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~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Subject
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Geldpolitik
Großbritannien
USA
Volatility
Volatilität
Theorie
1,985
Theory
1,985
Estimation theory
1,788
Schätztheorie
1,788
Zeitreihenanalyse
766
Time series analysis
765
Estimation
643
Schätzung
638
Nichtparametrisches Verfahren
555
Nonparametric statistics
555
Regression analysis
491
Regressionsanalyse
491
Panel
363
Panel study
363
United States
361
Statistical test
351
Statistischer Test
351
Forecasting model
336
Prognoseverfahren
336
United Kingdom
298
Stochastic process
225
Stochastischer Prozess
225
Method of moments
217
Momentenmethode
216
Cointegration
209
Kointegration
208
Bootstrap approach
185
Bootstrap-Verfahren
185
Bayes-Statistik
182
Bayesian inference
182
Statistical distribution
176
Statistische Verteilung
176
VAR model
168
VAR-Modell
168
Einheitswurzeltest
160
Unit root test
160
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Online availability
All
Undetermined
254
Free
19
Type of publication
All
Article
985
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
992
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
2
Aufsatzsammlung
1
Conference proceedings
1
Festschrift
1
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Language
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English
Lithuanian
Undetermined
Author
All
Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
10
Meddahi, Nour
8
Pesaran, M. Hashem
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Taylor, Robert
7
Barigozzi, Matteo
6
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Ghysels, Eric
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Machin, Stephen
6
Marcellino, Massimiliano
6
Shephard, Neil G.
6
Stewart, Mark B.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Rahbek, Anders
5
Renault, Eric
5
Zhou, Hao
5
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Boswijk, Herman Peter
4
Bradley, Steve
4
Burgess, Simon M.
4
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Oxford bulletin of economics and statistics
Applied economics
2,253
The American economic review
2,196
Economics letters
1,520
The review of economics and statistics
1,502
Journal of banking & finance
1,454
The review of financial studies
1,442
The journal of finance : the journal of the American Finance Association
1,395
American journal of agricultural economics
1,321
Energy economics
1,120
Journal of money, credit and banking : JMCB
1,108
Journal of monetary economics
1,087
The journal of futures markets
1,067
Economic modelling
1,064
Journal of financial economics
1,059
Applied economics letters
1,030
Economic review
987
Journal of international money and finance
972
Economic inquiry : journal of the Western Economic Association International
903
Journal of financial and quantitative analysis : JFQA
884
Southern economic journal
862
The economic journal : the journal of the Royal Economic Society
859
National tax journal
858
Monthly labor review : MLR
850
Finance research letters
845
Journal of macroeconomics
819
Journal of human resources : JHR
787
Applied financial economics
768
International review of economics & finance : IREF
763
Journal of economic dynamics & control
748
The journal of economic perspectives : EP ; a journal of the American Economic Association
732
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
720
Journal of political economy
719
International review of financial analysis
718
The quarterly journal of economics
679
American economic journal : a journal of the American Economic Association
668
The journal of law & economics
657
ILR review : the journal of work and policy
644
Challenge
630
Intereconomics : review of European economic policy
628
European journal of operational research : EJOR
599
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Source
All
ECONIS (ZBW)
992
Showing
1
-
10
of
992
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1
Do financial markets respond to populist rhetoric?
Çakmaklı, Cem
;
Demiralp, Selva
;
Güneş, Gökhan Şahi̇n
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 541-567
Persistent link: https://www.econbiz.de/10014543481
Saved in:
2
Global demand and supply sentiment : evidence from earnings calls
Ruch, Franz Ulrich
;
Taskin, Temel
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
2
,
pp. 314-334
Persistent link: https://www.econbiz.de/10014543457
Saved in:
3
Looking beyond the trap : fiscal legacy and central bank independence
De Beauffort, Charles
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
2
,
pp. 385-416
Persistent link: https://www.econbiz.de/10014543462
Saved in:
4
The macroprudential toolkit : effectiveness and interactions
Millard, Stephen Patrick
;
Rubio, Margarita
;
Varadi, …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
2
,
pp. 335-384
Persistent link: https://www.econbiz.de/10014543460
Saved in:
5
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
6
Opium price shocks and prescription opioids in the USA
Deiana, Claudio
;
Giua, Ludovica
;
Nisticò, Roberto
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014543473
Saved in:
7
Sequencing the COVID-19 recession in the USA : what were the macroeconomic drivers?
Breitenlechner, Max
;
Geiger, Martin
;
Gründler, Daniel
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10014481362
Saved in:
8
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014481332
Saved in:
9
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
10
Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, Giovanni
;
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10014304351
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