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~isPartOf:"Journal of economic dynamics & control"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Estimation
Schätzung
Volatility
151
Volatilität
151
Theorie
78
Theory
78
Stochastic process
47
Stochastischer Prozess
47
Option pricing theory
36
Optionspreistheorie
36
Business cycle
27
Konjunktur
27
Börsenkurs
25
Share price
25
Stochastic volatility
23
CAPM
20
Arbeitsmobilität
19
Labour mobility
19
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Schock
18
Shock
18
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
15
Prognoseverfahren
15
Geldpolitik
14
Monetary policy
14
Aktienmarkt
13
Risk
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Stock market
13
ARCH model
12
ARCH-Modell
12
Risiko
12
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Optionsgeschäft
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Aufsatz in Zeitschrift
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41
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English
41
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Chu, Yinxiao
2
Liu, Xiaochun
2
Wei, Jianxing
2
Wu, Wei-xing
2
Zhao, Li
2
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Bali, Turan G.
1
Barnichon, Regis
1
Berger, Tino
1
Born, Benjamin
1
Bu, Di
1
Calvino, Flavio
1
Campolmi, Alessia
1
Chauvet, Marcelle
1
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1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Chugh, Sanjay K.
1
Coroneo, Laura
1
Costain, James
1
Criscuolo, Chiara
1
Dai, Min
1
Dendramis, Yiannis
1
Epstein, Brendan
1
Everaert, Gerdie
1
Faberman, R. Jason
1
Faia, Ester
1
Fan, Minyou
1
Finkelstein Shapiro, Alan
1
Frazier, David T.
1
Ftiti, Zied
1
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1
Herrera, Ana María
1
Hong, Yongmiao
1
Ielpo, Florian
1
Jackson, Laura
1
Jawadi, Fredj
1
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Kaizoji, Taisei
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Journal of economic dynamics & control
Energy economics
154
Applied economics
143
Finance research letters
131
Economic modelling
124
International review of economics & finance : IREF
119
Journal of econometrics
106
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics letters
91
Journal of banking & finance
86
Journal of empirical finance
82
Applied financial economics
75
Research in international business and finance
73
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
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
50
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
The European journal of finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Pacific-Basin finance journal
35
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Econometric reviews
29
Cogent economics & finance
28
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
28
Journal of applied econometrics
28
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ECONIS (ZBW)
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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
On fiscal and monetary policy-induced macroeconomic
volatility
dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
9
A tale of two markets : labor market mobility and bank information sharing
Chu, Yinxiao
;
Zhao, Li
;
Wei, Jianxing
;
Wu, Wei-xing
- In:
Journal of economic dynamics & control
141
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013465419
Saved in:
10
A labor-market approach to understanding information sharing among banks : discussions on "A tale of two markets: Labor market mobility and bank information sharing"
Shi, Ying
;
Yang, Liyan
- In:
Journal of economic dynamics & control
141
(
2022
),
pp. 1-2
Persistent link: https://www.econbiz.de/10013465425
Saved in:
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