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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~subject:"Welt"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Welt
Volatilität
1,034
Volatility
1,033
Theorie
368
Theory
368
Estimation
240
Schätzung
240
Börsenkurs
225
Share price
225
USA
225
United States
225
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171
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171
Estimation theory
146
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146
Time series analysis
144
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144
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141
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141
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126
ARCH-Modell
126
Business cycle
95
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94
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89
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86
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84
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84
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83
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83
Schock
68
Shock
68
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65
Finanzmarkt
65
CAPM
62
Risiko
60
Risk
60
Option pricing theory
59
Optionspreistheorie
59
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51
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Article
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Bollerslev, Tim
9
Diebold, Francis X.
7
Andersen, Torben
6
Bekaert, Geert
5
Patton, Andrew J.
5
Ghysels, Eric
4
Rose, Andrew
4
Aizenman, Joshua
3
Barro, Robert J.
3
Christoffersen, Peter F.
3
Engle, Robert F.
3
Forbes, Kristin
3
Hallin, Marc
3
Kim, Donggyu
3
Razin, Asaf
3
Wei, Shang-jin
3
Zhou, Hao
3
Ardia, David
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Bloom, Nicholas
2
Di Giovanni, Julian
2
Fan, Jianqing
2
Frankel, Jeffrey A.
2
Gallo, Giampiero M.
2
Hale, Galina
2
Hoerova, Marie
2
Hoogerheide, Lennart F.
2
Jacks, David S.
2
Koop, Gary
2
Levchenko, Andrei A.
2
Meddahi, Nour
2
Poon, Aubrey
2
Qiu, Yue
2
Quaedvlieg, Rogier
2
Renò, Roberto
2
Santa-Clara, Pedro
2
Tong, Hui
2
Valkanov, Rossen I.
2
Warnock, Francis E.
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
Energy economics
283
Finance research letters
194
International review of economics & finance : IREF
131
International review of financial analysis
128
International journal of forecasting
123
Economic modelling
116
Journal of forecasting
114
Applied economics
108
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
83
NBER working paper series
78
Journal of international money and finance
73
Journal of empirical finance
71
NBER Working Paper
71
Research in international business and finance
71
Applied economics letters
70
International Journal of Energy Economics and Policy : IJEEP
67
Working paper
64
The journal of futures markets
60
Journal of international financial markets, institutions & money
59
International journal of finance & economics : IJFE
52
Journal of risk and financial management : JRFM
48
Pacific-Basin finance journal
45
Department of Economics working paper series
44
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43
Discussion paper / Tinbergen Institute
43
The European journal of finance
43
CESifo working papers
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36
CAMA working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Quantitative finance
34
Journal of financial economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of applied econometrics
31
Discussion papers / CEPR
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
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ECONIS (ZBW)
171
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1
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:
2
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:
3
Macroeconomic news, the financial cycle and the commodity cycle : the Chinese footprint
Corneli, Flavia
;
Ferriani, Fabrizio
;
Gazzani, Andrea
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460721
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
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:
6
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:
7
Oil price uncertainty and carbon management system quality
Bugshan, Abdullah
;
Elsayih, Jibriel
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307750
Saved in:
8
A parsimonious model of trade, finance and endogenous currency choices in international reserves
Lu, Dong
;
Mu, Yuhao
- In:
Economics letters
225
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014308612
Saved in:
9
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
10
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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