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subject:"EU countries"
type_genre:"CD-ROM, DVD"
~isPartOf:"Journal of Asian economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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EU countries
Volatilität
Estimation
440
Schätzung
440
Theorie
170
Theory
170
Estimation theory
130
Schätztheorie
130
USA
100
United States
100
Time series analysis
96
Zeitreihenanalyse
96
Volatility
73
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
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51
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51
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49
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49
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41
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41
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35
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35
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32
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32
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29
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27
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26
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25
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25
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25
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23
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22
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22
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22
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21
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Article
75
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CD-ROM, DVD
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Conference paper
Aufsatz in Zeitschrift
75
Konferenzbeitrag
1
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English
75
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Chan, Joshua
2
Hautsch, Nikolaus
2
Li, Jia
2
Li, Wai Keung
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Venditti, Fabrizio
2
Amado, Cristina
1
Anderson, Heather M.
1
Arora, Sanchit
1
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1
Barassi, Marco R.
1
Beran, Jan
1
Bianchi, Daniele
1
Bibinger, Markus
1
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1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Carr, Michael D.
1
Casarin, Roberto
1
Chaves, Leonardo Salim Saker
1
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1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
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1
Conrad, Christian
1
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1
Dai, Wei
1
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1
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1
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1
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1
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1
Fan, Jianqing
1
Feldkircher, Martin
1
Ferreira, Eva
1
Foster, F. Douglas
1
Francq, Christian
1
Fridman, Moshe
1
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Journal of Asian economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
197
Economic modelling
192
Energy economics
163
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
131
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
106
Journal of econometrics
105
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Research in international business and finance
76
International journal of finance & economics : IJFE
64
The European journal of finance
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
International journal of forecasting
54
Empirica : journal of european economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
41
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
38
Journal of forecasting
36
Journal of macroeconomics
36
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35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Review of world economics
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
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ECONIS (ZBW)
75
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1
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
2
Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices
Gong, Mengqi
;
You, Zhe
;
Wang, Longle
;
Ruan, Dapeng
- In:
Journal of Asian economics
90
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014447420
Saved in:
3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
6
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
7
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
8
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
Saved in:
9
Reconciling trends in male earnings volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10013540611
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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