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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~language:"eng"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Deutschland"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Statistische Verteilung
Estimation
658
Schätzung
653
Theorie
234
Theory
234
Estimation theory
225
Schätztheorie
225
Volatility
148
Volatilität
148
Time series analysis
122
Zeitreihenanalyse
122
Capital income
119
Kapitaleinkommen
119
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Panel
105
Panel study
105
Share price
102
Forecasting model
93
Prognoseverfahren
93
Regression analysis
86
Regressionsanalyse
86
USA
69
United States
69
Stochastic process
50
Stochastischer Prozess
50
ARCH-Modell
47
Stock market
44
Factor analysis
40
Faktorenanalyse
40
Statistical distribution
39
Panel data
38
CAPM
37
Bayes-Statistik
36
Bayesian inference
36
Markov chain
36
Markov-Kette
36
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Online availability
All
Undetermined
122
Free
2
Type of publication
All
Article
208
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book review
Article in journal
208
Conference paper
4
Konferenzbeitrag
4
Language
All
English
Author
All
Todorov, Viktor
10
Bollerslev, Tim
5
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Ghysels, Eric
4
Kim, Donggyu
4
Andersen, Torben
3
Gupta, Rangan
3
Koutmos, Gregory
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Bandi, Federico M.
2
Christensen, Kim
2
Coutts, J. Andrew
2
Diebold, Francis X.
2
Hounyo, Ulrich
2
Knif, Johan
2
Linton, Oliver
2
McMillan, David G.
2
Mills, Terence C.
2
Park, Joon Y.
2
Patsika, Victoria
2
Polak, Pawel
2
Solibakke, Per Bjarte
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Vivian, Andrew
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhou, Hao
2
Aabo, Tom
1
Achleitner, Ann-Kristin
1
Ahmed, Sheraz
1
Ai, Chunrong
1
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Published in...
All
Journal of econometrics
The European journal of finance
Applied economics
398
Applied economics letters
298
Economic modelling
259
Finance research letters
217
International review of economics & finance : IREF
197
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
International review of financial analysis
181
Applied financial economics
177
Journal of banking & finance
162
Economics letters
158
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
148
Journal of empirical finance
133
Journal of international financial markets, institutions & money
127
Research in international business and finance
117
Journal of international money and finance
108
Labour economics : official journal of the European Association of Labour Economists
105
Jahrbücher für Nationalökonomie und Statistik
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of financial economics
89
International journal of finance & economics : IJFE
86
Journal of risk and financial management : JRFM
84
International journal of economics and finance
83
Journal of economic dynamics & control
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Pacific-Basin finance journal
81
European economic review : EER
79
International journal of economics and financial issues : IJEFI
75
Journal of macroeconomics
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
The journal of futures markets
70
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
68
Review of quantitative finance and accounting
68
Journal of monetary economics
66
International journal of forecasting
65
The empirical economics letters : a monthly international journal of economics
64
Cogent economics & finance
61
Macroeconomic dynamics
60
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ECONIS (ZBW)
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208
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
3
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
4
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
5
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:
6
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:
7
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
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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