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~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~subject:"Volatility"
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Search: subject:"Volatilität"
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Forecasting model
Volatility
Volatilität
147
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
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30
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Branger, Nicole
4
Chang, Chien-hung
3
Leippold, Markus
3
Lin, Yueh-neng
3
Westerhoff, Frank H.
3
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2
Cheng, Jun
2
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2
Elliott, Robert J.
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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
Thille, Henry
2
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2
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2
Yang, Nian
2
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2
Adams, Jonathan J.
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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1
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1
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Journal of economic dynamics & control
Energy economics
610
Finance research letters
576
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
319
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
130
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
114
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
109
Global finance journal
106
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
147
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1
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10
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147
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date (oldest first)
1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
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:
3
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
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
Moderating noise-driven macroeconomic fluctuations under dispersed information
Adams, Jonathan J.
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014480347
Saved in:
6
Short selling, divergence of opinion and volatility in the corporate bond market
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014249730
Saved in:
7
Out-of-equilibrium dynamics and excess volatility in firm networks
Dessertaine, Théo
;
Moran, José
;
Benzaquen, Michael
; …
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
Saved in:
8
Multi-layered rational inattention and time-varying volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
9
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
Saved in:
10
Market liquidity and excess volatility : theory and experiment
Choi, Jae Hoon
;
Munro, David
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464903
Saved in:
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