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subject:"Schock"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Francq, Christian"
~person:"Mumtaz, Haroon"
~person:"Pierdzioch, Christian"
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Schock
Volatilität
Estimation
3
Schätzung
3
Volatility
3
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Konjunktur
2
Risiko
2
Risk
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Shock
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Stochastic process
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Stochastic volatility
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Stochastischer Prozess
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Uncertainty shocks
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Dynamic equilibrium
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Estimation theory
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FAVAR
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Financial return
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Global uncertainty
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Globalisierung
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Impact assessment
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Kapitaleinkommen
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Nonstationary return
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Schätztheorie
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Francq, Christian
Mumtaz, Haroon
Pierdzioch, Christian
Chan, Joshua
2
Li, Jia
2
Li, Kunpeng
2
Moffitt, Robert A.
2
Venditti, Fabrizio
2
Bai, Jushan
1
Barassi, Marco R.
1
Bianchi, Daniele
1
Bibinger, Markus
1
Boivin, Jean
1
Bollerslev, Tim
1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Carr, Michael D.
1
Casarin, Roberto
1
Chaves, Leonardo Salim Saker
1
Chen, Cathy Y.
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chudik, Alexander
1
Conrad, Christian
1
Corsi, Fulvio
1
Dai, Wei
1
Delle Monache, Davide
1
Escanciano, Juan Carlos
1
Fan, Jianqing
1
Feldkircher, Martin
1
Gao, Jing
1
Gao, Jiti
1
Georgiadis, Georgios
1
Gerlach, Richard H.
1
Giannoni, Marc Paolo
1
Guidolin, Massimo
1
Hautsch, Nikolaus
1
Horváth, Lajos
1
Huber, Florian
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
5
European economic review : EER
3
Department of Economics working paper series
2
Journal of econometrics
2
Journal of monetary economics
2
The European journal of finance
2
Annals of financial economics
1
Applied economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper / Centre for Economic Policy Research
1
Finance research letters
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International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
1
Journal of international economics
1
Journal of the Operational Research Society
1
Research in international business and finance
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Staff working papers / Bank of England
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ECONIS (ZBW)
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1
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
Saved in:
2
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
3
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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