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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Causality analysis"
~subject:"Volatilität"
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United States
Causality analysis
Volatilität
Estimation
3
Schätzung
3
Theorie
2
Theory
2
Volatility
2
Aktienmarkt
1
Analysis of variance
1
Business cycle
1
Börsenkurs
1
CAPM
1
Capital income
1
Credit risk
1
Estimation theory
1
Kapitaleinkommen
1
Konjunktur
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Kreditrisiko
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Markov-switching
1
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1
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Schätztheorie
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Scientific modelling
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Share price
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Statistical test
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Statistischer Test
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Stock market
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Structural break
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Strukturbruch
1
Time series analysis
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Varianzanalyse
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Zeitreihenanalyse
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business cycles
1
credit risk
1
expected returns
1
generalized autoregressive score model
1
long-run risk (LRR) asset pricing model
1
market volatility
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Article
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Article in journal
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English
2
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Apergēs, Nikolaos
Koopman, Siem Jan
Nelson, Charles R.
Audrino, Francesco
2
Garcia, René
2
Ghysels, Eric
2
Lanne, Markku
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Corsi, Fulvio
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
Janus, Paweł
1
Jondeau, Eric
1
Kasch-Haroutounian, Maria
1
Kim, Yunmi
1
Kokoszka, Piotr
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economic modelling
3
Energy economics
3
Journal of empirical finance
3
Applied financial economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
Applied economics letters
1
Atlantic economic journal : AEJ
1
Defence and peace economics
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
International finance
1
International journal of economic research
1
International journal of strategic property management
1
Journal of econometrics
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of entrepreneurship and public policy : JEPP
1
Journal of financial econometrics
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of monetary economics
1
Kredit und Kapital
1
Review of financial economics : RFE
1
Spoudai : journal of economics and business
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of energy markets
1
Tourism economics : the business and finance of tourism and recreation
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
2
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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