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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~language:"eng"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Monte-Carlo-Simulation
Estimation
357
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357
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142
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142
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95
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95
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39
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39
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Aufsatz in Zeitschrift
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Lee, Lung-fei
2
Ahelegbey, Daniel Felix
1
Andersen, Torben
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Ando, Tomohiro
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1
Bai, Jushan
1
Barra, István
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Journal of applied econometrics
Energy economics
144
Applied economics
128
Economic modelling
120
Finance research letters
118
Journal of econometrics
112
International review of economics & finance : IREF
110
International review of financial analysis
102
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of banking & finance
84
Journal of empirical finance
81
Applied economics letters
78
Applied financial economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of international money and finance
69
Journal of international financial markets, institutions & money
68
Research in international business and finance
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Economics letters
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The journal of futures markets
62
Journal of risk and financial management : JRFM
54
International journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
The European journal of finance
47
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Quantitative finance
35
Journal of economic dynamics & control
34
Journal of financial econometrics
33
Pacific-Basin finance journal
33
International journal of economics and finance
32
Econometric reviews
31
International journal of economics and financial issues : IJEFI
30
Journal of forecasting
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of financial markets
26
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ECONIS (ZBW)
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1
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:
2
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
3
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
4
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
5
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
7
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
8
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
9
Model selection with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
Saved in:
10
Efficient estimation of factor models with time and cross‐sectional dependence
Heinemann, Alexander
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1107-1122
Persistent link: https://www.econbiz.de/10011862568
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