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Volatility
Japan
66,981
Zeitreihenanalyse
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18,393
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71
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53
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46
Koopman, Siem Jan
42
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39
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37
Mumtaz, Haroon
37
Gil-Alaña, Luis A.
36
Härdle, Wolfgang
31
Andersen, Torben
29
Chan, Joshua
26
Clark, Todd E.
26
Pesaran, M. Hashem
26
Asai, Manabu
25
Caggiano, Giovanni
25
Castelnuovo, Efrem
24
Marcellino, Massimiliano
24
Carriero, Andrea
23
Chang, Chia-Lin
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Lucas, André
23
Rodriguez, Gabriel
21
Tauchen, George Eugene
20
Taylor, Robert
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Todorov, Viktor
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18
Dijk, Dick van
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Hafner, Christian M.
18
Lütkepohl, Helmut
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Sibbertsen, Philipp
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Bos, Charles S.
17
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Cavaliere, Giuseppe
17
Hallin, Marc
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16
Kim, Donggyu
16
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15
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Princeton University / International Economics Section
1
Reserve Bank of New Zealand
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Energy economics
117
Journal of econometrics
111
Discussion paper / Tinbergen Institute
84
Economic modelling
82
Finance research letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of empirical finance
66
Applied economics
64
International journal of forecasting
63
Working paper
58
Economics letters
53
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
49
International review of economics & finance : IREF
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric reviews
39
Journal of forecasting
38
Journal of banking & finance
37
Journal of risk and financial management : JRFM
37
Research in international business and finance
37
Applied economics letters
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Journal of international money and finance
35
CESifo working papers
31
International Journal of Energy Economics and Policy : IJEEP
31
CAMA working paper series
30
Journal of international financial markets, institutions & money
30
Applied financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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CREATES research paper
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Quantitative finance
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Journal of economic dynamics & control
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Computational economics
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The journal of futures markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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ECONIS (ZBW)
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EconStor
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RePEc
3
BASE
1
Other ZBW resources
1
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1
A skewed student-t value-at-risk approach for long memory volatility processes in Japanese financial markets
Yoon, Seong-min
;
Kang, Sang-hoon
- In:
Dae oe gyeong je yeon gu
11
(
2007
)
1
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003626252
Saved in:
2
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
3
Volatility spillover in foreign exchange markets
Rajhans, Rajni Kant
;
Jain, Anuradha
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
2
,
pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
Saved in:
4
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
5
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
6
The impact of macroeconomic factors on the US Stock Exchange
Süslü, Cemil
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014290717
Saved in:
7
Unit root testing with unstable volatility
Beare, Brendan K.
-
2008
Persistent link: https://www.econbiz.de/10003807437
Saved in:
8
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
9
The long memory dynamics of the market quotations of selected Stock Companies and Warsaw Stock Index
Łuczyński, Wiesław
- In:
The Poznań University of Economics review
7
(
2007
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10003567016
Saved in:
10
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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