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~subject:"Volatilität"
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DSGE-based priors for BVARs an...
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Volatilität
Prognoseverfahren
40,864
Forecasting model
39,871
Schätztheorie
35,691
Estimation theory
35,066
Theorie
33,943
Theory
32,970
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8,090
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7,753
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Volatility
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Prognose
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Monetary policy
6,263
Forecast
6,094
Kapitaleinkommen
5,854
Capital income
5,834
Schock
5,563
Shock
5,424
Regressionsanalyse
5,395
Regression analysis
5,371
Börsenkurs
5,119
Share price
5,039
Stichprobenerhebung
4,574
Sampling
4,554
Wirtschaftsprognose
3,988
Nichtparametrisches Verfahren
3,977
Welt
3,973
Economic forecast
3,902
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3,873
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Gupta, Rangan
135
Ma, Feng
81
McAleer, Michael
75
Bollerslev, Tim
50
Diebold, Francis X.
47
Pierdzioch, Christian
46
Mumtaz, Haroon
44
Zhang, Yaojie
40
Koopman, Siem Jan
35
Lux, Thomas
35
Wang, Yudong
35
Liang, Chao
33
Asai, Manabu
31
Bouri, Elie
31
Chan, Joshua
31
Clark, Todd E.
31
Wei, Yu
30
Andersen, Torben
29
Salisu, Afees A.
29
Caggiano, Giovanni
28
Carriero, Andrea
28
Castelnuovo, Efrem
28
Marcellino, Massimiliano
27
Caporin, Massimiliano
26
Christoffersen, Peter F.
26
Ghysels, Eric
26
Pesaran, M. Hashem
26
Clements, Adam
25
McMillan, David G.
25
Degiannakis, Stavros
24
Todorov, Viktor
24
Engle, Robert F.
23
Gallo, Giampiero M.
23
Rodriguez, Gabriel
22
Wang, Jiqian
22
Kumar, Dilip
21
Medeiros, Marcelo C.
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Brandt, Michael W.
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Dijk, Dick van
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Härdle, Wolfgang
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Brown University / Department of Economics
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Centre for Quantitative Economics & Computing
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Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
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Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
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University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Graduate School of Business
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bonn Graduate School of Economics
1
Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
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International Workshop on Statistics and Finance <1999, Hongkong>
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Jingji-Yanjiusuo <Taipeh>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Leibniz-Institut für Wirtschaftsforschung Halle
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Nuffield College
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1
School of Economics and Political Science <Sydney>
1
Springer Fachmedien Wiesbaden
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Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
Swiss National Centre of Competence in Research North South <Bern>
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Journal of econometrics
177
Energy economics
163
Finance research letters
125
International journal of forecasting
125
Journal of forecasting
117
Economic modelling
97
International review of financial analysis
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of empirical finance
81
The North American journal of economics and finance : a journal of financial economics studies
80
Applied economics
78
International review of economics & finance : IREF
76
Journal of banking & finance
68
Discussion paper / Tinbergen Institute
65
Working paper
63
Economics letters
62
Applied economics letters
53
Econometric reviews
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Quantitative finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of futures markets
44
Journal of risk and financial management : JRFM
40
CREATES research paper
37
Department of Economics working paper series
37
International journal of finance & economics : IJFE
37
The European journal of finance
37
CAMA working paper series
36
Journal of international financial markets, institutions & money
36
Journal of international money and finance
36
Applied financial economics
35
Journal of financial econometrics
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
32
Journal of economic dynamics & control
32
NBER Working Paper
32
NBER working paper series
32
Research in international business and finance
31
Computational economics
30
International Journal of Energy Economics and Policy : IJEEP
30
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ECONIS (ZBW)
6,561
EconStor
98
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
1
OLC EcoSci
1
RePEc
1
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1
The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2012
Persistent link: https://www.econbiz.de/10009671786
Saved in:
2
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
3
Monetary policy volatility shocks in Brazil
Fasolo, Angelo Marsiglia
- In:
Economic modelling
81
(
2019
),
pp. 348-360
Persistent link: https://www.econbiz.de/10012202102
Saved in:
4
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector
DSGE
model approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
Forecasting global equity indices using large Bayesian VARs
Huber, Florian
;
Krisztin, Tamás
;
Piribauer, Philipp
- In:
Bulletin of economic research
69
(
2017
)
3
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011743287
Saved in:
7
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
8
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
9
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
10
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
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