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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Estimation theory
719
Schätztheorie
719
Theorie
605
Theory
605
Estimation
519
Schätzung
515
Volatilität
440
Time series analysis
350
Zeitreihenanalyse
350
Börsenkurs
339
Share price
339
Capital income
308
Kapitaleinkommen
308
Forecasting model
271
Prognoseverfahren
271
Nichtparametrisches Verfahren
261
Nonparametric statistics
261
Regression analysis
232
Regressionsanalyse
232
Stock market
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Aktienmarkt
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Welt
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World
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Panel study
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Portfolio selection
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Portfolio-Management
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China
162
Stochastic process
151
Stochastischer Prozess
151
Statistical test
146
Statistischer Test
146
Risk
130
Risiko
125
Spillover effect
123
Spillover-Effekt
123
Financial crisis
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Article
518
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Arbeitspapier
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518
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Gupta, Rangan
13
Todorov, Viktor
10
Kang, Sang Hoon
9
Mensi, Walid
9
Aït-Sahalia, Yacine
8
Andersen, Torben
7
McAleer, Michael
7
Wohar, Mark E.
7
Zhu, Huiming
7
Bollerslev, Tim
6
Kim, Donggyu
6
Li, Jia
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Xuan Vinh Vo
6
Balcilar, Mehmet
5
Hammoudeh, Shawkat
5
Li, Yingying
5
Patton, Andrew J.
5
Pierdzioch, Christian
5
Zhuang, Xintian
5
Asai, Manabu
4
Cavaliere, Giuseppe
4
Dai, Zhifeng
4
Gao, Yang
4
Hallin, Marc
4
Hau, Liya
4
Marcellino, Massimiliano
4
Mykland, Per A.
4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Caporin, Massimiliano
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
1,313
Discussion papers / CEPR
699
Finance research letters
586
Energy economics
515
Economic modelling
482
Working paper / National Bureau of Economic Research, Inc.
477
Applied economics
429
Journal of international money and finance
398
International review of economics & finance : IREF
370
International review of financial analysis
349
Economics letters
342
Research in international business and finance
280
Applied economics letters
279
Journal of economic dynamics & control
268
Journal of banking & finance
250
Journal of macroeconomics
218
Journal of monetary economics
217
European economic review : EER
189
Journal of international financial markets, institutions & money
182
Macroeconomic dynamics
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
171
Quantitative finance
170
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
155
Journal of financial economics
150
NBER working paper series
143
Journal of empirical finance
140
Pacific-Basin finance journal
130
International journal of forecasting
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Emerging markets, finance and trade : EMFT
113
International journal of finance & economics : IJFE
112
Journal of economic behavior & organization : JEBO
112
Journal of financial stability
111
Journal of international economics
110
The B.E. journal of macroeconomics
107
Open economies review
105
The European journal of finance
102
Computational economics
101
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ECONIS (ZBW)
518
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518
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
The British Stock Market, currencies, brexit, and media sentiments : a big data analysis
Basak, Gopal Krishna
;
Pranab Kumar Das
;
Marjit, Sugata
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246962
Saved in:
6
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? : evidence from a large emerging economy
Mendonça, Helder Ferreira de
;
Díaz, Raime Rolando …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246884
Saved in:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
Yousaf, Imran
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014486267
Saved in:
9
Coordination and non-coordination risks of monetary and macroprudential authorities : a robust welfare analysis
Górajski, Mariusz
;
Kuchta, Zbigniew
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014484080
Saved in:
10
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu
;
Liu, Yueli
;
Yu, Jinming
;
Huang, Weiqiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485324
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