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~subject:"Volatilität"
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Volatilität
Schätztheorie
36,156
Estimation theory
35,529
Panel
19,001
Panel study
18,042
Theorie
14,847
Theory
14,236
Schätzung
12,447
Estimation
12,132
Nichtparametrisches Verfahren
8,827
Nonparametric statistics
8,454
Zeitreihenanalyse
6,942
Time series analysis
6,810
Regressionsanalyse
5,543
Regression analysis
5,524
Welt
2,799
Deutschland
2,721
World
2,720
USA
2,684
Prognoseverfahren
2,641
Kointegration
2,638
Forecasting model
2,596
Cointegration
2,588
United States
2,583
Wirtschaftswachstum
2,524
Economic growth
2,487
Germany
2,445
Statistischer Test
2,415
Statistical test
2,341
Volatility
2,129
Momentenmethode
1,929
Method of moments
1,883
Statistische Verteilung
1,825
Statistical distribution
1,779
Bayes-Statistik
1,751
Bayesian inference
1,728
Kausalanalyse
1,710
Causality analysis
1,681
EU-Staaten
1,527
EU countries
1,476
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Online availability
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Free
863
Undetermined
622
Type of publication
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Article
1,244
Book / Working Paper
921
Type of publication (narrower categories)
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Article in journal
1,186
Aufsatz in Zeitschrift
1,186
Working Paper
452
Graue Literatur
444
Non-commercial literature
444
Arbeitspapier
417
Aufsatz im Buch
60
Book section
60
Hochschulschrift
44
Thesis
33
Collection of articles written by one author
10
Sammlung
10
Collection of articles of several authors
4
Conference paper
4
Forschungsbericht
4
Konferenzbeitrag
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Government document
1
Konferenzschrift
1
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Language
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English
2,150
German
13
French
2
Author
All
Todorov, Viktor
33
Gupta, Rangan
24
Härdle, Wolfgang
24
Bollerslev, Tim
21
Koopman, Siem Jan
20
Li, Jia
20
Diebold, Francis X.
19
Linton, Oliver
18
Andersen, Torben
16
Hafner, Christian M.
16
Kumar, Dilip
16
Tauchen, George Eugene
16
Balcilar, Mehmet
15
Li, Yingying
15
Swanson, Norman R.
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Mykland, Per A.
14
Brandt, Michael W.
13
Renò, Roberto
13
Kim, Donggyu
12
Corradi, Valentina
11
Ghysels, Eric
11
Jensen, Mark J.
11
Liu, Zhi
11
Lucas, André
11
Maheu, John M.
11
Mancino, Maria Elvira
11
Clements, Adam
10
Hurvich, Clifford M.
10
Silvennoinen, Annastiina
10
Bibinger, Markus
9
Distaso, Walter
9
Fan, Jianqing
9
Feng, Yuanhua
9
Hautsch, Nikolaus
9
Kristensen, Dennis
9
Reiß, Markus
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Ekonomiska forskningsinstitutet <Stockholm>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Business Information Centre <Toronto>
1
Centre for Analytical Finance <Århus>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
State University of New York at Albany / Department of Economics
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
All
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Discussion paper / Tinbergen Institute
33
Economics letters
32
Journal of empirical finance
27
Econometric reviews
26
Economic modelling
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance research letters
20
International journal of forecasting
19
The North American journal of economics and finance : a journal of financial economics studies
19
Econometric theory
18
SFB 649 discussion paper
18
CREATES research paper
17
Quantitative finance
17
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Econometrics : open access journal
15
International journal of theoretical and applied finance
14
Journal of banking & finance
14
The econometrics journal
14
Applied economics
13
Energy economics
13
International journal of economics and financial issues : IJEFI
12
Journal of forecasting
12
NBER Working Paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Working paper / National Bureau of Economic Research, Inc.
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
NBER working paper series
10
SFB 649 Discussion Paper
10
Finance and stochastics
9
International Journal of Energy Economics and Policy : IJEEP
9
International review of economics & finance : IREF
9
Journal of mathematical finance
9
Research in international business and finance
9
The European journal of finance
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
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Source
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ECONIS (ZBW)
2,130
EconStor
35
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1
A Semi-Parametric
Panel
Data Analysis on Financial Development-Economic Volatility Nexus in Developing Countries
Zouaoui, Haykel
-
2018
employ a semi-parametric
panel
fixed-effects regression model as introduced by Baltagi and Li (2002). The semi …
Persistent link: https://www.econbiz.de/10012929960
Saved in:
2
Macroeconomics and the value premium
Jacobsen, Brian
;
Lee, Wai
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 241-252
Persistent link: https://www.econbiz.de/10012581614
Saved in:
3
A semi-parametric
panel
data analysis on financial development-economic volatility nexus in developing countries
Zouaoui, Haykel
;
Chaabouni, Manel Mazioud
;
Ellouz, …
- In:
Economics letters
172
(
2018
),
pp. 50-55
Persistent link: https://www.econbiz.de/10012021925
Saved in:
4
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
5
Heterogeneous effects of oil price fluctuations : evidence from a nonparametric
panel
data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
Saved in:
6
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
7
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
8
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
9
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:
10
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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