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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Review of Economic Analysis : REA"
~subject:"ARCH-Modell"
~subject:"Börse"
~subject:"Erwartungsbildung"
~subject:"Herd behaviour"
~subject:"Leverage effect"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"Volatilität"
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ARCH-Modell
Börse
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Herd behaviour
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Volatilität
Estimation
1,019
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1,014
Theorie
263
Theory
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Estimation theory
135
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135
Capital income
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Gupta, Rangan
5
Gil-Alaña, Luis A.
4
Sibbertsen, Philipp
4
Österholm, Pär
4
Nonejad, Nima
3
Thornton, John
3
Bekiros, Stelios
2
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2
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2
Chang, Seong Yeon
2
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2
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2
Coakley, Jerry
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Lin, Qi
2
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2
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2
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2
Tse, Yiu Kuen
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2
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2
Wang, Yudong
2
Weber, Enzo
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Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
Review of Economic Analysis : REA
Applied economics
290
Journal of econometrics
245
Economic modelling
244
Applied economics letters
204
Energy economics
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
International review of economics & finance : IREF
158
Finance research letters
154
International review of financial analysis
131
The North American journal of economics and finance : a journal of financial economics studies
128
Journal of banking & finance
119
International journal of forecasting
116
Journal of empirical finance
115
Applied financial economics
114
Journal of international money and finance
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Research in international business and finance
95
Journal of international financial markets, institutions & money
94
Journal of applied econometrics
83
Journal of forecasting
81
Journal of risk and financial management : JRFM
81
The journal of futures markets
74
Econometric reviews
73
International journal of finance & economics : IJFE
70
The European journal of finance
62
The empirical economics letters : a monthly international journal of economics
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
International journal of economics and financial issues : IJEFI
59
Macroeconomic dynamics
58
International journal of economics and finance
56
Cogent economics & finance
55
Journal of economic dynamics & control
55
Journal of macroeconomics
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Journal of financial economics
53
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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91
Persistence and efficiency of OECD stock markets : linear and nonlinear fractional integration approaches
Adekoya, Oluwasegun B.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1415-1433
Persistent link: https://www.econbiz.de/10012616954
Saved in:
92
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
93
Measuring monetary policy : rules versus discretion
Ohanyan, Narek
;
Grigoryan, Aleksandr
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012585872
Saved in:
94
Expected investment growth and stock returns in an emerging market
Özkan, Nesrin
- In:
Economics letters
207
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013169909
Saved in:
95
The high frequency risk attitude implied by the volatility risk premium
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170635
Saved in:
96
The Great Gatsby Curve in education with a kink
Kourtellos, Andros
- In:
Economics letters
208
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013207084
Saved in:
97
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
98
Is inflation persistent? : evidence from a time-varying unit root model
Devpura, Neluka
;
Sharma, Susan Sunila
;
Harischandra, P. …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013332445
Saved in:
99
A fresh look at the risk-return tradeoff
Wang, Cindy S. H.
;
Chen, Yi-Chi
;
Lo, Hsin-Yu
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013332809
Saved in:
100
Does crude oil price stimulate economic policy uncertainty in BRICS?
Su, Chi-Wei
;
Huang, Shi-Wen
;
Qin, Meng
;
Umar, Muhammad
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252889
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