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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~subject:"Shock"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Shock
Volatilität
1,034
Volatility
1,033
Theorie
368
Theory
368
Estimation
240
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240
Börsenkurs
225
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225
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225
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171
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154
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Bollerslev, Tim
8
Andersen, Torben
6
Diebold, Francis X.
5
Patton, Andrew J.
5
Ghysels, Eric
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Ardia, David
2
Aït-Sahalia, Yacine
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Barro, Robert J.
2
Bekaert, Geert
2
Berger, David
2
Bianchi, Francesco
2
Calvet, Laurent E.
2
Dew-Becker, Ian
2
Fan, Jianqing
2
Fisher, Adlai
2
Gallo, Giampiero M.
2
Giglio, Stefano
2
Gupta, Rangan
2
Hoerova, Marie
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Hoogerheide, Lennart F.
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
Qiu, Yue
2
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2
Rebelo, Sérgio
2
Renò, Roberto
2
Santa-Clara, Pedro
2
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2
Valkanov, Rossen I.
2
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Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
Energy economics
145
International journal of forecasting
123
Journal of forecasting
114
Finance research letters
112
International review of financial analysis
86
Economic modelling
85
International review of economics & finance : IREF
74
Applied economics
65
The North American journal of economics and finance : a journal of financial economics studies
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59
NBER working paper series
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37
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37
The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of international financial markets, institutions & money
36
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35
CAMA working paper series
34
The European journal of finance
34
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33
International journal of finance & economics : IJFE
32
Applied financial economics
30
Journal of economic dynamics & control
30
Journal of financial economics
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Pacific-Basin finance journal
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Research in international business and finance
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Journal of risk and financial management : JRFM
27
CESifo working papers
25
Journal of applied econometrics
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Journal of financial econometrics
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
154
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
5
Cryptocurrencies and stock market fluctuations
Musholombo, Bashige
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506904
Saved in:
6
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
7
Industries on the edge : the most exposed sectors to microeconomic shocks
Bahal, Girish
;
Lenzo, Damian
- In:
Economics letters
232
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014464189
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
10
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
-
2020
Persistent link: https://www.econbiz.de/10012270676
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