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subject:"Volatility"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Aktienmarkt
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Estimation
118,047
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117,990
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25,802
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25,794
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5,397
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Caporale, Guglielmo Maria
264
Gil-Alaña, Luis A.
232
Gupta, Rangan
154
McAleer, Michael
106
Pierdzioch, Christian
87
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80
Belke, Ansgar
80
Narayan, Paresh Kumar
73
Tiwari, Aviral Kumar
64
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63
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61
McMillan, David G.
57
Koopman, Siem Jan
55
Wohar, Mark E.
55
Hautsch, Nikolaus
53
Herwartz, Helmut
51
Chang, Tsangyao
47
Zaremba, Adam
47
Härdle, Wolfgang
46
Engle, Robert F.
45
Todorov, Viktor
44
Bohl, Martin T.
43
Cheung, Yin-Wong
43
Döpke, Jörg
43
Lütkepohl, Helmut
40
Miller, Stephen M.
39
Allen, David E.
37
Gil-Alana, Luis A.
37
Kapetanios, George
37
Beckmann, Joscha
36
Caporin, Massimiliano
36
Marcellino, Massimiliano
36
Balcilar, Mehmet
35
Bouri, Elie
35
Shahbaz, Muhammad
35
Chang, Chia-Lin
34
Buch, Claudia M.
33
Gao, Jiti
33
Lee, Chien-chiang
33
Ma, Feng
32
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National Bureau of Economic Research
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43
Ekonomiska forskningsinstitutet <Stockholm>
16
International Monetary Fund
15
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
6
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
6
European University Institute / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Bonn Graduate School of Economics
4
Centre for Analytical Finance <Århus>
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Institut für Höhere Studien
4
Internationaler Währungsfonds / Research Department
4
Türkiye Cumhuriyet Merkez Bankası
4
Umeå universitet
4
University of Exeter / Department of Economics
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
University of Strathclyde / Department of Economics
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
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Applied economics
386
Economic modelling
330
Applied economics letters
317
International review of economics & finance : IREF
251
Finance research letters
239
Energy economics
234
International review of financial analysis
203
Applied financial economics
195
Working paper / National Bureau of Economic Research, Inc.
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
188
NBER working paper series
188
Journal of econometrics
187
CESifo working papers
179
Journal of banking & finance
178
The North American journal of economics and finance : a journal of financial economics studies
177
NBER Working Paper
172
Journal of empirical finance
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
152
Working paper
148
Journal of international financial markets, institutions & money
147
Journal of international money and finance
140
Research in international business and finance
139
International journal of economics and financial issues : IJEFI
138
International journal of economics and finance
133
The empirical economics letters : a monthly international journal of economics
122
International Journal of Energy Economics and Policy : IJEEP
119
Discussion paper / Centre for Economic Policy Research
118
Discussion paper / Tinbergen Institute
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
International journal of finance & economics : IJFE
109
International journal of forecasting
108
Journal of risk and financial management : JRFM
107
Cogent economics & finance
103
Journal of financial economics
102
The European journal of finance
97
Pacific-Basin finance journal
94
The journal of futures markets
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
Journal of forecasting
80
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ECONIS (ZBW)
22,708
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1
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10
of
22,708
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Demographics outlook, credit conditions, and property prices
Shimizu, Chihiro
;
Deng, Yongheng
;
Inoue, Tomo'o
; …
-
2024
Persistent link: https://www.econbiz.de/10014470529
Saved in:
7
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
10
Asymmetric exchange rate pass-through between unexpected yen appreciation and depreciation : the case for Japanese machinery exports
Liu, Nan
;
Satō, Kiyotaka
-
2024
Persistent link: https://www.econbiz.de/10014460718
Saved in:
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