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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Time series analysis
USA
United Kingdom
Volatilität
Estimation
934
Schätzung
928
Theorie
334
Theory
334
Estimation theory
233
Schätztheorie
233
Volatility
161
United States
148
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146
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125
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125
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111
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111
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Todorov, Viktor
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Aït-Sahalia, Yacine
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
1,567
Discussion paper series / IZA
655
Applied economics
534
Discussion paper / Centre for Economic Policy Research
510
NBER working paper series
300
Applied economics letters
295
CESifo working papers
295
Economic modelling
254
Working paper
245
NBER Working Paper
230
Energy economics
219
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
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198
Economics letters
196
The review of economics and statistics
182
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180
International review of economics & finance : IREF
180
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172
The American economic review
163
Journal of international money and finance
162
The journal of finance : the journal of the American Finance Association
155
Discussion paper
154
Journal of banking & finance
153
Journal of applied econometrics
152
The North American journal of economics and finance : a journal of financial economics studies
143
International review of financial analysis
135
The journal of futures markets
133
Discussion paper / Tinbergen Institute
129
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
120
IZA Discussion Paper
119
Journal of empirical finance
114
International journal of forecasting
110
Journal of money, credit and banking : JMCB
103
Journal of international financial markets, institutions & money
99
Journal of economic dynamics & control
97
Research in international business and finance
97
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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ECONIS (ZBW)
392
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392
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1
Returns to scale, spillovers and persistence : a network perspective of U.S. bank size
Glass, Anthony
;
Kenjegalieva, Karligash
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2049-2076
Persistent link: https://www.econbiz.de/10014533395
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
5
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
6
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
7
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
8
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
9
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
10
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
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