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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
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Nichtparametrisches Verfahren
Volatilität
Theorie
2,662
Theory
2,662
Estimation theory
1,799
Schätztheorie
1,799
Estimation
1,635
Schätzung
1,630
Time series analysis
885
Zeitreihenanalyse
885
United States
690
USA
689
Nonparametric statistics
595
Volatility
581
Regression analysis
557
Regressionsanalyse
557
Welt
550
World
550
Forecasting model
502
Prognoseverfahren
502
China
500
Panel
497
Panel study
497
Börsenkurs
491
Share price
491
Capital income
417
Kapitaleinkommen
417
Statistical test
395
Statistischer Test
395
Cointegration
340
Kointegration
339
Economic growth
337
Wirtschaftswachstum
336
EU countries
306
EU-Staaten
305
Impact assessment
291
Wirkungsanalyse
291
Aktienmarkt
283
Stock market
283
Stochastic process
256
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Online availability
All
Undetermined
528
Free
3
Type of publication
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Article
1,126
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
1,135
Conference paper
18
Konferenzbeitrag
18
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
4
Conference proceedings
3
Festschrift
2
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Language
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English
Author
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Linton, Oliver
29
Bollerslev, Tim
19
Chen, Xiaohong
17
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Li, Qi
13
Robinson, Peter M.
13
Lewbel, Arthur
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Andersen, Torben
11
Gao, Jiti
11
McAleer, Michael
11
Florens, Jean-Pierre
10
Su, Liangjun
10
Chen, Songnian
9
Hoderlein, Stefan
9
Cai, Zongwu
8
Fan, Yanqin
8
Gallant, A. Ronald
8
Gouriéroux, Christian
8
Horowitz, Joel
8
Li, Degui
8
Meddahi, Nour
8
Patton, Andrew J.
8
White, Halbert
8
Xiao, Zhijie
8
Xiu, Dacheng
8
Hallin, Marc
7
Hsiao, Cheng
7
Hu, Yingyao
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Sun, Yiguo
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Lee, Sokbae
6
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Applied economics letters
Journal of econometrics
Energy economics
655
Finance research letters
583
Applied economics
436
International review of financial analysis
426
Journal of banking & finance
393
Economics letters
386
International review of economics & finance : IREF
381
Economic modelling
379
The journal of futures markets
368
The North American journal of economics and finance : a journal of financial economics studies
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
310
Journal of empirical finance
279
Applied financial economics
274
Research in international business and finance
259
International journal of theoretical and applied finance
251
Journal of international financial markets, institutions & money
242
Journal of international money and finance
233
Journal of risk and financial management : JRFM
218
Econometric reviews
210
Quantitative finance
195
Econometric theory
194
Journal of financial economics
190
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Pacific-Basin finance journal
175
International journal of forecasting
173
International Journal of Energy Economics and Policy : IJEEP
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
The European journal of finance
160
Journal of economic dynamics & control
159
Journal of forecasting
153
International journal of finance & economics : IJFE
152
Computational economics
136
European journal of operational research : EJOR
135
Journal of applied econometrics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
134
Journal of financial econometrics : official journal of the Society for Financial Econometrics
127
The review of financial studies
127
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
123
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ECONIS (ZBW)
1,135
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1
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1
Currency and commodity return relationship under extreme geopolitical risks : evidence from the invasion of Ukraine
Dodd, Olga
;
Fernandez-Perez, Adrian
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10014441991
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
4
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
5
The impact of regulatory ban on connectedness of cryptocurrency market
Yu, Cong
;
Chen, Yun
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 654-660
Persistent link: https://www.econbiz.de/10014557821
Saved in:
6
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
7
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
8
One world several technologies? : a nonparametric test of club technology convergence
Walheer, Barnabé
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1234-1242
Persistent link: https://www.econbiz.de/10014558808
Saved in:
9
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
10
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
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