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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"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Shock
Time series analysis
Volatilität
Estimation
8
Schätzung
8
USA
5
United States
5
Zeitreihenanalyse
5
Cointegration
4
Kointegration
4
Inflation
3
United Kingdom
3
Fractional cointegration
2
Fractional integration
2
Regression analysis
2
Regressionsanalyse
2
1260-1994
1
Arbeitslosigkeit
1
Common correlated effects
1
Cross-section dependence
1
Economic growth
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Estimation theory
1
Financial data
1
Financial market
1
Finanzmarkt
1
Geldnachfrage
1
Gesundheitskosten
1
Growth
1
Health care costs
1
Healthcare expenditure
1
House prices
1
Hysterese
1
Hysteresis
1
Immobilienpreis
1
Income elasticity
1
Inflation rate
1
Inflationsrate
1
Kejriwal-Perron-Zhou (KPZ) test
1
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6
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Article in journal
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6
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English
6
Author
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Bollerslev, Tim
Caporale, Guglielmo Maria
Gupta, Rangan
Gil-Alaña, Luis A.
4
Meng, Ming
3
Murasawa, Yasutomo
3
Arin, Kerim Peren
2
Camarero Olivas, Mariam
2
Edwards, Jeffrey A.
2
Hassler, Uwe
2
Herwartz, Helmut
2
Juan Fernández, Aránzazu de
2
Jönsson, Kristian
2
Kanas, Angelos
2
Kapetanios, George
2
Klaassen, Franc
2
Lee, Hyejin
2
Liesenfeld, Roman
2
Martín-Arroyo, Antonio S.
2
Miller, Stephen M.
2
Naser, Hanan
2
Oh, Dong-Yop
2
Poon, Aubrey
2
Tamarit Escalona, Cecilio R.
2
Österholm, Pär
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Aguiar-Conraria, Luís
1
Aiello, Francesco
1
Ajide, Kazeem Bello
1
Alaali, Fatema
1
Allen, Rebecca
1
Alvarez González, Francisco
1
Andersson, Fredrik N. G.
1
Arntz, Melanie
1
Arteche, Josu
1
Asche, Frank
1
Atukeren, Erdal
1
Aubyn, Miguel St.
1
Aßmann, Christian
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
Applied economics letters
10
Finance research letters
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of econometrics
8
Research in international business and finance
8
Economic modelling
7
International journal of finance & economics : IJFE
6
Journal of financial economics
5
International review of economics & finance : IREF
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Journal of forecasting
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Applied financial economics
2
Bulletin of economic research
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
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 : JEF
2
Oxford bulletin of economics and statistics
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics letters
1
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ECONIS (ZBW)
6
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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
Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10012040714
Saved in:
3
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:
4
Time-varying persistence in US inflation
Caporin, Massimiliano
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 423-439
Persistent link: https://www.econbiz.de/10011988314
Saved in:
5
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
6
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:
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