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~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of development finance"
~subject:"Cointegration"
~subject:"Fractional cointegration"
~subject:"Kalendereffekt"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Cointegration
Fractional cointegration
Kalendereffekt
Schätzung
Estimation
963
Volatility
276
Volatilität
276
Börsenkurs
201
Share price
201
Oil price
198
Ölpreis
198
Capital income
195
Kapitaleinkommen
195
Welt
189
World
189
Theorie
184
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184
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160
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118
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105
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100
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China
93
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83
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83
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77
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77
Economic growth
74
Wirtschaftswachstum
73
Impact assessment
69
Wirkungsanalyse
69
USA
67
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67
Kointegration
65
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963
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4
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963
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Gupta, Rangan
18
Ma, Feng
12
Tiwari, Aviral Kumar
12
Wang, Yudong
11
Bouri, Elie
9
Salisu, Afees A.
9
Shahbaz, Muhammad
9
Gil-Alaña, Luis A.
8
Apergēs, Nikolaos
7
Hammoudeh, Shawkat
7
Smyth, Russell
7
Gozgor, Giray
6
Ji, Qiang
6
Lau, Chi Keung
6
Lee, Chien-chiang
6
Liddle, Brantley
6
Liu, Li
6
Pierdzioch, Christian
6
Ren, Xiaohang
6
Shahzad, Syed Jawad Hussain
6
Wohar, Mark E.
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Caraiani, Petre
5
Corbet, Shaen
5
Ghoddusi, Hamed
5
Narayan, Paresh Kumar
5
Polemis, Michael
5
Roubaud, David
5
Thornton, John
5
Zaremba, Adam
5
Chevallier, Julien
4
Das, Debojyoti
4
Li, Yan
4
Liang, Chao
4
Lu, Xinjie
4
Nonejad, Nima
4
Pan, Zhiyuan
4
Uddin, Mohammed Gazi Salah
4
Vuong Thao Tran
4
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Applied financial economics
Discussion paper series / IZA
Energy economics
Finance research letters
Journal of macroeconomics
Review of development finance
Applied economics
599
Economic modelling
534
Applied economics letters
414
Economics letters
391
International review of economics & finance : IREF
348
Journal of econometrics
279
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
The North American journal of economics and finance : a journal of financial economics studies
236
International review of financial analysis
232
Journal of international money and finance
226
Journal of banking & finance
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Journal of economic dynamics & control
158
Journal of empirical finance
151
Journal of financial economics
147
Journal of international financial markets, institutions & money
147
European economic review : EER
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
Journal of economic behavior & organization : JEBO
138
International journal of economics and finance
137
Empirical economics : a quarterly journal of the Institute for Advanced Studies
135
International journal of finance & economics : IJFE
127
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
118
Pacific-Basin finance journal
118
International journal of forecasting
117
Management science : journal of the Institute for Operations Research and the Management Sciences
108
Macroeconomic dynamics
104
Economics of education review
102
American economic journal : a journal of the American Economic Association
99
Journal of international economics
99
Journal of applied econometrics
93
Jahrbücher für Nationalökonomie und Statistik
92
Economic systems
90
Journal of monetary economics
88
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ECONIS (ZBW)
963
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963
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1
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
2
The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping
;
Xu, Jietian
;
Li, Jixin
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
Saved in:
3
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
4
Asset allocation combining macro and micro information : empirical test based on entropy pool model
Li, Tianyuan
;
Chen, Ping
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531769
Saved in:
5
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
6
Are fiscal rules efficient on public debt restraint in the presence of shadow economy?
Mara, Eugenia Ramona
;
Maran, Raluca
- In:
Finance research letters
64
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014531793
Saved in:
7
The performance of selected high-frequency trading proxies : an application on Turkish index futures market
Olgun, Onur
;
Ekinci, Cumhur
;
Arıkan, Ramazan
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014552886
Saved in:
8
The transmission of monetary policy shocks through the markets for reserves and money
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of macroeconomics
80
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558712
Saved in:
9
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
10
New estimate of shadow economy based on the total energy consumption : evidence from the European Union countries
Achim, Monica Violeta
;
Postea, Mihaela Maria
;
Noja, …
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559197
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