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~isPartOf:"Journal of applied econometrics"
~subject:"Volatilität"
~type_genre:"Article in journal"
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1955-1987
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Audrino, Francesco
1
Hol Uspensky, Eugenie
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Koopman, Siem Jan
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Trojani, Fabio
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Watanabe, Toshiaki
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Wright, Jonathan H.
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Journal of applied econometrics
Journal of international money and finance
15
Japan and the world economy : international journal of theory and policy
14
Journal of the Japanese and international economies : an international journal ; JJIE
14
The journal of futures markets
14
Applied economics
12
Applied financial economics
12
Journal of international financial markets, institutions & money
12
Asia-Pacific financial markets
10
Journal of empirical finance
10
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Finance research letters
8
International review of financial analysis
8
Advances in Pacific Basin financial markets
7
International review of economics & finance : IREF
7
Journal of Asian economics
7
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Economic modelling
6
Journal of economics and finance
6
Monetary and economic studies
6
Research in international business and finance
6
Review of Pacific Basin financial markets and policies
6
The Japanese economic review : the journal of the Japanese Economic Association
6
The North American journal of economics and finance : a journal of financial economics studies
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Econometric reviews
5
Economics letters
5
The journal of finance : the journal of the American Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Global finance journal
4
Journal of banking & finance
4
Journal of money, credit and banking : JMCB
4
Modern economy
4
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
4
Financial engineering and the Japanese markets
3
Financial innovation : FIN
3
International journal of economics and finance
3
International journal of theoretical and applied finance
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Journal of East Asian economic integration
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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2
The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
3
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
4
Testing for a unit root in the volatility of asset returns
Wright, Jonathan H.
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001405551
Saved in:
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