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~language:"eng"
~language:"pol"
~language:"rus"
~subject:"Forecasting model"
~subject:"Konjunktur"
~subject:"Risiko"
~type:"book"
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Search: subject_exact:"Volatility"
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Forecasting model
Konjunktur
Risiko
Volatility
17,014
Volatilität
16,918
Theorie
4,919
Theory
4,903
Börsenkurs
3,534
Share price
3,514
Schätzung
3,169
Estimation
3,139
Capital income
2,487
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2,487
Welt
1,911
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1,893
Wechselkurs
1,842
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1,830
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1,761
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1,737
ARCH-Modell
1,690
ARCH model
1,678
Stochastischer Prozess
1,638
Stochastic process
1,632
Optionspreistheorie
1,560
Option pricing theory
1,554
USA
1,508
United States
1,484
Prognoseverfahren
1,369
Zeitreihenanalyse
1,230
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1,217
Business cycle
1,066
Finanzmarkt
944
Financial market
939
Risk
928
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814
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804
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759
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758
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720
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715
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96
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72
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30
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Gupta, Rangan
63
McAleer, Michael
40
Pierdzioch, Christian
31
Bollerslev, Tim
29
Castelnuovo, Efrem
28
Bekaert, Geert
27
Diebold, Francis X.
27
Caggiano, Giovanni
26
Bloom, Nicholas
24
Fernández-Villaverde, Jesús
23
Pesaran, M. Hashem
23
Jaimovich, Nir
21
Lux, Thomas
20
Marcellino, Massimiliano
19
Buch, Claudia M.
18
Clark, Todd E.
18
Christoffersen, Peter F.
17
Hoerova, Marie
17
Caporale, Guglielmo Maria
15
Carriero, Andrea
15
Clements, Adam
15
Dijk, Dick van
15
Yaron, Amir
15
Caporin, Massimiliano
14
Engle, Robert F.
14
Andersen, Torben
13
Davis, Steven J.
13
Degiannakis, Stavros Antonios
13
Döpke, Jörg
13
Perri, Fabrizio
13
Salisu, Afees A.
13
Zanetti, Francesco
13
Asai, Manabu
12
Caballero, Ricardo J.
12
Cesa-Bianchi, Ambrogio
12
Chan, Joshua
12
Christiansen, Charlotte
12
Giglio, Stefano
12
Medeiros, Marcelo C.
12
Mumtaz, Haroon
12
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National Bureau of Economic Research
106
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of New York
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of San Francisco
3
Svenska Handelshögskolan <Helsinki>
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
International Monetary Fund
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
World Bank
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Brookings Institution
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Department of Economics
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Deutsches Institut für Wirtschaftsforschung
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Goethe-Universität Frankfurt am Main
1
Hong Kong Institute for Monetary and Financial Research
1
INSEAD
1
Institutet för Internationell Ekonomi <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Inter-American Development Bank / Research Department
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
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NBER working paper series
104
Working paper / National Bureau of Economic Research, Inc.
103
NBER Working Paper
89
Working paper
70
Discussion paper / Centre for Economic Policy Research
60
Department of Economics working paper series
46
CESifo working papers
44
Discussion paper / Tinbergen Institute
37
CAMA working paper series
35
Discussion papers / CEPR
35
Finance and economics discussion series
35
CREATES research paper
25
Discussion paper
23
Working papers
21
Working paper series / European Central Bank
20
Research paper series / Swiss Finance Institute
19
FEDS Working Paper
17
IMF working papers
17
International finance discussion papers
17
Staff reports / Federal Reserve Bank of New York
17
Econometric Institute research papers
15
Working paper series
15
NCER working paper series
14
CFS working paper series
13
Discussion paper series / IZA
13
Working papers series / Federal Reserve Bank of San Francisco
13
CESifo Working Paper Series
12
Economics working paper
12
Kiel working paper
12
Federal Reserve Bank of Cleveland working paper series
11
SFB 649 discussion paper
11
Swiss Finance Institute Research Paper
11
Working papers on finance
11
CAMA Working Paper
10
Staff working papers / Bank of England
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CESifo Working Paper
9
Cambridge working papers in economics
9
Cardiff economics working papers
9
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9
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ECONIS (ZBW)
3,129
EconStor
13
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1
Financial asymmetries, risk sharing and growth in the EU
Cavallaro, Eleonora
;
Villani, Ilaria
-
2024
-
1st edition
Persistent link: https://www.econbiz.de/10014634019
Saved in:
2
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
3
Incorporating diagnostic expectations into the new Keynesian framework
L'Huillier, Jean-Paul
;
Singh, Sanjay R.
;
Yoo, Donghoon
-
2023
Persistent link: https://www.econbiz.de/10014328771
Saved in:
4
Incorporating diagnostic expectations into the new Keynesian framework
L'Huillier, Jean-Paul
;
Singh, Sanjay R.
;
Yoo, Donghoon
-
2023
Persistent link: https://www.econbiz.de/10014328949
Saved in:
5
Predicting exchange rate in India : a non-parametric causality-in-quantiles approach
Jaiswal, Seema
-
2022
Persistent link: https://www.econbiz.de/10013402148
Saved in:
6
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
7
Volatility and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
8
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014565108
Saved in:
9
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
10
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
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