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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
42
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
35
Gupta, Rangan
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
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Herwartz, Helmut
27
Pierdzioch, Christian
26
Asai, Manabu
25
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25
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24
Clark, Todd E.
24
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24
Todorov, Viktor
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Fernández-Villaverde, Jesús
23
Ghysels, Eric
23
Hautsch, Nikolaus
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Lucas, André
22
Meddahi, Nour
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Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
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Christoffersen, Peter F.
21
Engle, Robert F.
21
Schlag, Christian
21
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Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Li, Kai
20
Carriero, Andrea
19
Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Mittnik, Stefan
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Institut für Weltwirtschaft
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3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Gottfried Wilhelm Leibniz Universität Hannover
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Indian Institute of Foreign Trade
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
2
Massachusetts Institute of Technology / Department of Economics
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
164
NBER Working Paper
161
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
87
Journal of empirical finance
81
Discussion paper / Centre for Economic Policy Research
80
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80
Finance research letters
79
Economic modelling
78
International journal of theoretical and applied finance
77
International journal of forecasting
76
Journal of economic dynamics & control
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper
69
Journal of international money and finance
68
Applied economics
65
International review of financial analysis
62
International review of economics & finance : IREF
60
The European journal of finance
60
The review of financial studies
57
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Applied economics letters
48
Quantitative finance
48
The North American journal of economics and finance : a journal of financial economics studies
47
Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Macroeconomic dynamics
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Journal of monetary economics
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ECONIS (ZBW)
10,162
RePEc
28
EconStor
10
ArchiDok
2
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1
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10
of
10,202
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date (newest first)
date (oldest first)
1
Oil shocks in New Keynesian models : positive and normative implications
Chang, Jian
-
2005
Persistent link: https://www.econbiz.de/10003904338
Saved in:
2
US
inflation
dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
3
The global component of
inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2018
Persistent link: https://www.econbiz.de/10011960151
Saved in:
4
Inflation
volatility and growth in a stochastic small open economy : a mixed jump-diffusion approach
Téllez-León, Isela
;
Venegas-Martínez, Francisco
; …
- In:
Economía teoría y práctica
35
(
2011
),
pp. 131-156
Persistent link: https://www.econbiz.de/10010410092
Saved in:
5
A volatility and persistence-based core
inflation
Silva Filho, Tito Nícias Teixeira da
;
Figueiredo, …
-
2014
Persistent link: https://www.econbiz.de/10010471974
Saved in:
6
Causal relationships between
inflation
and
inflation
uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
7
How to measure
inflation
volatility : a note
Garcia-Hiernaux, Alfredo
;
González-Pérez, María T.
; …
-
2023
Persistent link: https://www.econbiz.de/10014365407
Saved in:
8
Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to
inflation
Tan, Zhengxun
;
Liu, Juan
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
Saved in:
9
A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
David, Alexander
;
Veronesi, Pietro
- In:
Annual review of financial economics
14
(
2022
),
pp. 439-463
Persistent link: https://www.econbiz.de/10013461169
Saved in:
10
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
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