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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The review of economics and statistics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
1,285
Schätzung
1,280
Theorie
433
Theory
433
USA
302
Estimation theory
252
Schätztheorie
252
Volatility
193
Zeitreihenanalyse
169
Capital income
147
Kapitaleinkommen
147
Börsenkurs
138
Share price
138
Panel
126
Panel study
124
Forecasting model
120
Prognoseverfahren
120
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Welt
112
World
112
Regression analysis
102
Regressionsanalyse
102
Geldpolitik
83
Monetary policy
83
Schock
75
Shock
75
Aktienmarkt
72
Stock market
72
ARCH model
71
ARCH-Modell
71
VAR model
70
VAR-Modell
70
Business cycle
64
Exchange rate
64
Wechselkurs
64
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558
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558
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English
560
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Narayan, Paresh Kumar
5
Andersen, Torben
4
McAleer, Michael
4
Wohar, Mark E.
4
Xiu, Dacheng
4
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Blundell, Richard W.
3
Creal, Drew
3
Diebold, Francis X.
3
Fan, Jianqing
3
Francq, Christian
3
Ghysels, Eric
3
Kanas, Angelos
3
Koopman, Siem Jan
3
Park, Joon Y.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Watson, Mark W.
3
Zakoïan, Jean-Michel
3
Appelbaum, Elie
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Ashenfelter, Orley
2
Bibinger, Markus
2
Biolsi, Christopher
2
Bley, Jorg
2
Bouri, Elie
2
Bénassy-Quéré, Agnès
2
Chavas, Jean-Paul
2
Christensen, Kim
2
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of macroeconomics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
273
CESifo working papers
254
Economic modelling
239
NBER working paper series
232
Working paper
213
Energy economics
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
International review of economics & finance : IREF
176
NBER Working Paper
169
Applied financial economics
168
Finance research letters
167
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of international money and finance
149
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of applied econometrics
137
International review of financial analysis
131
The journal of futures markets
123
Discussion paper / Tinbergen Institute
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
110
International journal of forecasting
108
Discussion paper
104
Journal of money, credit and banking : JMCB
97
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of financial economics
85
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ECONIS (ZBW)
560
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10
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560
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
3
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:
4
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:
5
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:
6
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:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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