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~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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United States
Wechselkurs
Volatility
565
Volatilität
565
Theorie
206
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206
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159
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159
Estimation theory
140
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Bollerslev, Tim
4
Engle, Robert F.
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2
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2
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2
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Economics letters
Journal of econometrics
The journal of futures markets
133
Journal of international money and finance
99
Applied economics
85
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of banking & finance
82
The review of financial studies
82
Applied financial economics
76
Energy economics
74
Journal of international financial markets, institutions & money
72
International review of economics & finance : IREF
69
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66
Finance research letters
62
The journal of finance : the journal of the American Finance Association
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57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
International review of financial analysis
56
International journal of finance & economics : IJFE
49
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48
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44
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39
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36
Global finance journal
35
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33
Journal of risk and financial management : JRFM
31
The review of economics and statistics
31
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28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
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25
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25
The European journal of finance
25
International journal of economics and finance
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Journal of economics and finance
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The American economic review
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ECONIS (ZBW)
83
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
A parsimonious model of trade, finance and endogenous currency choices in international reserves
Lu, Dong
;
Mu, Yuhao
- In:
Economics letters
225
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014308612
Saved in:
4
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
5
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
Saved in:
6
Uncertainty shocks and inflation dynamics in the US
Haque, Qazi
;
Magnusson, Leandro M.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
Saved in:
7
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
8
Investigating asymmetric determinants of the CNY-CNH exchange rate spreads : the role of economic policy uncertainty
Li, Xiao-Lin
;
Li, Xin
;
Si, Dengkui
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500428
Saved in:
9
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
10
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
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