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subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation
1,364
Schätzung
1,364
Theorie
323
Theory
323
USA
186
United States
186
Volatilität
176
Capital income
175
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175
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Gupta, Rangan
11
Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Ma, Feng
4
Bouri, Elie
3
Copeland, Laurence S.
3
Demirer, Rıza
3
Kanas, Angelos
3
Meng, Ming
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3
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3
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3
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2
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Bathia, Deven
2
Bohl, Martin T.
2
Boughrara, Adel
2
Caporin, Massimiliano
2
Choudhry, Taufiq
2
De Grauwe, Paul
2
Edwards, Jeffrey A.
2
Hammoudeh, Shawkat
2
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2
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2
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2
Martín-Arroyo, Antonio S.
2
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2
Miller, Stephen M.
2
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
208
Economic modelling
191
Energy economics
175
Journal of econometrics
165
Applied economics letters
147
Finance research letters
143
International review of economics & finance : IREF
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Economics letters
117
Working paper
116
International review of financial analysis
115
CESifo working papers
113
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
Journal of banking & finance
97
Journal of empirical finance
96
Applied financial economics
94
Discussion paper / Tinbergen Institute
94
Journal of international money and finance
91
Working paper / National Bureau of Economic Research, Inc.
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
NBER Working Paper
85
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
67
Discussion paper / Centre for Economic Policy Research
65
Econometric reviews
56
Journal of applied econometrics
56
Journal of economic dynamics & control
49
International Journal of Energy Economics and Policy : IJEEP
48
International journal of economics and financial issues : IJEFI
46
Macroeconomic dynamics
46
International journal of economics and finance
45
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ECONIS (ZBW)
278
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
3
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
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:
6
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:
7
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
8
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
9
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
10
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
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