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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~subject:"Konjunktur"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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EU countries
Konjunktur
Volatility
Estimation
494
Schätzung
490
Theorie
221
Theory
221
Capital income
140
Kapitaleinkommen
140
Volatilität
110
Börsenkurs
99
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99
Forecasting model
85
Prognoseverfahren
85
CAPM
65
USA
64
United States
64
Time series analysis
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62
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62
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58
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55
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55
Monetary policy
53
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Shock
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VAR-Modell
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ARCH model
47
ARCH-Modell
47
Risiko
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Welt
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World
38
Yield curve
38
Zinsstruktur
38
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English
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Dijk, Dick van
3
Karanasos, Menelaos
3
Aguiar-Conraria, Luís
2
Bachmann, Ruediger
2
Baillie, Richard
2
Berger, Tino
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Everaert, Gerdie
2
Kapetanios, George
2
Kim, Kun Ho
2
Koop, Gary
2
Liu, Xiaochun
2
Lux, Thomas
2
Martins, Manuel Mota Freitas
2
Nolte, Ingmar
2
Opschoor, Anne
2
Poutineau, Jean-Christophe
2
Soares, Maria Joana
2
Tzavalis, Elias
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alessandrini, Diana
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Angelopulos, Kōnstantinos
1
Aragó Manzana, Vicent
1
Arakelian, V.
1
Aretz, Kevin
1
Asimakopoulos, Stylianos
1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bai, Lu
1
Baiardi, Donatella
1
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Journal of economic dynamics & control
Journal of empirical finance
Applied economics
257
Economic modelling
245
CESifo working papers
235
Discussion paper / Centre for Economic Policy Research
205
Working paper / National Bureau of Economic Research, Inc.
199
Discussion paper series / IZA
189
Applied economics letters
181
Energy economics
176
International review of economics & finance : IREF
158
Finance research letters
145
Working paper
140
Economics letters
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
International review of financial analysis
123
Journal of international money and finance
118
The North American journal of economics and finance : a journal of financial economics studies
117
Working paper series / European Central Bank
116
Journal of banking & finance
115
Journal of econometrics
111
Discussion paper / Tinbergen Institute
105
Discussion paper
91
Journal of international financial markets, institutions & money
90
Applied financial economics
85
Research in international business and finance
80
Discussion papers / CEPR
75
Kiel working paper
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of macroeconomics
69
International journal of finance & economics : IJFE
68
Discussion papers / Deutsches Institut für Wirtschaftsforschung
65
European economic review : EER
64
International journal of forecasting
64
Journal of risk and financial management : JRFM
63
The European journal of finance
63
The journal of futures markets
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Empirica : journal of european economics
56
Macroeconomic dynamics
54
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ECONIS (ZBW)
171
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171
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1
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
4
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
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:
7
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
8
Beyond distance : the spatial relationships of European regional economic growth
Piribauer, Philipp
;
Glocker, Christian
;
Krisztin, Tamás
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479690
Saved in:
9
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
10
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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