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~isPartOf:"Applied economics letters"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Schätzung
Stochastischer Prozess
Theorie
Aktienmarkt
262
Stock market
262
Volatility
261
Volatilität
261
Börsenkurs
219
Share price
219
Estimation
133
Capital income
131
Kapitaleinkommen
131
Welt
62
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62
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59
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56
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38
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Grobys, Klaus
3
Wang, Xingchun
3
Worthington, Andrew Charles
3
Arouri, Mohamed
2
Ciner, Cetin
2
Diao, Xundi
2
Gupta, Rangan
2
Higgs, Helen
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
You, Yu
2
Zhou, Chunyang
2
Afonso, António
1
Al-Rashidi, Atef
1
Alfarano, Simone
1
Ali Ahmed, Huson Joher
1
Andronikidi, Aikaterini
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Arabaci, Ozer
1
Arnold, Ivo J. M.
1
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1
Assimakopoulos, V.
1
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Azhar Mohamad
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1
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1
Barros Júnior, Fernando Antônio de
1
Barseghyan, Gayane
1
Baumöhl, E.
1
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Applied economics letters
NBER working paper series
316
Working paper / National Bureau of Economic Research, Inc.
303
Finance research letters
296
NBER Working Paper
279
Economic modelling
241
International review of financial analysis
241
Journal of econometrics
239
Applied economics
238
International review of economics & finance : IREF
233
Journal of banking & finance
219
Energy economics
217
International journal of theoretical and applied finance
199
The North American journal of economics and finance : a journal of financial economics studies
183
Journal of empirical finance
181
Applied financial economics
161
Discussion paper / Centre for Economic Policy Research
153
Economics letters
149
Quantitative finance
148
Journal of international financial markets, institutions & money
147
Journal of international money and finance
141
Research in international business and finance
139
The European journal of finance
139
Journal of economic dynamics & control
137
Working paper
136
Journal of financial economics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Discussion paper / Tinbergen Institute
129
Journal of risk and financial management : JRFM
120
Computational economics
117
The journal of futures markets
116
CESifo working papers
100
International journal of forecasting
100
Applied mathematical finance
93
International journal of finance & economics : IJFE
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
Journal of forecasting
83
Research paper series / Swiss Finance Institute
83
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ECONIS (ZBW)
175
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1
Dynamic correlations and
volatility
spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
2
Public reaction to stock market
volatility
: evidence from the ATUS
Payne, Patrick
;
Browning, Chris
;
Kalenkoski, Charlene
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1197-1200
Persistent link: https://www.econbiz.de/10011701845
Saved in:
3
Volatility
of COVID-19 pandemic
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
4
A study of financial
volatility
forecasting techniques in the FTSE ASE 20 index
Maris, K.
;
Pantou, G.
;
Nikolopoulos, K.
;
Pagourtzi, E.
; …
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
Saved in:
5
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
6
Using multivariate stochastic
volatility
models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang
;
Huang, Shian-chang
;
Lin, Yi-mien
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
Saved in:
7
Temporary ban on short positions and financial market
volatility
: evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
8
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina
;
Ülkü, Numan
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
Saved in:
9
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
10
Intraday return dynamics and
volatility
spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra
;
Rajib, Prabina
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 567-574
Persistent link: https://www.econbiz.de/10009233520
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