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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International economic review"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"USA"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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United States
USA
Volatility
Estimation
462
Schätzung
457
Theorie
196
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196
Capital income
81
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81
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68
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68
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177
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Article in journal
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177
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177
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Atkinson, Scott Estes
2
Bishop, John A.
2
Bollerslev, Tim
2
Chauvet, Marcelle
2
Cornwell, Christopher Mark
2
Formby, John P.
2
Heckman, James J.
2
Ireland, Peter N.
2
Jawadi, Fredj
2
Keane, Michael P.
2
Knowles, John
2
Li, Bingxin
2
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2
Malik, Farooq
2
Manovskii, Iourii
2
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2
Sauer, Robert M.
2
Smith, Gregor W.
2
Akhigbe, Aigbe O.
1
Alam, Md Didarul
1
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Andersen, Torben
1
Anderson, Richard G.
1
Andreou, Panayiotis C.
1
Anenberg, Elliot
1
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1
Baginski, Stephen P.
1
Bakshi, Gurdip S.
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
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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
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International economic review
Journal of economic dynamics & control
Review of quantitative finance and accounting
Applied economics
367
Applied economics letters
208
Energy economics
175
The review of economics and statistics
172
Economic modelling
169
Applied financial economics
155
International review of economics & finance : IREF
153
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Journal of econometrics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Journal of international money and finance
135
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
Economics letters
125
International review of financial analysis
122
The journal of futures markets
119
Journal of applied econometrics
117
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96
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
84
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80
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79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
International journal of finance & economics : IJFE
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of macroeconomics
68
Southern economic journal
66
International journal of forecasting
63
Journal of labor economics
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
177
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1
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177
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
3
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
4
UK inflation dynamics since the thirteenth century
Nason, James Michael
;
Smith, Gregor W.
- In:
International economic review
64
(
2023
)
4
,
pp. 1595-1614
Persistent link: https://www.econbiz.de/10014436859
Saved in:
5
Improving the measurement of earnings dynamics
Daly, Moira
;
Hryshko, Dmytro
;
Manovskii, Iourii
- In:
International economic review
63
(
2022
)
1
,
pp. 95-124
Persistent link: https://www.econbiz.de/10012820712
Saved in:
6
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
7
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
8
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
9
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
10
Consumption and hours in the United States and Europe
Fang, Lei
;
Yang, Fang
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013543141
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