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United States
Volatility
40,653
Volatilität
40,384
Zeitreihenanalyse
29,626
Time series analysis
28,603
Theorie
22,258
Theory
21,709
Schätzung
13,613
Estimation
13,297
Börsenkurs
10,759
Share price
10,581
ARCH-Modell
10,507
ARCH model
10,326
Prognoseverfahren
9,022
Forecasting model
8,836
Kapitaleinkommen
8,396
Capital income
8,358
USA
7,178
Schätztheorie
7,120
Estimation theory
7,036
Aktienmarkt
6,846
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6,767
Welt
5,844
World
5,724
Wechselkurs
5,395
Exchange rate
5,280
Stochastischer Prozess
4,742
Stochastic process
4,643
Optionspreistheorie
4,095
Option pricing theory
4,028
Konjunktur
3,814
Business cycle
3,696
Risk
3,001
Risiko
2,962
Finanzmarkt
2,874
Portfolio-Management
2,872
Portfolio selection
2,850
Kointegration
2,837
Cointegration
2,805
Financial market
2,792
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Gil-Alaña, Luis A.
85
Gupta, Rangan
79
Caporale, Guglielmo Maria
73
McAleer, Michael
55
Bahmani-Oskooee, Mohsen
36
Bollerslev, Tim
34
Stock, James H.
34
Koopman, Siem Jan
32
Watson, Mark W.
32
Diebold, Francis X.
31
Miller, Stephen M.
31
Lanne, Markku
29
Andersen, Torben
27
Engle, Robert F.
26
Piger, Jeremy Max
23
Franses, Philip Hans
21
Wohar, Mark E.
21
Hautsch, Nikolaus
20
Bali, Turan G.
19
Chang, Chia-Lin
19
Ghysels, Eric
19
Kim, Chang-jin
19
Moffitt, Robert A.
19
Pierdzioch, Christian
19
Castelnuovo, Efrem
18
Timmermann, Allan
18
Balcilar, Mehmet
17
Davis, Steven J.
17
Dijk, Dick van
17
Hammoudeh, Shawkat
17
Asai, Manabu
16
Cuñado Eizaguirre, Juncal
16
Giot, Pierre
16
Kapetanios, George
16
Pesaran, M. Hashem
16
Sill, D. Keith
16
Weber, Enzo
16
Cheung, Yin-Wong
15
Dijk, Herman K. van
15
Fernández-Villaverde, Jesús
15
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National Bureau of Economic Research
36
Federal Reserve Bank of St. Louis
19
European University Institute / Department of Economics
7
Federal Reserve Bank of New York
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Centre for Growth and Business Cycle Research <Manchester>
4
Organisation for Economic Co-operation and Development
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Economic Research <Tilburg>
3
Centre for Analytical Finance <Århus>
3
Econometrisch Instituut <Rotterdam>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of Chicago / Center for Research in Security Prices
3
Boston College / Department of Economics
2
Brown University / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
International Monetary Fund (IMF)
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Norges Bank / Utredningsavdelingen
2
Queen Mary College / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Trinity College
2
USA / General Accounting Office
2
United States International Trade Commission / Office of Industries
2
University of Exeter / Department of Economics
2
University of Toronto / Department of Economics
2
Università di Bologna / Dipartimento di Scienze Economiche
2
Université de Montréal / Département de sciences économiques
2
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Working paper / National Bureau of Economic Research, Inc.
232
The journal of futures markets
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
The review of financial studies
99
Discussion paper / Centre for Economic Policy Research
96
The journal of finance : the journal of the American Finance Association
83
Applied economics
78
Journal of banking & finance
74
Applied financial economics
72
Working paper
72
Economics letters
68
The review of economics and statistics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Energy economics
59
International journal of forecasting
55
Journal of applied econometrics
55
Journal of money, credit and banking : JMCB
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of empirical finance
53
Journal of financial and quantitative analysis : JFQA
50
Economic modelling
49
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of macroeconomics
48
Finance and economics discussion series
46
Journal of econometrics
44
Discussion paper / Tinbergen Institute
43
Journal of financial economics
43
CESifo working papers
40
International review of economics & finance : IREF
39
Journal of international money and finance
39
Applied economics letters
38
Finance research letters
38
Journal of monetary economics
36
Journal of international financial markets, institutions & money
35
NBER working paper series
34
Econometric Institute research papers
32
The American economic review
32
The journal of real estate finance and economics
31
American journal of agricultural economics
30
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ECONIS (ZBW)
6,927
RePEc
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EconStor
3
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1
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date (oldest first)
1
Financial development and the
volatility
of growth : time series evidence for Mexico and United States
Cermeño, Rodolfo
;
Roa García, María José
;
González …
- In:
Monetaria : English edition
4
(
2016
)
2
,
pp. 195-232
Persistent link: https://www.econbiz.de/10011760389
Saved in:
2
Cross-country evidence on output growth
volatility
: nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
3
The co-movements along the forward curve of natural gas futures: a structural view
Spargoli, Fabrizio
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003762669
Saved in:
4
The
volatility
of realized
volatility
Corsi, Fulvio
;
Kretschmer, Uta
;
Mittnik, Stefan
; …
-
2005
Persistent link: https://www.econbiz.de/10003351594
Saved in:
5
What is the source of different levels of time-series return
volatility
? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.
;
Winters, Drew B.
- In:
Journal of economics and finance
29
(
2005
)
3
,
pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
Saved in:
6
Conditional
volatility
in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
Volatility
and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
8
Cross-country evidence on output growth
volatility
: nonstationary variance and GARCH models
Fang, Wen-shwo
(
contributor
);
Miller, Stephen M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003474283
Saved in:
9
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
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