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Volatility
76
Volatilität
76
Theorie
37
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37
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28
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28
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20
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20
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Hafner, Christian M.
3
Hansen, Peter Reinhard
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2
Clark, Todd E.
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2
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2
Henry, Ólan Thomas John
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Laurent, Sébastien
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Lunde, Asger
2
Martin, Gael M.
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Olekalns, Nilss
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1
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1
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Journal of applied econometrics
NBER working paper series
689
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
426
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397
International review of economics & finance : IREF
381
The journal of futures markets
370
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364
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361
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331
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325
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324
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302
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292
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290
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272
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271
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267
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260
International journal of theoretical and applied finance
245
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242
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239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
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ECONIS (ZBW)
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31
Volatility
of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
32
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
33
DSGE models in the frequency domain
Sala, Luca
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10011327619
Saved in:
34
Realized beta GARCH : a multivariate GARCH model with realized measures of
volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
35
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
36
How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
Saved in:
37
Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082
Saved in:
38
The role of time-varying price elasticities in accounting for
volatility
changes in the crude oil market
Baumeister, Christiane
;
Peersman, Gert
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1087-1109
Persistent link: https://www.econbiz.de/10010351083
Saved in:
39
Multivariate
volatility
modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
40
Macroeconomic forecasting and structural change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10009733361
Saved in:
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