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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"United Kingdom"
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Volatilität
United Kingdom
Estimation
2,218
Schätzung
2,213
Theorie
482
Theory
482
USA
304
United States
304
Estimation theory
260
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260
Volatility
227
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213
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204
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174
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174
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90
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ma, Feng
4
McAleer, Michael
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Brown, Sarah
3
Francq, Christian
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Gupta, Rangan
3
Patton, Andrew J.
3
Turner, Paul
3
Umar, Zaghum
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Asai, Manabu
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporale, Guglielmo Maria
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harris, Richard I. D.
2
Harvey, Andrew C.
2
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Applied economics
Journal of econometrics
Discussion paper series / IZA
246
Energy economics
157
Discussion paper / Centre for Economic Policy Research
153
Working paper / National Bureau of Economic Research, Inc.
153
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146
Economic modelling
141
Finance research letters
135
NBER Working Paper
133
International review of economics & finance : IREF
126
Applied financial economics
119
Working paper
114
International review of financial analysis
113
Applied economics letters
106
CESifo working papers
105
Journal of international money and finance
102
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
94
IZA Discussion Paper
91
Journal of empirical finance
87
Discussion paper
83
Economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Research in international business and finance
76
The journal of futures markets
76
Journal of international financial markets, institutions & money
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
The European journal of finance
67
Discussion paper / Tinbergen Institute
66
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Discussion papers in economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Working papers / Bank of England
46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
Journal of applied econometrics
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ECONIS (ZBW)
350
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91
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
92
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
93
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
94
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
95
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
96
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
97
The British low-wage sector and the employment prospects of the unemployed
Plum, Alexander
- In:
Applied economics
51
(
2019
)
13
,
pp. 1411-1432
Persistent link: https://www.econbiz.de/10012196549
Saved in:
98
Level and dynamics of financial depth : consequences for volatility of GDP
Acedański, Jan
;
Pietrucha, Jacek
- In:
Applied economics
51
(
2019
)
31
,
pp. 3389-3400
Persistent link: https://www.econbiz.de/10012196840
Saved in:
99
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
100
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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