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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Arbeitsplatzwechsel
Schätzung
Volatility
415
Volatilität
414
Theorie
157
Theory
157
Capital income
148
Kapitaleinkommen
148
Estimation
146
ARCH model
122
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58
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Conrad, Christian
3
Caporin, Massimiliano
2
Chan, Joshua
2
Christiansen, Charlotte
2
Dijk, Dick van
2
Hautsch, Nikolaus
2
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2
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2
Kim, Kun Ho
2
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2
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2
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2
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2
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2
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2
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1
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1
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Anderson, Heather M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Discussion paper series / IZA
241
Energy economics
145
Applied economics
143
NBER working paper series
129
Finance research letters
127
Economic modelling
124
Working paper / National Bureau of Economic Research, Inc.
121
International review of economics & finance : IREF
119
NBER Working Paper
117
Journal of econometrics
106
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106
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
97
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96
CESifo working papers
94
Applied economics letters
91
IZA Discussion Paper
89
Journal of banking & finance
85
Applied financial economics
75
Journal of international money and finance
70
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Economics letters
67
Discussion paper / Tinbergen Institute
66
The journal of futures markets
61
Labour economics : official journal of the European Association of Labour Economists
59
Journal of risk and financial management : JRFM
53
International journal of finance & economics : IJFE
48
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Discussion paper
46
The European journal of finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of economic dynamics & control
41
Discussion papers / CEPR
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of financial economics
38
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
148
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148
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1
Forecasting realized
volatility
with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
2
Do interest rate differentials drive the
volatility
of exchange rates? : evidence from an extended stochastic
volatility
model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
3
Forecasting realized
volatility
with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
8
Overnight GARCH-Itô
volatility
models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
10
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic
volatility
model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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