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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics letters"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Zeitreihenanalyse
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Franses, Philip Hans
9
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6
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Discussion papers of interdisciplinary research project 373
Economics letters
Journal of econometrics
410
International journal of forecasting
353
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
274
Journal of forecasting
256
Economic modelling
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Energy economics
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Econometric theory
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Applied economics
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Econometric reviews
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Finance research letters
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International review of financial analysis
145
Journal of banking & finance
142
International review of economics & finance : IREF
135
Applied economics letters
129
Journal of economic dynamics & control
129
The North American journal of economics and finance : a journal of financial economics studies
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
Journal of applied econometrics
117
Journal of empirical finance
113
Journal of international money and finance
107
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Journal of risk and financial management : JRFM
91
International journal of theoretical and applied finance
85
Journal of financial economics
83
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77
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research in international business and finance
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Macroeconomic dynamics
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The European journal of finance
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Oxford bulletin of economics and statistics
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The review of financial studies
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The journal of futures markets
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
346
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1
Infectious disease and corporate activities
Suleman, Muhammad Tahir
;
Yaghoubi, Mona
- In:
Economics letters
212
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442047
Saved in:
2
International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung
;
Lee, Chang-Min
- In:
Economics letters
134
(
2015
),
pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
Saved in:
3
A mean-difference test based on self-normalization for alternating regime index data sets
Kim, Bo Gyeong
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509216
Saved in:
4
The impact of economic policy uncertainty and monetary policy on R&D investment : an option pricing approach
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Economics letters
214
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448064
Saved in:
5
Return, volatility and shock spillovers of Bitcoin with energy and technology companies
Symitsi, Efthymia
;
Chalvatzis, Konstantinos J.
- In:
Economics letters
170
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
Saved in:
6
Return and volatility spillovers among cryptocurrencies
Koutmos, Dimitrios
- In:
Economics letters
173
(
2018
),
pp. 122-127
Persistent link: https://www.econbiz.de/10012022954
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7
On the link between the US economic policy uncertainty and exchange rates
Kido, Yosuke
- In:
Economics letters
144
(
2016
),
pp. 49-52
Persistent link: https://www.econbiz.de/10011617188
Saved in:
8
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
9
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
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10
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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