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Theorie
Schätzung
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Estimation
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Diebold, Francis X.
114
Caporale, Guglielmo Maria
108
Gil-Alaña, Luis A.
100
Franses, Philip Hans
88
Pesaran, M. Hashem
88
Bollerslev, Tim
87
Koopman, Siem Jan
81
Hautsch, Nikolaus
76
Härdle, Wolfgang
75
Timmermann, Allan
70
McAleer, Michael
64
Stambaugh, Robert F.
64
Campbell, John Y.
61
Lux, Thomas
61
Ghysels, Eric
60
Gupta, Rangan
60
Herwartz, Helmut
60
Bekaert, Geert
54
Pierdzioch, Christian
53
Marcellino, Massimiliano
52
Caballero, Ricardo J.
50
Heckman, James J.
50
Lucas, André
49
Aizenman, Joshua
48
Engle, Robert F.
48
Chiarella, Carl
46
Engel, Charles
46
Andersen, Torben
45
Fabozzi, Frank J.
43
Harvey, Campbell R.
43
Schlag, Christian
43
Acemoglu, Daron
42
Caporin, Massimiliano
42
Taylor, Robert
42
Ferson, Wayne E.
41
Belzil, Christian
40
Lütkepohl, Helmut
40
Blundell, Richard W.
39
Cochrane, John H.
39
Kilian, Lutz
39
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National Bureau of Economic Research
823
Ekonomiska forskningsinstitutet <Stockholm>
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
27
Birkbeck College / Department of Economics
22
European University Institute / Department of Economics
19
Institut für Weltwirtschaft
17
Centre for Analytical Finance <Århus>
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Federal Reserve System / Board of Governors
15
Rodney L. White Center for Financial Research
15
University of Oxford / Institute of Economics and Statistics
12
Verlag Dr. Kovač
12
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11
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Institut für Höhere Studien
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The Wharton Financial Institutions Center
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Federal Reserve Bank of San Francisco
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Umeå universitet
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University of Exeter / Department of Economics
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Universität Mannheim
10
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9
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9
University of Reading / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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International Monetary Fund
8
Svenska Handelshögskolan <Helsinki>
8
Trinity College Dublin / Department of Economics
8
World Bank
8
Center for Economic Research <Tilburg>
7
Centre for Quantitative Economics & Computing
7
Deutschland / Bundeswehr / Universität Hamburg
7
Eric Cuvillier <Firma>
7
Instituto Valenciano de Investigaciones Económicas
7
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Working paper / National Bureau of Economic Research, Inc.
872
NBER working paper series
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NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
489
Applied economics
398
Economics letters
344
Discussion paper series / IZA
298
Journal of econometrics
294
CESifo working papers
278
Journal of banking & finance
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252
Journal of economic dynamics & control
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Applied economics letters
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Journal of international money and finance
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Journal of financial economics
213
Discussion paper / Tinbergen Institute
212
Finance research letters
212
Journal of empirical finance
212
International review of economics & finance : IREF
195
The journal of finance : the journal of the American Finance Association
192
Journal of applied econometrics
176
International journal of forecasting
174
Discussion papers / CEPR
169
Discussion paper
168
International review of financial analysis
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
The review of financial studies
163
Journal of monetary economics
161
IZA Discussion Paper
159
Europäische Hochschulschriften / 5
152
Journal of forecasting
152
The European journal of finance
145
Applied financial economics
141
Journal of macroeconomics
141
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133
The review of economics and statistics
128
Energy economics
126
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ECONIS (ZBW)
43,702
EconStor
912
RePEc
6
OLC EcoSci
4
USB Cologne (EcoSocSci)
4
ArchiDok
3
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1
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
2
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
3
Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse
Sapusek, Annemarie
-
1998
Persistent link: https://www.econbiz.de/10000985364
Saved in:
4
Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return &
volatility
Shahani, Rakesh
;
Sharma, Ananya
- In:
Business analyst : a refereed journal of Shri Ram …
41
(
2020
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10013177289
Saved in:
5
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
6
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
7
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
8
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
9
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
10
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Yang, Ming-yu
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
Saved in:
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