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~isPartOf:"Economic modelling"
~language:"eng"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Nonparametric statistics
Volatilität
Theorie
1,669
Theory
1,669
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832
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831
China
506
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485
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485
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Ma, Feng
6
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5
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Li, Bin
4
Zhang, Yaojie
4
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3
Chevallier, Julien
3
Cross, Jamie
3
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3
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3
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3
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3
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3
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3
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3
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3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Baruník, Jozef
2
Beckmann, Joscha
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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Economic modelling
Journal of econometrics
822
Energy economics
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International review of financial analysis
426
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393
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International review of economics & finance : IREF
381
The journal of futures markets
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Applied economics letters
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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
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Journal of international money and finance
233
Journal of risk and financial management : JRFM
218
Econometric reviews
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181
International Journal of Energy Economics and Policy : IJEEP
177
Pacific-Basin finance journal
175
International journal of forecasting
173
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Journal of economic dynamics & control
164
The European journal of finance
163
International journal of finance & economics : IJFE
157
Journal of forecasting
153
Computational economics
141
European journal of operational research : EJOR
136
Journal of applied econometrics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
134
The review of financial studies
128
Journal of financial econometrics : official journal of the Society for Financial Econometrics
127
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
379
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1
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:
2
Heterogeneity effect of positive and negative jumps on the realized volatility : evidence from China
Song, Yuping
- In:
Economic modelling
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549152
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
Oil price fluctuations and their impact on oil-exporting emerging economies
Agboola, Emmanuel
;
Chowdhury, Rosen Azad
;
Yang, Bo
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547984
Saved in:
5
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
6
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
7
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
8
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
9
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
10
Do general equilibrium effects matter for labor market dynamics?
Kudoh, Noritaka
;
Miyamoto, Hiroaki
- In:
Economic modelling
119
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014248460
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