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~subject:"Estimation"
~subject:"USA"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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152
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84
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63
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55
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50
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49
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44
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42
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41
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41
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41
Ma, Feng
39
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38
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35
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35
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33
Mumtaz, Haroon
33
Hammoudeh, Shawkat
32
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Belke, Ansgar
31
Hafner, Christian M.
31
Dijk, Dick van
30
Kumar, Dilip
30
Mensi, Walid
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29
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Balcilar, Mehmet
27
Fernández-Villaverde, Jesús
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Xuan Vinh Vo
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26
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26
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Institutionen för Nationalekonomi, Umeå Universitet
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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EcoMod Network
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Princeton University Press
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Centre for Growth and Business Cycle Research <Manchester>
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Energy economics
271
The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
192
Applied economics
187
Economic modelling
177
Journal of econometrics
165
Journal of banking & finance
164
International review of economics & finance : IREF
161
International review of financial analysis
156
Journal of empirical finance
146
The North American journal of economics and finance : a journal of financial economics studies
146
Working paper
128
Applied financial economics
126
Discussion paper / Tinbergen Institute
118
NBER working paper series
114
Applied economics letters
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Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Research in international business and finance
108
Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
102
International journal of forecasting
96
Journal of international financial markets, institutions & money
96
NBER Working Paper
93
CESifo working papers
92
The review of financial studies
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Journal of risk and financial management : JRFM
80
Journal of financial economics
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
The journal of finance : the journal of the American Finance Association
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
The European journal of finance
63
Journal of forecasting
60
International journal of finance & economics : IJFE
59
International Journal of Energy Economics and Policy : IJEEP
58
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
58
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
65
EconStor
60
RePEc
56
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12
BASE
6
Showing
1
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10
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15,311
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date (oldest first)
1
An empirical analysis of the
volume-volatility
nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
2
Asymmetric
volatility
spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
3
Determinants of the crude oil futures curve : inventory, consumption and
volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
4
Do
VaR
exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv
;
Rajib, Prabina
- In:
IIMB management review
30
(
2018
)
4
,
pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
Saved in:
5
Intraday
volatility
interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
6
The dark side of trading
Dichev, Ilia D.
;
Huang, Kelly
;
Zhou, Dexin
- In:
Journal of accounting, auditing & finance
29
(
2014
)
4
,
pp. 492-518
Persistent link: https://www.econbiz.de/10010425512
Saved in:
7
New empirical evidence on the bid-ask spread
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Narayan, Seema
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4484-4500
Persistent link: https://www.econbiz.de/10011295331
Saved in:
8
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
9
Stock market visualization
Kakushadze, Zura
;
Yu, Willie
- In:
Journal of risk & control
5
(
2018
)
1
,
pp. 35-140
Persistent link: https://www.econbiz.de/10012229145
Saved in:
10
The effect of overconfidence behaviour on stock market
volatility
in Belgium
Anzian, Kouamé Marcel
;
Oyibo, Paul Vivien
;
Djeban, …
- In:
Theoretical and applied economics : GAER review
30
(
2023
)
3/636
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014583859
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