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Volatilität
Estimation
657
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652
Estimation theory
225
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225
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223
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223
Time series analysis
123
Volatility
123
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114
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114
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Gallo, Giampiero M.
6
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
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Aït-Sahalia, Yacine
4
Otranto, Edoardo
4
Billio, Monica
3
Caporin, Massimiliano
3
Francq, Christian
3
Lacava, Demetrio
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Frattarolo, Lorenzo
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Ghysels, Eric
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Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
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Henry, Ólan Thomas John
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Kong, Xin-Bing
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Li, Yingying
2
Olekalns, Nilss
2
Panagiōtidēs, Theodōros
2
Paolella, Marc S.
2
Papapanagiotou, Georgios
2
Park, Joon Y.
2
Pelizzon, Loriana
2
Polak, Pawel
2
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Working papers
Journal of econometrics
Energy economics
144
Finance research letters
131
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
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75
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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ECONIS (ZBW)
123
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1
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
2
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
Saved in:
3
Oil shocks and investor attention
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
-
2022
Persistent link: https://www.econbiz.de/10013454556
Saved in:
4
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
Saved in:
5
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
6
The transmission channels of government spending uncertainty
Belianska, Anna
;
Eyquem, Aurélien
;
Poilly, Céline
-
2021
Persistent link: https://www.econbiz.de/10012508320
Saved in:
7
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
8
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:
9
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:
10
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
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