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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatility"
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Estimation
Forecasting model
Schätzung
Volatility
Theory
7,637
Theorie
7,636
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1,469
United States
1,450
Geldpolitik
453
Monetary policy
450
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382
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382
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374
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374
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288
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970
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Diebold, Francis X.
14
Bekaert, Geert
11
Engel, Charles
11
Aizenman, Joshua
10
Campbell, John Y.
10
Andersen, Torben
9
Heckman, James J.
9
Rose, Andrew
8
Attanasio, Orazio P.
7
Basu, Susanto
7
Bollerslev, Tim
7
Chinn, Menzie David
7
Feenstra, Robert C.
7
Schorfheide, Frank
7
Acemoglu, Daron
6
Christiano, Lawrence J.
6
Cooper, Russell W.
6
Engle, Robert F.
6
Gertler, Mark
6
Hodrick, Robert J.
6
Lo, Andrew W.
6
Aït-Sahalia, Yacine
5
Brandt, Michael W.
5
Caballero, Ricardo J.
5
Cochrane, John H.
5
Eichenbaum, Martin S.
5
Froot, Kenneth
5
Haltiwanger, John C.
5
Razin, Asaf
5
Shiller, Robert J.
5
Stock, James H.
5
Watson, Mark W.
5
Wei, Shang-jin
5
Agénor, Pierre-Richard
4
Alesina, Alberto
4
Baillie, Richard
4
Bansal, Ravi
4
Cecchetti, Stephen G.
4
Cheung, Yin-Wong
4
Clarida, Richard H.
4
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
National Bureau of Economic Research
1
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Review of international economics
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
730
NBER working paper series
669
NBER Working Paper
627
Discussion paper / Centre for Economic Policy Research
475
Journal of forecasting
463
Applied economics
398
Journal of econometrics
346
Economics letters
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
304
Discussion paper series / IZA
302
CESifo working papers
294
Economic modelling
294
Working paper
285
Discussion paper / Tinbergen Institute
252
Applied economics letters
238
Journal of banking & finance
231
Journal of international money and finance
224
Journal of economic dynamics & control
215
Journal of applied econometrics
211
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
Finance research letters
181
Discussion paper
176
International review of economics & finance : IREF
171
Europäische Hochschulschriften / 5
169
Discussion papers / CEPR
166
Energy economics
165
IZA Discussion Paper
165
Journal of financial economics
158
European journal of operational research : EJOR
157
Journal of macroeconomics
151
Computational economics
148
The review of economics and statistics
143
Journal of monetary economics
141
Macroeconomic dynamics
138
The European journal of finance
137
International review of financial analysis
131
SpringerLink / Bücher
130
Econometric reviews
127
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Source
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ECONIS (ZBW)
970
Showing
1
-
10
of
970
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date (oldest first)
1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
5
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
6
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
7
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
10
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
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