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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Share price"
~subject:"Stochastic volatility"
~subject:"Time series analysis"
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Arbeitsmarkt
Share price
Stochastic volatility
Time series analysis
Volatility
147
Volatilität
147
Theorie
77
Theory
77
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
34
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34
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27
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27
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24
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20
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Rodrigues, Paulo Jorge Maurício
2
Westerhoff, Frank H.
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1
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1
Bianchi, Daniele
1
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1
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1
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1
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1
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1
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Journal of economic dynamics & control
Finance research letters
264
Energy economics
196
NBER working paper series
170
International review of financial analysis
163
Journal of econometrics
151
The North American journal of economics and finance : a journal of financial economics studies
150
Economic modelling
145
Working paper / National Bureau of Economic Research, Inc.
144
International review of economics & finance : IREF
140
Journal of banking & finance
135
Applied economics
134
Journal of empirical finance
124
NBER Working Paper
124
Discussion paper / Tinbergen Institute
114
Working paper
108
Applied economics letters
107
Research in international business and finance
103
Discussion paper series / IZA
96
Journal of international financial markets, institutions & money
91
Journal of financial economics
86
The journal of futures markets
86
Economics letters
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
82
Journal of risk and financial management : JRFM
82
Discussion paper / Centre for Economic Policy Research
78
Applied financial economics
76
Pacific-Basin finance journal
76
Quantitative finance
76
CESifo working papers
74
International Journal of Energy Economics and Policy : IJEEP
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Journal of forecasting
58
The European journal of finance
57
Cogent economics & finance
48
International journal of finance & economics : IJFE
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Finance India : the quarterly journal of Indian Institute of Finance
47
IZA Discussion Paper
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1
Labor market dynamics with sorting
Schulz, Bastian
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532134
Saved in:
2
Momentum and the cross-section of stock
volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
3
Fast and accurate variational inference for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
4
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
5
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
6
The equivalent constant-elasticity-of-variance (CEV)
volatility
of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
7
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
8
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
9
High-frequency
volatility
modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
10
Level and slope of
volatility
smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
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