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~isPartOf:"Energy economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~subject:"Volatilität"
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Volatility
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Theorie
1,297
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1,297
Elektrizitätswirtschaft
190
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189
Estimation
157
Schätzung
157
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Fabozzi, Frank J.
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Energy economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
69
Journal of international money and finance
65
International review of financial analysis
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of monetary economics
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The journal of futures markets
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ECONIS (ZBW)
106
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1
Capacity commitment and price volatility in a competitive electricity market
Tishler, Asher
;
Milstein, Irena
;
Woo, Chi-keung
- In:
Energy economics
30
(
2008
)
4
,
pp. 1625-1647
Persistent link: https://www.econbiz.de/10003745247
Saved in:
2
A supply and demand based volatility model for energy prices
Kanamura, Takashi
- In:
Energy economics
31
(
2009
)
5
,
pp. 736-747
Persistent link: https://www.econbiz.de/10003880268
Saved in:
3
The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter
;
Zhou, Zhong-guo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
Saved in:
4
Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
Yang, Minxian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521860
Saved in:
5
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
6
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
7
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
8
A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
Saved in:
9
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
10
The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
Tsai, Chun-li
- In:
Energy economics
36
(
2013
),
pp. 166-176
Persistent link: https://www.econbiz.de/10009724743
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