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isPartOf:"Zeitschrift für Wirtschaftspolitik"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"EU countries"
~subject:"Volatilität"
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EU countries
Volatilität
Theorie
635
Theory
635
Estimation
143
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143
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95
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95
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63
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63
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55
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Afonso, António
1
Baghdadabad, Mohammadreza Tavakoli
1
Balcilar, Mehmet
1
Bekiros, Stelios
1
Bräuning, Christina
1
Chavas, Jean-Paul
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Clements, Adam
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1
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1
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1
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1
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Zeitschrift für Wirtschaftspolitik
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
NBER working paper series
237
NBER Working Paper
218
Working paper / National Bureau of Economic Research, Inc.
215
Discussion paper / Centre for Economic Policy Research
210
CESifo working papers
141
Economic modelling
130
Journal of econometrics
126
Journal of banking & finance
119
Discussion paper / Tinbergen Institute
114
Working paper series / European Central Bank
113
Economics letters
111
Working paper
111
Journal of international money and finance
96
Finance research letters
90
European economic review : EER
89
International journal of forecasting
89
Journal of economic dynamics & control
89
Energy economics
86
Europäische Hochschulschriften / 5
85
Applied economics
84
Journal of empirical finance
84
International journal of theoretical and applied finance
76
Journal of financial economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
International review of economics & finance : IREF
71
The European journal of finance
69
Discussion paper
66
International review of financial analysis
66
Journal of forecasting
64
The review of financial studies
59
Applied economics letters
58
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57
ECB Working Paper
57
CESifo Working Paper Series
56
Journal of monetary economics
55
Econometric reviews
52
Macroeconomic dynamics
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Quantitative finance
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
35
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1
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
2
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
3
Hysteresis losses in the Preisach framework
Werner, Laura
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1249-1278
Persistent link: https://www.econbiz.de/10012219556
Saved in:
4
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
5
The Moses effect : can central banks really guide foreign exchange markets?
Trivedi, Smita Roy
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2837-2865
Persistent link: https://www.econbiz.de/10012257367
Saved in:
6
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Saved in:
7
Estimating and forecasting with a two-country DSGE model of the Euro area and the USA : the merits of diverging interest-rate rules
Gunter, Ulrich
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1283-1323
Persistent link: https://www.econbiz.de/10012052189
Saved in:
8
Scale, congestion, and technical efficiency of European countries : a sector-based nonparametric approach
Walheer, Barnabé
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
6
,
pp. 2025-2078
Persistent link: https://www.econbiz.de/10012052238
Saved in:
9
Market integration and the persistence of electricity prices
Pereira, João
;
Pesquita, Vasco
;
Rodrigues, Paulo M. M.
; …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
5
,
pp. 1495-1514
Persistent link: https://www.econbiz.de/10012215801
Saved in:
10
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
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