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isPartOf:"Journal of econometrics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Search: subject_exact:"Volatility"
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Stochastischer Prozess
USA
Volatility
1,066
Volatilität
1,066
Oil price
388
Ölpreis
388
ARCH model
296
ARCH-Modell
296
Estimation
268
Schätzung
268
Börsenkurs
237
Share price
237
Welt
236
World
236
Theorie
204
Theory
204
Capital income
190
Kapitaleinkommen
190
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175
Prognoseverfahren
175
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171
Zeitreihenanalyse
171
Commodity derivative
157
Rohstoffderivat
157
Stochastic process
138
Stock market
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Aktienmarkt
129
Estimation theory
121
Schätztheorie
121
Spillover effect
119
Spillover-Effekt
119
Oil market
118
Ölmarkt
117
United States
116
Erdöl
84
Petroleum
84
Risk
84
Risiko
82
Option pricing theory
74
Optionspreistheorie
74
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3
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Todorov, Viktor
11
Tauchen, George Eugene
8
Bollerslev, Tim
6
McAleer, Michael
6
Andersen, Torben
4
Asai, Manabu
4
Jiang, George J.
4
Aït-Sahalia, Yacine
3
Baum, Christopher F.
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Engle, Robert F.
3
Ghysels, Eric
3
Li, Jia
3
Ma, Feng
3
Marcellino, Massimiliano
3
Sadorsky, Perry A.
3
Shephard, Neil G.
3
Stivers, Christopher T.
3
Xiu, Dacheng
3
Yu, Jun
3
Zerilli, Paola
3
Zhou, Hao
3
Albulescu, Claudiu Tiberiu
2
Amengual, Dante
2
Bali, Turan G.
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chib, Siddhartha
2
Chordia, Tarun
2
Connolly, Robert A.
2
Creal, Drew
2
Cross, Jamie
2
Das, Sanjiv R.
2
Dufour, Jean-Marie
2
Francq, Christian
2
Gallant, A. Ronald
2
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Journal of econometrics
Energy economics
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
179
The journal of futures markets
152
International journal of theoretical and applied finance
142
Journal of banking & finance
92
Quantitative finance
91
The review of financial studies
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Discussion paper / Tinbergen Institute
71
Discussion paper / Centre for Economic Policy Research
69
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
68
Working paper
68
Finance research letters
66
Applied mathematical finance
63
Applied financial economics
62
The journal of finance : the journal of the American Finance Association
61
The journal of computational finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Econometric reviews
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Journal of economic dynamics & control
52
Applied economics
51
Economics letters
51
Computational economics
50
Journal of financial economics
48
Economic modelling
47
Finance and stochastics
47
International review of financial analysis
46
International review of economics & finance : IREF
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
European journal of operational research : EJOR
40
NBER working paper series
40
Research paper series / Swiss Finance Institute
40
Journal of risk and financial management : JRFM
39
Journal of mathematical finance
38
Insurance / Mathematics & economics
35
International journal of financial engineering
35
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ECONIS (ZBW)
250
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
3
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
4
Oil price uncertainty shocks and the gender gap in U.S. unemployment
Elder, John
;
Payne, James E.
- In:
Energy economics
131
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015045052
Saved in:
5
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
6
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
7
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:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
The impact of climate policy on U.S. environmentally friendly firms : a firm-level examination of stock return, volatility, volume, and connectedness
Pham, Linh
;
Wei, Hao
;
Ha Truong
;
Hai Hong Trinh
- In:
Energy economics
119
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014279743
Saved in:
10
Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng
;
Shao, Shuai
;
Li, Xin
;
Pan, Na
;
Qi, Yu
- In:
Energy economics
120
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
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