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Volatility
Theorie
1,669
Theory
1,669
Estimation
218
Schätzung
218
Risk
174
Risiko
168
Geldpolitik
158
Monetary policy
158
Time series analysis
113
Zeitreihenanalyse
113
Economic growth
110
General equilibrium
109
Allgemeines Gleichgewicht
108
Endogenes Wachstumsmodell
108
Endogenous growth model
108
Wirtschaftswachstum
105
Volatilität
100
Portfolio selection
95
Portfolio-Management
95
Welt
93
World
93
Forecasting model
82
Prognoseverfahren
82
Schock
80
Shock
80
Fiscal policy
77
Finanzpolitik
76
Börsenkurs
73
Share price
73
United States
72
Business cycle
71
Dynamic equilibrium
71
Konjunktur
71
USA
71
Dynamisches Gleichgewicht
70
Impact assessment
67
Welfare analysis
67
Wirkungsanalyse
67
Wohlfahrtsanalyse
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101
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Bucci, Andrea
2
Feng, Yun
2
Gatfaoui, Hayette
2
Kiani, Khurshid M.
2
Li, Yong
2
Lin, Shih-kuei
2
Wei, Yu
2
Zhu, Jie
2
Abbas, Qaisar
1
Agliari, Anna
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
Apergēs, Nikolaos
1
Aragó, Vicent
1
Avdoulas, Christos
1
Ayub, Usman
1
Balcilar, Mehmet
1
Balke, Nathan S.
1
Barauskaite, Kristina
1
Barthélémy, Fabrice
1
Batabyal, Sourav
1
Bekiros, Stelios
1
Benedictow, Andreas
1
Berument, Hakan
1
Bhatti, Muhammad Ishaq
1
Bosupeng, Mpho
1
Boubaker, Sabri
1
Broll, Michael
1
Cai, Xiao Jing
1
Cao, Yufei
1
Castillo, Carlos
1
Chan, Ying Tung
1
Charfeddine, Lanouar
1
Chen, Fen-ying
1
Chen, Junping
1
Chen, Xinyun
1
Choi, Sun-Yong
1
Chong, Terence Tai-Leung
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Economic modelling
NBER working paper series
196
Working paper / National Bureau of Economic Research, Inc.
186
NBER Working Paper
175
Finance research letters
169
Journal of econometrics
131
Journal of banking & finance
128
Energy economics
125
Economics letters
104
International review of financial analysis
102
Journal of empirical finance
97
International review of economics & finance : IREF
92
Discussion paper / Centre for Economic Policy Research
91
Journal of financial economics
89
The North American journal of economics and finance : a journal of financial economics studies
87
Applied economics
86
Working paper
85
Discussion paper / Tinbergen Institute
82
International journal of theoretical and applied finance
81
International journal of forecasting
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of economic dynamics & control
77
Journal of international money and finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The review of financial studies
70
The European journal of finance
67
Applied economics letters
66
Journal of forecasting
56
Quantitative finance
55
Econometric reviews
51
Journal of international financial markets, institutions & money
51
Research paper series / Swiss Finance Institute
51
Computational economics
48
Journal of risk and financial management : JRFM
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Applied mathematical finance
47
The journal of finance : the journal of the American Finance Association
47
CESifo working papers
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
International journal of finance & economics : IJFE
45
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ECONIS (ZBW)
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1
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
2
Volatility spillovers and the global financial cycle across economies : evidence from a global semi-structural model
Gómez Pineda, Javier Guillermo
- In:
Economic modelling
90
(
2020
),
pp. 331-373
Persistent link: https://www.econbiz.de/10012428921
Saved in:
3
Optimal timing of defections from price-setting cartels in volatile markets
Hassan, Shakill
- In:
Economic modelling
23
(
2006
)
5
,
pp. 792-804
Persistent link: https://www.econbiz.de/10003368362
Saved in:
4
The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework
Berument, Hakan
;
Yalcin, Yeliz
;
Yildirim, Julide
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1201-1207
Persistent link: https://www.econbiz.de/10003923524
Saved in:
5
A new interpretation of known facts : the case of two-way causality between trading and volatility
Müller, Christian
- In:
Economic modelling
29
(
2012
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10009544842
Saved in:
6
Robust analysis for downside
risk
in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
7
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
Saved in:
8
Investment, firm-specific uncertainty, and market power in South Africa
Chortareas, Georgios E.
;
Noikokyris, Emmanouil
;
Rakeeb, …
- In:
Economic modelling
96
(
2021
),
pp. 389-395
Persistent link: https://www.econbiz.de/10012745445
Saved in:
9
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
10
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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