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~subject:"Time series analysis"
~subject:"Volatilität"
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Time series analysis
Volatilität
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Koopman, Siem Jan
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Phillips, Peter C. B.
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Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
96
McAleer, Michael
91
Härdle, Wolfgang
89
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Diebold, Francis X.
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81
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63
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61
Ghysels, Eric
59
Lux, Thomas
59
Sibbertsen, Philipp
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Swanson, Norman R.
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Granger, C. W. J.
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Kunst, Robert M.
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Lucas, André
56
Maravall Herrero, Agustín
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Bauwens, Luc
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Marcellino, Massimiliano
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Dijk, Herman K. van
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Timmermann, Allan
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Hyndman, Rob J.
50
Herwartz, Helmut
49
Taylor, Robert
49
Hallin, Marc
48
Andersen, Torben
47
Hassler, Uwe
47
Gupta, Rangan
46
Hautsch, Nikolaus
46
Proietti, Tommaso
43
Feng, Yuanhua
42
Caporin, Massimiliano
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Gao, Jiti
41
Kapetanios, George
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Law
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel
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Institut für Weltwirtschaft
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Federal Reserve Bank of New York
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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The Wharton Financial Institutions Center
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Economic Policy Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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Journal of econometrics
417
International journal of forecasting
349
Economics letters
344
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
284
Journal of forecasting
256
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
211
Discussion paper / Tinbergen Institute
209
Econometric theory
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Economic modelling
168
Econometric reviews
167
Applied economics
152
Journal of economic dynamics & control
136
Working paper
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Journal of banking & finance
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Finance research letters
120
Journal of applied econometrics
117
Discussion paper / Centre for Economic Policy Research
116
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Computational economics
109
Energy economics
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
CREATES research paper
102
Journal of international money and finance
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Journal of financial economics
88
Working paper / Department of Econometrics and Business Statistics, Monash University
87
International journal of theoretical and applied finance
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
International review of financial analysis
78
International review of economics & finance : IREF
77
CESifo working papers
75
Macroeconomic dynamics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The European journal of finance
70
Journal of macroeconomics
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ECONIS (ZBW)
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EconStor
231
USB Cologne (EcoSocSci)
5
ArchiDok
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OLC EcoSci
1
RePEc
1
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1
Agent based models, housing fluctuations and the role of heterogeneous expectations
Li, Jinke
;
Meen, Geoffrey P.
-
2016
Persistent link: https://www.econbiz.de/10011541533
Saved in:
2
Information interaction, behavioral synchronization and asset market volatility
Wang, Chengjin
;
Gao, Yudong
;
Li, Honggang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821883
Saved in:
3
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
4
A state-space approach for time-series prediction of an heterogeneous agent model
Gusella, Filippo
;
Ricchiuti, Giorgio
-
2022
Persistent link: https://www.econbiz.de/10013357273
Saved in:
5
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
6
Rational inattention-driven dispersion with volatility shocks
Turen, Javier
-
2019
Persistent link: https://www.econbiz.de/10012149973
Saved in:
7
Multi-layered rational inattention and time-varying volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
8
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
9
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
-
2015
-
This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
Saved in:
10
Growth uncertainty, rational learning, and option prices
Babiak, Mykola
;
Kozhan, Roman
-
2021
Persistent link: https://www.econbiz.de/10012542894
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