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~isPartOf:"Journal of applied econometrics"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Schätztheorie
Volatilität
Theorie
564
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564
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146
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146
Estimation theory
136
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95
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95
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Pesaran, M. Hashem
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1
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1
Barndorff-Nielsen, Ole E.
1
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1
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1
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Journal of applied econometrics
Journal of econometrics
487
Economics letters
473
Econometric theory
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
269
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Working paper / National Bureau of Economic Research, Inc.
249
NBER working paper series
181
Econometric reviews
178
Energy economics
173
Discussion paper / Tinbergen Institute
167
Finance research letters
165
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Journal of quantitative economics : official journal of the Indian Econometric Society
145
Applied economics
144
Journal of banking & finance
137
The review of economics and statistics
135
Economic modelling
132
International review of financial analysis
132
International review of economics & finance : IREF
117
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115
The North American journal of economics and finance : a journal of financial economics studies
113
Oxford bulletin of economics and statistics
112
Discussion paper / Centre for Economic Policy Research
109
Journal of economic dynamics & control
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
103
Journal of empirical finance
102
International journal of forecasting
101
Journal of international money and finance
101
Journal of forecasting
99
Discussion paper / Center for Economic Research, Tilburg University
95
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Journal of financial economics
83
Statistical papers
81
Research in international business and finance
80
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
Saved in:
2
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
3
Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.
;
Seck, Ousmane
- In:
Journal of applied econometrics
23
(
2008
)
6
,
pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
5
International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg
;
Radchenko, Stanislav
;
Swanson, Norman R.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10008666817
Saved in:
6
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
7
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
8
Identification of parameters in normal error component logit-mixture (NECLM) models
Walker, Joan L.
;
Ben-Akiva, Moshe Emanuel
;
Bolduc, Denis
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 1095-1125
Persistent link: https://www.econbiz.de/10003565284
Saved in:
9
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
10
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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