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~language:"eng"
~language:"vie"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Estimation
Volatility
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92,792
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Caporale, Guglielmo Maria
367
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364
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306
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287
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220
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196
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180
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140
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132
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131
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126
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122
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119
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117
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115
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114
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113
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111
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108
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106
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105
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105
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104
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102
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100
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100
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99
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98
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98
Ours, Jan C. van
98
Ma, Feng
97
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96
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96
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95
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95
Rycx, François
95
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91
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90
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87
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86
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346
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103
National Bureau of Economic Research
101
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84
Ekonomiska forskningsinstitutet <Stockholm>
62
Zentrum für Europäische Wirtschaftsforschung
59
William Davidson Institute <Ann Arbor, Mich.>
52
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38
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International Monetary Fund
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National Institute of Economic and Social Research
15
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Chambre de commerce et d'industrie de Paris
14
European University Institute / Department of Economics
14
Massachusetts Institute of Technology / Department of Economics
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Maxwell Graduate School of Citizenship and Public Affairs
14
Queen Mary College / Department of Economics
14
Rutgers University / Department of Economics
14
The Wharton Financial Institutions Center
14
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2,954
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1,995
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1,605
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1,503
Applied economics letters
1,336
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1,042
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960
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934
Economics letters
872
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784
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
726
International review of economics & finance : IREF
709
Discussion paper
708
Journal of econometrics
682
Applied financial economics
632
International review of financial analysis
620
Journal of international money and finance
604
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566
The North American journal of economics and finance : a journal of financial economics studies
535
ZEW discussion papers
521
The journal of futures markets
472
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466
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
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440
Journal of empirical finance
432
IMF working papers
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Journal of international financial markets, institutions & money
414
Research in international business and finance
413
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409
Journal of financial economics
395
Finance and economics discussion series
359
Journal of economic dynamics & control
354
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of finance & economics : IJFE
336
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336
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
334
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ECONIS (ZBW)
105,061
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1
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of
105,061
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date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
3
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
4
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
5
Age at marriage and marital stability : evidence from China
García-Hombrados, Jorge
;
Özcan, Berkay
- In:
Review of Economics of the Household
22
(
2024
)
1
,
pp. 297-328
Persistent link: https://www.econbiz.de/10014502917
Saved in:
6
Agency conflicts and investment : evidence from a structural estimation
Elkamhi, Redouane
;
Kim, Daniel
;
Jo, Chanik
;
Salerno, Marco
- In:
The review of corporate finance studies : RCFS
13
(
2024
)
2
,
pp. 539-582
Persistent link: https://www.econbiz.de/10014528176
Saved in:
7
Agricultural loan pricing by banks in Ghana : a panel data analysis
Dziwornu, Raymond K.
;
Yiadom, Eric Boachie
;
Narteh-yoe, …
- In:
African journal of economic and management studies
15
(
2024
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10014520148
Saved in:
8
Agricultural value added in BRICS : a panel data study
Chandrasekaran, Sharmiladevi Jekka
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 171-178
Persistent link: https://www.econbiz.de/10014533159
Saved in:
9
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
10
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
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