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~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
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266
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117
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108
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99
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96
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96
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93
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90
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89
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81
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74
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72
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70
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69
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65
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65
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65
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63
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57
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Hsing, Yu
54
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54
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53
Kutan, Ali Mustafa
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Demirer, Rıza
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49
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Brussels European and Global Economic Laboratory
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Conference on Employment and Development <2015, Bonn>
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Conference on Realized Volatility <2006, Montréal>
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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Italian Congress of Econometrics and Empirical Economics <4, 2011, Pisa>
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National Bureau of Economic Research
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
782
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726
International review of economics & finance : IREF
703
Journal of econometrics
677
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International review of financial analysis
619
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602
The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Journal of applied econometrics
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The empirical economics letters : a monthly international journal of economics
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics and finance
321
International journal of economics and financial issues : IJEFI
321
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Labour economics : official journal of the European Association of Labour Economists
315
International Journal of Energy Economics and Policy : IJEEP
314
European economic review : EER
304
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298
The journal of finance : the journal of the American Finance Association
298
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273
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ECONIS (ZBW)
65,103
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
3
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
4
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
5
Age at marriage and marital stability : evidence from China
García-Hombrados, Jorge
;
Özcan, Berkay
- In:
Review of Economics of the Household
22
(
2024
)
1
,
pp. 297-328
Persistent link: https://www.econbiz.de/10014502917
Saved in:
6
Agency conflicts and investment : evidence from a structural estimation
Elkamhi, Redouane
;
Kim, Daniel
;
Jo, Chanik
;
Salerno, Marco
- In:
The review of corporate finance studies : RCFS
13
(
2024
)
2
,
pp. 539-582
Persistent link: https://www.econbiz.de/10014528176
Saved in:
7
Agricultural loan pricing by banks in Ghana : a panel data analysis
Dziwornu, Raymond K.
;
Yiadom, Eric Boachie
;
Narteh-yoe, …
- In:
African journal of economic and management studies
15
(
2024
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10014520148
Saved in:
8
Agricultural value added in BRICS : a panel data study
Chandrasekaran, Sharmiladevi Jekka
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 171-178
Persistent link: https://www.econbiz.de/10014533159
Saved in:
9
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
10
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
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