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subject:"Volatility"
~subject:"ARCH model"
~subject:"EU countries"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
ARCH model
EU countries
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Stock market
Wirkungsanalyse
Estimation
51,575
Schätzung
51,509
Theorie
11,336
Theory
11,336
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7,030
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7,029
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4,871
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4,828
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4,828
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4,770
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4,769
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4,623
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4,623
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4,179
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4,172
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3,248
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3,247
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3,140
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2,963
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2,939
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Estimation theory
2,524
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2,524
Exchange rate
2,362
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2,350
EU-Staaten
2,306
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2,191
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2,189
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2,072
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Gupta, Rangan
93
Bahmani-Oskooee, Mohsen
41
Gil-Alaña, Luis A.
41
Tiwari, Aviral Kumar
38
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
Balcilar, Mehmet
32
Zaremba, Adam
31
Pierdzioch, Christian
30
Xuan Vinh Vo
30
Bouri, Elie
29
Ma, Feng
29
Apergēs, Nikolaos
27
Belke, Ansgar
27
Narayan, Paresh Kumar
26
McAleer, Michael
25
Todorov, Viktor
25
McMillan, David G.
23
Mensi, Walid
23
Bollerslev, Tim
22
Chiang, Thomas C.
22
Kang, Sang Hoon
22
Kumar, Dilip
22
Lee, Chien-chiang
22
Yoon, Seong-min
22
Hammoudeh, Shawkat
21
Sehgal, Sanjay
21
Afonso, António
19
Herwartz, Helmut
19
Brooks, Robert
18
Jalles, João Tovar
18
Zhang, Yaojie
18
Demirer, Rıza
17
Rashid, Abdul
17
Salisu, Afees A.
17
Sosvilla-Rivero, Simón
17
Döpke, Jörg
16
Hamori, Shigeyuki
16
Jawadi, Fredj
16
Wang, Yudong
16
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1
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1
Ifo-Institut für Wirtschaftsforschung / Bereich Humankapital und Strukturwandel
1
Institut für Arbeitsmarkt- und Berufsforschung
1
Institut für Weltwirtschaft
1
Projektgruppe Gemeinschaftsdiagnose
1
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Applied economics
360
Economic modelling
333
Applied economics letters
277
International review of economics & finance : IREF
239
Finance research letters
223
Energy economics
204
International review of financial analysis
187
Economics letters
166
The North American journal of economics and finance : a journal of financial economics studies
160
Journal of banking & finance
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of international money and finance
150
Applied financial economics
144
Journal of econometrics
135
Journal of international financial markets, institutions & money
132
Research in international business and finance
128
Journal of empirical finance
124
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
The European journal of finance
94
Journal of economic dynamics & control
91
International journal of finance & economics : IJFE
90
Journal of risk and financial management : JRFM
87
International journal of economics and finance
86
Journal of macroeconomics
78
European economic review : EER
75
International journal of forecasting
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
Journal of financial economics
73
The journal of futures markets
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Cogent economics & finance
70
Macroeconomic dynamics
69
Pacific-Basin finance journal
69
International journal of economics and financial issues : IJEFI
68
Journal of monetary economics
67
Journal of applied econometrics
66
The empirical economics letters : a monthly international journal of economics
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
The American economic review
61
Empirica : journal of european economics
60
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ECONIS (ZBW)
12,384
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1
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:
2
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:
3
Nexus between inflation and inflation expectations at the zero lower bound : a tiger by the tail
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
- In:
Economic modelling
131
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451203
Saved in:
4
The effects of heterogeneous sanctions on exporting firms : evidence from Denmark
Jäkel, Ina Charlotte
;
Østervig, Søren Aasborg
; …
- In:
Review of international economics
32
(
2024
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10014470976
Saved in:
5
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
6
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:
7
The effects of parental retirement on adult children's health : evidence from China
Hao, Zhuang
;
Cheng, Huihui
;
Bärnighausen, Till
;
Chen, …
- In:
Health economics
33
(
2024
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10014442385
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
Evaluating the impact of general versus vocational education on labor market outcomes in Egypt by means of a regression discontinuity design
Kemper, Johanna
;
Renold, Ursula
- In:
Journal of development economics
166
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014454457
Saved in:
10
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
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