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accessRights:"restricted"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatilität"
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Volatilität
Estimation
359
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Theorie
96
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58
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58
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44
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Chevallier, Julien
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Labour economics : official journal of the European Association of Labour Economists
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
124
Finance research letters
116
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
International review of financial analysis
75
Journal of econometrics
71
Research in international business and finance
57
Journal of banking & finance
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
45
Economics letters
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial econometrics
29
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
Quantitative finance
28
The European journal of finance
25
Emerging markets, finance and trade : EMFT
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Journal of financial economics
23
Discussion papers / CEPR
22
Journal of economic dynamics & control
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Journal of financial markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
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Econometric reviews
16
International journal of emerging markets
16
Macroeconomic dynamics
16
Review of quantitative finance and accounting
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International journal of economics and finance
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ECONIS (ZBW)
42
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1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
3
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
6
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
7
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
8
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
9
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
10
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
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