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~isPartOf:"Journal of macroeconomics"
~subject:"United States"
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United States
Volatility
379
Volatilität
378
Theorie
268
Theory
268
Cointegration
209
Kointegration
208
Estimation theory
190
Schätztheorie
190
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184
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184
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172
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172
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122
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66
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66
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60
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60
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Anderson, Richard G.
4
Hoffman, Dennis L.
4
Rasche, Robert H.
4
Bollerslev, Tim
3
Engle, Robert F.
3
Bansal, Ravi
2
Choudhry, Taufiq
2
Ghysels, Eric
2
Lastrapes, William Dean
2
Swanson, Norman R.
2
Zhou, Hao
2
Abowd, John M.
1
Ahking, Francis W.
1
Altissimo, Filippo
1
Andersen, Torben
1
Antzulatos, Angelos A.
1
Aït-Sahalia, Yacine
1
Banerjee, Anindya
1
Bates, David S.
1
Bec, Frédérique
1
Beltratti, Andrea
1
Blair, Bevan J.
1
Breidt, F. Jay
1
Byrne, Joseph P.
1
Bénassy-Quéré, Agnès
1
Caginalp, Gunduz
1
Chan, Felix
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Christensen, Bent Jesper
1
Cimadomo, Jacopo
1
Connor, Gregory
1
Corradi, Valentina
1
Crato, Nuno
1
Creel, Jérôme
1
Crowley, Patrick M.
1
Darby, Julia
1
Das, Sanjiv R.
1
DeFina, Robert H.
1
DeLima, Pedro J. F.
1
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Journal of econometrics
Journal of macroeconomics
The journal of futures markets
168
Applied economics
124
The review of financial studies
112
The American economic review
100
Journal of international money and finance
98
Monthly labor review : MLR
91
The review of economics and statistics
90
Journal of banking & finance
89
Applied financial economics
87
Energy economics
87
Economics letters
84
The journal of finance : the journal of the American Finance Association
84
Economic modelling
71
Journal of financial and quantitative analysis : JFQA
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International review of economics & finance : IREF
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Journal of international financial markets, institutions & money
58
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
52
Vierteljahrshefte zur Wirtschaftsforschung
51
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Journal of empirical finance
48
Journal of financial economics
48
Applied economics letters
46
Journal of monetary economics
46
Journal of money, credit and banking : JMCB
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Global finance journal
43
The journal of real estate finance and economics
43
ILR review : the journal of work and policy
40
Journal of labor economics
40
Journal of multinational financial management
40
Journal of economics & business
39
Journal of applied econometrics
38
Finance research letters
37
Economic inquiry : journal of the Western Economic Association International
36
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ECONIS (ZBW)
85
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1
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85
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date (oldest first)
1
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
2
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
3
Asymptotic normality of narrow-band least squares in the stationary fractional
cointegration
model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
4
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
5
Stock market
volatility
and the US consumer expenditure
Choudhry, Taufiq
- In:
Journal of macroeconomics
25
(
2003
)
3
,
pp. 367-385
Persistent link: https://www.econbiz.de/10001790675
Saved in:
6
The asymmetric response of domestic prices to changes in import prices : a
cointegration
test of the ratchet effect
Shirvani, Hassan
;
Wilbratte, Barry
- In:
Journal of macroeconomics
21
(
1999
)
2
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001369067
Saved in:
7
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
8
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
9
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
10
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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