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~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Einheitswurzeltest"
~subject:"Kointegration"
~subject:"Volatilität"
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Einheitswurzeltest
Kointegration
Volatilität
Estimation
444
Schätzung
444
Volatility
361
Cointegration
335
Deutschland
333
Germany
312
Theorie
182
Theory
182
Börsenkurs
150
Share price
150
Arbeitsmarkt
114
Labour market
111
USA
105
United States
105
Capital income
99
Kapitaleinkommen
99
Time series analysis
96
Zeitreihenanalyse
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Welt
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World
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Panel study
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Arbeitslosigkeit
68
Unemployment
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Wirtschaftswachstum
62
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61
EU countries
58
EU-Staaten
58
VAR model
58
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1
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691
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Gupta, Rangan
11
Chang, Tsangyao
10
Gil-Alaña, Luis A.
7
Herzer, Dierk
7
Hamori, Shigeyuki
6
Narayan, Paresh Kumar
6
Caporale, Guglielmo Maria
5
Ma, Feng
5
Chevallier, Julien
4
Cook, Steven
4
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4
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4
Morana, Claudio
4
Bahmani-Oskooee, Mohsen
3
Gabriel, Vasco J.
3
Grobys, Klaus
3
Hung, Ken
3
Ielpo, Florian
3
Jawadi, Fredj
3
Kanas, Angelos
3
Kivedal, Bjørnar Karlsen
3
Lee, Hyejin
3
Liu, Li
3
Melo-Velandia, Luis Fernando
3
Narayan, Seema
3
Nieh, Chien-chung
3
Oh, Dong-Yop
3
Olson, Eric
3
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3
Qiao, Gaoxiu
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Ryu, Doojin
3
Su, Chi-Wei
3
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3
Tiwari, Aviral Kumar
3
Wang, Xingchun
3
Wong, Hock Tsen
3
Wu, Xinyu
3
You, Yu
3
Österholm, Pär
3
Abedin, Md. Thasinul
2
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Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
862
Applied economics
723
Finance research letters
656
Economic modelling
588
NBER working paper series
503
Journal of econometrics
493
Working paper / National Bureau of Economic Research, Inc.
478
International Journal of Energy Economics and Policy : IJEEP
460
International review of financial analysis
460
International review of economics & finance : IREF
439
NBER Working Paper
433
Economics letters
415
Journal of banking & finance
405
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
369
Research in international business and finance
345
Working paper
339
Applied financial economics
321
Journal of international money and finance
294
Journal of international financial markets, institutions & money
292
International journal of economics and financial issues : IJEFI
283
Journal of empirical finance
278
Discussion paper / Centre for Economic Policy Research
260
CESifo working papers
253
International journal of theoretical and applied finance
249
International journal of economics and finance
242
Discussion paper / Tinbergen Institute
235
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
Journal of risk and financial management : JRFM
221
The empirical economics letters : a monthly international journal of economics
221
International journal of finance & economics : IJFE
201
Quantitative finance
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
IMF working papers
196
Cogent economics & finance
194
Journal of financial economics
191
International journal of forecasting
188
Pacific-Basin finance journal
178
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ECONIS (ZBW)
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1
Cointegration
and common trends on the West German labour market
Carstensen, Kai
;
Hansen, Gerd
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
3
,
pp. 475-493
Persistent link: https://www.econbiz.de/10001502476
Saved in:
2
The role of credit constraints and government subsidies in farmland valuations in the US : an options pricing model approach
Mishra, Ashok K.
;
Moss, Charles B.
;
Erickson, Kenneth W.
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
2
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003674879
Saved in:
3
The effects of exchange rate
volatility
on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
Saved in:
4
Calculating implied
volatility
using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
5
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
6
Pricing European basket warrants with default risk under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
7
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
8
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
Saved in:
9
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
10
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
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