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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Schock
Volatilität
Statistical distribution
Estimation
439
Schätzung
439
Theorie
182
Theory
182
USA
103
United States
103
Volatility
58
Estimation theory
55
Schätztheorie
55
Forecasting model
53
Prognoseverfahren
53
Time series analysis
52
Zeitreihenanalyse
52
Welt
42
World
42
Börsenkurs
37
Capital income
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Kapitaleinkommen
37
Share price
37
Panel
33
Panel study
33
ARCH model
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ARCH-Modell
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Regressionsanalyse
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Nichtparametrisches Verfahren
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24
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24
Monte Carlo simulation
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23
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23
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Article in journal
Aufsatz in Zeitschrift
80
Collection of articles of several authors
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1
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English
80
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Garcia, René
5
Marcellino, Massimiliano
4
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Clark, Todd E.
2
Dijk, Dick van
2
Dobrev, Dobrislav
2
Ghysels, Eric
2
Hansen, Peter Reinhard
2
Kilian, Lutz
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Watanabe, Toshiaki
2
Ahoniemi, Katja
1
Andersen, Torben
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Banerjee, Anindya
1
Bannouh, Karim
1
Bao Hoang Nguyen
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Bos, Charles S.
1
Caglayan, Mustafa
1
Caldeira, João F.
1
Campolieti, Michele
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Carriero, Andrea
1
Cho, Yunho
1
Chortareas, Georgios E.
1
Cross, Jamie
1
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Journal of applied econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
200
Economic modelling
178
Energy economics
173
Finance research letters
147
International review of economics & finance : IREF
143
Journal of econometrics
128
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
115
Applied economics letters
111
Economics letters
107
Journal of international money and finance
107
Journal of banking & finance
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of empirical finance
87
Applied financial economics
85
Journal of international financial markets, institutions & money
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Research in international business and finance
73
Journal of economic dynamics & control
72
The journal of futures markets
70
Journal of risk and financial management : JRFM
63
Journal of macroeconomics
62
International journal of finance & economics : IJFE
58
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The European journal of finance
55
Macroeconomic dynamics
52
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
45
International Journal of Energy Economics and Policy : IJEEP
41
Journal of money, credit and banking : JMCB
40
Quantitative finance
39
Pacific-Basin finance journal
38
International journal of economics and finance
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
International journal of economics and financial issues : IJEFI
34
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ECONIS (ZBW)
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1
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
6
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
7
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
8
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
9
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
10
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
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