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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Spillover effect"
~subject:"Volatility"
~subject:"Welt"
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Search: subject_exact:"Volatility"
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Spillover effect
Volatility
Welt
Volatilität
542
Theorie
189
Theory
189
Estimation
170
Schätzung
170
Estimation theory
117
Schätztheorie
117
Time series analysis
108
Zeitreihenanalyse
108
Stochastic process
106
Stochastischer Prozess
106
Capital income
104
Kapitaleinkommen
104
Börsenkurs
97
Share price
97
ARCH model
93
ARCH-Modell
93
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91
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91
World
67
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64
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64
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50
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50
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46
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46
Option pricing theory
42
Optionspreistheorie
42
Aktienmarkt
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Stock market
40
Statistical distribution
37
Statistische Verteilung
37
Stochastic volatility
36
Risikoprämie
31
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31
CAPM
29
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541
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542
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542
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Bekaert, Geert
3
Calvet, Laurent E.
3
Caporale, Guglielmo Maria
3
Carriero, Andrea
3
Chang, Chia-Lin
3
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Conference on Realized Volatility <2006, Montréal>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
Published in...
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Journal of econometrics
Journal of international money and finance
Energy economics
598
Finance research letters
517
NBER working paper series
483
Working paper / National Bureau of Economic Research, Inc.
466
NBER Working Paper
416
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Applied financial economics
265
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
236
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
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ECONIS (ZBW)
543
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1
Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals
Bai, Ye
;
Girma, Sourafel
;
Riaño, Alejandro
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451397
Saved in:
2
Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian
;
Zhang, Xinyu
;
Cao, Jin
;
Liu, Jiatao
;
Yang, Mo
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
Saved in:
3
Constructing quarterly Chinese time series usable for macroeconomic analysis
Chen, Kaiji
;
Higgins, Patrick
;
Zha, Tao
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551371
Saved in:
4
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
5
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:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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