//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~subject:"Monetary policy"
~subject:"Time series analysis"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monetary policy
Time series analysis
Volatility
Theorie
2,406
Theory
2,406
Geldpolitik
284
Portfolio selection
179
Portfolio-Management
179
Learning process
153
Lernprozess
153
Estimation
151
Schätzung
150
CAPM
131
Rational expectations
123
Rationale Erwartung
123
Business cycle
122
Konjunktur
122
Risk
116
Risiko
115
Schock
112
Shock
112
USA
112
United States
112
Endogenes Wachstumsmodell
111
Endogenous growth model
111
Zeitreihenanalyse
110
Fiscal policy
109
Finanzpolitik
108
Overlapping Generations
106
Overlapping generations
106
Dynamic equilibrium
101
Dynamisches Gleichgewicht
101
Capital income
91
Kapitaleinkommen
91
Financial market
89
Finanzmarkt
89
Mathematical programming
87
Mathematische Optimierung
87
Volatilität
86
Börsenkurs
82
more ...
less ...
Online availability
All
Undetermined
194
Free
1
Type of publication
All
Article
446
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
446
Aufsatz in Zeitschrift
446
Conference paper
12
Konferenzbeitrag
12
Collection of articles of several authors
3
Sammelwerk
3
Rezension
1
more ...
less ...
Language
All
English
448
Author
All
Chan, Joshua
4
Dennis, Richard J.
4
Faia, Ester
4
Fujiwara, Ippei
4
Lütkepohl, Helmut
4
Aguiar-Conraria, Luís
3
Aoki, Masanao
3
Bhattacharya, Joydeep
3
Bovenberg, Ary Lans
3
Cogley, Timothy
3
Ellison, Martin
3
Havenner, Arthur
3
Kozicki, Sharon
3
Kurozumi, Takushi
3
Leith, Campbell B.
3
Li, Kai
3
Martins, Manuel Mota Freitas
3
McGough, Bruce
3
Nakata, Taisuke
3
Soares, Maria Joana
3
Sunakawa, Takeki
3
Tetlow, Robert
3
Von zur Mühlen, Peter
3
Westerhoff, Frank H.
3
Arifovic, Jasmina
2
Beetsma, Roel
2
Benati, Luca
2
Berger, Tino
2
Bonciani, Dario
2
Born, Benjamin
2
Bouakez, Hafedh
2
Branch, William A.
2
Branger, Nicole
2
Brock, William A.
2
Buffie, Edward F.
2
Bullard, James Brian
2
Canova, Fabio
2
Castelnuovo, Efrem
2
Chambers, Marcus J.
2
Cochrane, John H.
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
NBER working paper series
913
NBER Working Paper
867
Journal of econometrics
815
Working paper / National Bureau of Economic Research, Inc.
763
Economics letters
722
International journal of forecasting
626
Discussion paper / Centre for Economic Policy Research
541
Economic modelling
512
Applied economics
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
461
Journal of monetary economics
428
Discussion paper / Tinbergen Institute
412
Working paper
395
Journal of forecasting
387
Journal of macroeconomics
366
Applied economics letters
362
CESifo working papers
328
Energy economics
327
Econometric theory
323
Finance research letters
314
Working paper series / European Central Bank
301
Journal of money, credit and banking : JMCB
298
Journal of international money and finance
294
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
282
Journal of banking & finance
281
International review of economics & finance : IREF
278
Econometric reviews
263
Macroeconomic dynamics
263
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
263
IMF working papers
245
Discussion papers / CEPR
242
International review of financial analysis
238
Journal of empirical finance
237
CREATES research paper
216
The North American journal of economics and finance : a journal of financial economics studies
213
Finance and economics discussion series
211
Working paper / Department of Econometrics and Business Statistics, Monash University
208
Discussion paper
207
Journal of applied econometrics
191
more ...
less ...
Source
All
ECONIS (ZBW)
448
Showing
1
-
10
of
448
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
2
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
3
On the bimodality of the distribution of the S&P 500's distortion : empirical evidence and theoretical explanations
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 34-53
Persistent link: https://www.econbiz.de/10011817623
Saved in:
4
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
5
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
6
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
Saved in:
7
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
8
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
Saved in:
9
A test for additive outliers applicable to long-memory time series
Chareka, Patrick
;
Matarise, Florance
;
Turner, Rolf
- In:
Journal of economic dynamics & control
30
(
2006
)
4
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003305472
Saved in:
10
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->