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subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Shock
Volatilität
Estimation
12
Schätzung
12
Time series analysis
7
Zeitreihenanalyse
7
USA
5
United States
5
Cointegration
4
Kointegration
4
United Kingdom
4
Einheitswurzeltest
3
Inflation
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Forecasting model
2
Fractional cointegration
2
Fractional integration
2
Geldnachfrage
2
Money demand
2
Panel
2
Panel study
2
Private consumption
2
Privater Konsum
2
Saisonale Schwankungen
2
Seasonal variations
2
1260-1994
1
1979-2003
1
Arbeitslosigkeit
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Bonferroni test
1
Common correlated effects
1
Cross-section dependence
1
Currency demand
1
Deutschland
1
Economic growth
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation theory
1
Financial data
1
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Article in journal
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English
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Bollerslev, Tim
Caporale, Guglielmo Maria
Gupta, Rangan
Herwartz, Helmut
Gil-Alaña, Luis A.
3
Arin, Kerim Peren
2
Edwards, Jeffrey A.
2
Kanas, Angelos
2
Klaassen, Franc
2
Liesenfeld, Roman
2
Naser, Hanan
2
Poon, Aubrey
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Aguiar-Conraria, Luís
1
Ajide, Kazeem Bello
1
Alaali, Fatema
1
Allen, Rebecca
1
Alvarez González, Francisco
1
Arntz, Melanie
1
Arteche, Josu
1
Aßmann, Christian
1
Bachmann, Andreas
1
Bagliano, Fabio C.
1
Bagzibagli, Kemal
1
Bakhshi, Hasan
1
Basile, Raffaella
1
Batrinca, Bogdan
1
Bauwens, Luc
1
Ben Omrane, Walid
1
Bhattarai, Keshab
1
Billger, Sherrilyn M.
1
Bohn Nielsen, Heino
1
Bowdler, Christopher
1
Boysen-Hogrefe, Jens
1
Brüggemann, Ralf
1
Bulligan, Guido
1
Buss, Ginters
1
Byun, Yanggyu
1
Bårdsen, Gunnar
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
9
Applied economics
8
Journal of econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
7
Applied economics letters
6
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Journal of financial economics
5
International review of economics & finance : IREF
4
Journal of forecasting
4
Open economies review
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
International journal of forecasting
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Macroeconomic dynamics
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
Contemporary economics
1
Defence and peace economics
1
Eastern economic journal
1
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ECONIS (ZBW)
5
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1
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5
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5
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1
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
2
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
3
Forecast accuracy and uncertainty in applied econometrics : a recommendation of specific-to-general predictor selection
Herwartz, Helmut
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
2
,
pp. 487-510
Persistent link: https://www.econbiz.de/10009305698
Saved in:
4
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
5
Performance of periodic time series models in forecasting
Herwartz, Helmut
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001388900
Saved in:
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