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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"NBER working paper series"
~subject:"Inflation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Inflation
Estimation
936
Schätzung
931
Theorie
307
Theory
307
Capital income
160
Kapitaleinkommen
160
Volatilität
137
Estimation theory
129
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129
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114
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114
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107
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105
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68
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65
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65
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62
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62
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59
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56
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55
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55
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206
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206
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Karanasos, Menelaos
4
Gupta, Rangan
3
Brooks, Robert
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
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2
Conrad, Christian
2
Dijk, Dick van
2
Dimitrakopoulos, Stefanos
2
Dong, Yingjie
2
Gil-Alaña, Luis A.
2
Herwartz, Helmut
2
Jansen, Dennis W.
2
Kapetanios, George
2
Kim, Kun Ho
2
Malliaropulos, Dimitris
2
Migiakis, Petros
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Schotman, Peter C.
2
Tse, Yiu Kuen
2
Tzavalis, Elias
2
Wel, Michel van der
2
Yin, Libo
2
Abergel, Frédéric
1
Aboulamer, Anas
1
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1
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1
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1
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1
Almeida, Luiza Antoun de
1
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1
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1
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1
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1
Aquilante, Tommaso
1
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1
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1
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1
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Economics letters
Journal of empirical finance
NBER working paper series
Applied economics
208
Economic modelling
176
International review of economics & finance : IREF
160
Energy economics
155
Finance research letters
138
Applied economics letters
133
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
117
Journal of international money and finance
117
International review of financial analysis
116
Journal of econometrics
114
Applied financial economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of international financial markets, institutions & money
82
Research in international business and finance
79
International journal of finance & economics : IJFE
74
Journal of risk and financial management : JRFM
68
International journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
The journal of futures markets
62
International journal of economics and financial issues : IJEFI
59
Journal of economic dynamics & control
59
Journal of financial economics
59
International journal of economics and finance
54
The European journal of finance
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Journal of macroeconomics
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Journal of money, credit and banking : JMCB
48
International Journal of Energy Economics and Policy : IJEEP
45
Journal of forecasting
44
Macroeconomic dynamics
43
Cogent economics & finance
42
Journal of applied econometrics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The empirical economics letters : a monthly international journal of economics
39
Journal of monetary economics
37
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ECONIS (ZBW)
206
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Income inequality, inflation and financial development
Kim, Dong-Hyeon
;
Lin, Shu-Chin
- In:
Journal of empirical finance
72
(
2023
),
pp. 468-487
Persistent link: https://www.econbiz.de/10014476886
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Inflation and real GDP growth in the U.S. : demand or supply driven?
Chang, Jui-chuan Della
;
Jansen, Dennis W.
;
Pagliacci, …
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460681
Saved in:
7
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
8
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
9
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
10
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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