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~isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"nld"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Volatility
Theorie
1,945
Theory
1,945
Estimation theory
1,627
Schätztheorie
1,627
Time series analysis
698
Zeitreihenanalyse
698
Estimation
657
Schätzung
652
Nichtparametrisches Verfahren
549
Nonparametric statistics
549
Volatilität
470
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465
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377
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198
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Dunis, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Rahbek, Anders
5
Taylor, Robert
5
Zhou, Hao
5
Ap Gwilym, Owain
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Caporin, Massimiliano
4
Copeland, Laurence S.
4
Francq, Christian
4
Gupta, Rangan
4
Jasiak, Joann
4
Koutmos, Gregory
4
Maheu, John M.
4
McMillan, David G.
4
Park, Joon Y.
4
Renault, Eric
4
Renò, Roberto
4
Wohar, Mark E.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
The European journal of finance
Applied economics
1,096
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
877
Energy economics
754
Intereconomics : review of European economic policy
601
The economic journal : the journal of the Royal Economic Society
599
Finance research letters
569
Economic modelling
566
Journal of banking & finance
545
Economics letters
494
Applied economics letters
485
International review of financial analysis
476
Applied financial economics
455
International review of economics & finance : IREF
446
The journal of futures markets
420
Journal of international money and finance
392
Journal of development economics
373
The North American journal of economics and finance : a journal of financial economics studies
353
Fiscal studies : the journal of the Institute for Fiscal Studies
332
Regional studies
331
Journal of international development : the journal of the Development Studies Association
327
Journal of international financial markets, institutions & money
314
Oxford review of economic policy
314
Research in international business and finance
314
Oxford bulletin of economics and statistics
313
Oxford economic papers
301
Journal of empirical finance
293
Scottish journal of political economy : the journal of the Scottish Economic Society
285
National Institute economic review
282
The economic history review : a journal of economic and social history
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Quarterly bulletin / Bank of England
273
International journal of theoretical and applied finance
252
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
251
Journal of risk and financial management : JRFM
240
Economica
235
International journal of finance & economics : IJFE
229
European economic review : EER
224
International Journal of Energy Economics and Policy : IJEEP
223
Journal of financial economics
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ECONIS (ZBW)
590
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1
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
2
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:
3
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
4
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Brexit and coronavirus : financial perspectives and future prospects
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Milas, Costas
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1825-1834
Persistent link: https://www.econbiz.de/10014388506
Saved in:
7
Brexit spillovers : how economic policy uncertainty affects foreign direct investment and international trade
An, Xiaoqing
;
Barnett, William A.
;
Wang, Xue
;
Wu, Qingyuan
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1913-1932
Persistent link: https://www.econbiz.de/10014388525
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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