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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic inquiry : journal of the Western Economic Association International"
~subject:"Volatility"
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USA
Volatility
Theorie
2,373
Theory
2,373
Estimation
338
Schätzung
338
United States
330
Time series analysis
158
Zeitreihenanalyse
158
Estimation theory
147
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134
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131
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Evans, Paul D.
4
Franses, Philip Hans
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Pesaran, M. Hashem
4
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3
Wu, Yangru
3
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2
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2
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2
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2
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2
Hersch, Joni
2
Jäger, Albert
2
Kilian, Lutz
2
Kim, Dongwoo
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2
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2
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2
Taylor, Grant A.
2
Trong-Nghia Nguyen
2
Urbain, Jean-Pierre
2
You, Yu
2
Zeileis, Achim
2
Zhang, Chengsi
2
Abraham, Jean
1
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1
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Journal of applied econometrics
Applied economics letters
Economic inquiry : journal of the Western Economic Association International
Working paper / National Bureau of Economic Research, Inc.
1,510
Discussion paper / Centre for Economic Policy Research
423
European journal of operational research : EJOR
353
The American economic review
320
Working paper
276
Economics letters
258
The review of financial studies
258
NBER working paper series
249
American journal of agricultural economics
248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
The journal of finance : the journal of the American Finance Association
244
Journal of banking & finance
235
The review of economics and statistics
235
Journal of monetary economics
222
Applied economics
219
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Journal of econometrics
208
NBER Working Paper
198
Journal of political economy
193
Discussion paper series / IZA
190
Journal of financial economics
189
Finance and economics discussion series
178
CESifo working papers
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Southern economic journal
170
Journal of economic dynamics & control
169
Journal of money, credit and banking : JMCB
168
International journal of production research
149
Discussion paper / Tinbergen Institute
141
The journal of futures markets
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Journal of international money and finance
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Journal of macroeconomics
137
Economic modelling
132
International economic review
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The economic journal : the journal of the Royal Economic Society
124
Discussion paper
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The quarterly journal of economics
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Journal of empirical finance
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ECONIS (ZBW)
405
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
3
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
4
Financial frictions in the US : asymmetric effects per industry
Apergēs, Nikolaos
;
Hayat, Tasawar
;
Saeed, Tareq
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 767-771
Persistent link: https://www.econbiz.de/10013171061
Saved in:
5
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
8
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
9
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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