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~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Search: subject:"Time series analysis"
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Volatility
Time series analysis
683
Zeitreihenanalyse
682
Theorie
314
Theory
314
Estimation theory
227
Schätztheorie
227
Volatilität
106
Forecasting model
102
Prognoseverfahren
102
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98
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98
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83
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83
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64
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63
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59
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59
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55
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55
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53
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53
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44
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43
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43
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41
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Gupta, Rangan
5
Hansen, Peter Reinhard
4
Teräsvirta, Timo
4
Cavaliere, Giuseppe
3
Hammoudeh, Shawkat
3
Hounyo, Ulrich
3
Kristensen, Dennis
3
Ma, Feng
3
Pierdzioch, Christian
3
Silvennoinen, Annastiina
3
Taylor, Robert
3
Wang, Yudong
3
Wohar, Mark E.
3
Andersen, Torben
2
Balcilar, Mehmet
2
Cajueiro, Daniel Oliveira
2
Ji, Qiang
2
Kanaya, Shin
2
Klein, Tony
2
Kruse, Robinson
2
Liu, Li
2
Lunde, Asger
2
Nguyen, Duc Khuong
2
Niu, Mengyi
2
Qu, Hui
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Tabak, Benjamin Miranda
2
Tamvakis, Michael
2
Tiwari, Aviral Kumar
2
Voev, Valeri
2
Zhang, Yue-jun
2
Çepni, Oğuzhan
2
Al-Freedi, Ajab
1
Alam, Md. Samsul
1
Amado, Cristina
1
Arouri, Mohamed
1
Arteche, Josu
1
Auer, Benjamin R.
1
Aye, Goodness C.
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CREATES research paper
Econometric theory
Energy economics
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
48
Finance research letters
44
Economics letters
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
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31
International review of financial analysis
29
International review of economics & finance : IREF
28
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27
Quantitative finance
26
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Computational economics
23
Journal of risk and financial management : JRFM
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Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Econometrics : open access journal
16
Applied economics letters
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CESifo working papers
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Economics working paper
14
The econometrics journal
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
106
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
8
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
9
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
10
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
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