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Volatility
Schätzung
131,026
Estimation
124,902
Theorie
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40,101
USA
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McAleer, Michael
326
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243
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Bollerslev, Tim
144
Chang, Chia-Lin
127
Bouri, Elie
114
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108
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100
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98
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94
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92
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88
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79
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79
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79
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75
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74
Härdle, Wolfgang
73
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70
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69
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69
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68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Mensi, Walid
54
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Hafner, Christian M.
52
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28
C.E.P.R. Discussion Papers
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World Bank
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International Monetary Fund
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
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National Centre for Econometric Research (NCER)
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8
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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School of Economics and Management, University of Aarhus
7
Banque de France
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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Department of Economics and Finance, College of Business and Economics
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
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6
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6
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5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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International review of financial analysis
419
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380
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
289
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
261
Working paper
254
Economics letters
248
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
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ECONIS (ZBW)
39,621
RePEc
1,017
EconStor
131
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
1
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1
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
Saved in:
2
Testing for a level effect in short-term interest rates
Henry, Ólan Thomas John
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002582053
Saved in:
3
Transmission of
volatility
of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif
-
2015
Persistent link: https://www.econbiz.de/10011419532
Saved in:
4
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
factor. Second, we specify the overall
volatility
as a generalized autoregressive conditional heteroscedasticity (GARCH …
Persistent link: https://www.econbiz.de/10011373825
Saved in:
5
Macroeconomic shocks and the forward yield curve : how important is monetary policy?
Chirinos, Ana María
;
Pagliacci, Carolina
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 201-223
Persistent link: https://www.econbiz.de/10011402377
Saved in:
6
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
8
Does the exchange rate respond to monetary policy in Mexico? : solving an exchange rate puzzle in emerging markets
Solís, Pavel
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2093-2113
Persistent link: https://www.econbiz.de/10014436137
Saved in:
9
Volatility
of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area
Heryán, Tomáš
;
Ziegelbauer, Jan
- In:
Equilibrium : quarterly journal of economics and …
11
(
2016
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10011487821
Saved in:
10
Macroeconomic fluctuations and the forward yield curve
Chirinos, Ana María
;
Pagliacci, Carolina
-
2014
Persistent link: https://www.econbiz.de/10010472044
Saved in:
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