papers / CEPR
140
Economics letters
131
Journal of econometrics
122
The North American journal of economics and finance : a journal of financial economics studies
113
International review of financial analysis
111
Applied economics letters
101
SpringerLink / Bücher
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of economic dynamics & control
90
Journal of empirical finance
87
Journal of banking & finance
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
International journal of forecasting
69
Research in international business and finance
68
Macroeconomic dynamics
65
Journal of international financial markets, institutions & money
64
Journal of macroeconomics
61
Journal of financial economics
54
International journal of finance & economics : IJFE
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Quantitative finance
44
The European journal of finance
44
European economic review : EER
41
Journal of monetary economics
40
Econometric reviews
39
Journal of international economics
36
Pacific-Basin finance journal
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Journal of financial econometrics
35
Journal of applied econometrics
33
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ECONIS (ZBW)
6,714
RePEc
1
Other ZBW resources
1
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1
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1
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
2
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
3
Does uncertainty dampen corporate leverage? : empirical analysis of demand and supply channels
Priya, Pragati
;
Sharma, Chandan
- In:
Applied economics
56
(
2024
)
39
,
pp. 4702-4717
Persistent link: https://www.econbiz.de/10014560392
Saved in:
4
Analysing determinate components of an approximated Luenberger-Hicks-Moorsteen productivity indicator : an application to German dairy-processing firms
Ang, Frederic
;
Ramsden, Stephen
- In:
Agribusiness : an international journal
40
(
2024
)
2
,
pp. 349-370
Persistent link: https://www.econbiz.de/10014560583
Saved in:
5
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
6
How does liberalization affect emerging stock markets? : theories and empirical evidence
Bao Trung Hoang
;
Mateus, Cesario
- In:
Journal of economic surveys
38
(
2024
)
3
,
pp. 877-898
Persistent link: https://www.econbiz.de/10014562955
Saved in:
7
Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market
Bank, Semra
;
Abdioğlu, Zehra
;
Kahraman, Elif
- In:
Spanish journal of finance & accounting : the official …
53
(
2024
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10014564193
Saved in:
8
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
9
Volatility linkage between the stock exchange of Thailand and major stock markets
Budsabawan Maharakkhaka
;
Boonyachote Suteerawattananon
; …
- In:
Corporate Practices: Policies, Methodologies, and …
,
(pp. 569-585)
.
2024
Persistent link: https://www.econbiz.de/10014564326
Saved in:
10
Testing the boundaries of applicability of standard Stochastic Discount Factor models
Pezzo, Luca
;
Zhu, Yinchu
;
Hassan, M. Kabir
;
Tian, Jiayuan
- In:
Journal of financial stability
72
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014565271
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