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~language:"eng"
~language:"vie"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Schätzung
Volatility
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327,915
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176,095
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84,848
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62,774
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62,749
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56,117
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53,801
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41,063
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36,098
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30,524
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29,757
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Gupta, Rangan
374
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369
McAleer, Michael
305
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289
Belke, Ansgar
220
Bahmani-Oskooee, Mohsen
196
Wagner, Joachim
180
Pesaran, M. Hashem
140
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134
Schneider, Friedrich
131
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130
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122
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119
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118
Bouri, Elie
117
Bollerslev, Tim
115
Härdle, Wolfgang
115
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115
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108
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107
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106
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106
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105
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102
Narayan, Paresh Kumar
102
Ma, Feng
101
Rose, Andrew
100
Addison, John T.
99
Apergēs, Nikolaos
98
Diebold, Francis X.
98
Ours, Jan C. van
98
Rycx, François
97
Nunnenkamp, Peter
96
Schnabel, Claus
96
Andersen, Torben
95
Heckman, James J.
95
Cheung, Yin-Wong
91
Kutan, Ali Mustafa
90
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87
Woessmann, Ludger
87
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Forschungsinstitut zur Zukunft der Arbeit
346
National Bureau of Economic Research
110
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103
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84
Ekonomiska forskningsinstitutet <Stockholm>
62
Zentrum für Europäische Wirtschaftsforschung
59
William Davidson Institute <Ann Arbor, Mich.>
52
Federal Reserve Bank of St. Louis
38
Internationaler Währungsfonds / Research Department
36
Deutsches Institut für Wirtschaftsforschung
32
Centre for Economic Performance
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International Monetary Fund
24
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung
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Svenska Handelshögskolan <Helsinki>
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National Institute of Economic and Social Research
15
University of Hong Kong / School of Economics and Finance
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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
14
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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2,957
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2,001
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1,604
CESifo working papers
1,518
Applied economics letters
1,355
Economic modelling
1,056
Working paper
973
Energy economics
949
Economics letters
867
Finance research letters
851
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
748
Journal of banking & finance
726
Discussion paper
713
Journal of econometrics
677
International review of financial analysis
651
Applied financial economics
632
Journal of international money and finance
619
Discussion paper / Tinbergen Institute
566
The North American journal of economics and finance : a journal of financial economics studies
535
ZEW discussion papers
522
The journal of futures markets
489
Discussion papers / CEPR
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Discussion papers / Deutsches Institut für Wirtschaftsforschung
442
Journal of empirical finance
438
Journal of international financial markets, institutions & money
421
IMF working papers
416
Journal of applied econometrics
415
Research in international business and finance
413
Journal of financial economics
395
Finance and economics discussion series
359
Journal of economic dynamics & control
353
The empirical economics letters : a monthly international journal of economics
353
International journal of finance & economics : IJFE
348
The American economic review
346
Kiel working paper
336
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
334
Working paper series / European Central Bank
333
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ECONIS (ZBW)
105,888
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1
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105,888
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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
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
3
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:
4
Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon
;
Durlauf, Steven N.
;
Hu, Bo
;
Park, Joon Y.
-
2024
Persistent link: https://www.econbiz.de/10014578035
Saved in:
5
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:
6
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:
7
Advertising expenditures and unobserved heterogeneity in bank performance : a conditional nonparametric frontier analysis
Papadamou, Stephanos
;
Tzeremes, Panayiotis G.
; …
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
5
,
pp. 3359-3373
Persistent link: https://www.econbiz.de/10014553884
Saved in:
8
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
9
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:
10
Age dynamics of the gender wage gap : an analysis with matched employer-employee microdata for Spain
Murillo Huertas, Inés P.
;
Raymond Bara, José Luis
- In:
The journal of industrial relations
66
(
2024
)
2
,
pp. 186-214
Persistent link: https://www.econbiz.de/10014583536
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