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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
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Schätzung
Statistische Verteilung
Volatility
835
Volatilität
835
Börsenkurs
255
Share price
255
Estimation
220
Capital income
213
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213
Theorie
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Andersen, Torben
4
Aït-Sahalia, Yacine
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Francq, Christian
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McAleer, Michael
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Zakoïan, Jean-Michel
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Meddahi, Nour
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Tiwari, Aviral Kumar
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2
Asai, Manabu
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Barigozzi, Matteo
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Bibinger, Markus
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2
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2
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Corradi, Valentina
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2
Ghysels, Eric
2
Gil-Alaña, Luis A.
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
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Journal of econometrics
Finance research letters
Energy economics
147
Applied economics
130
Economic modelling
123
International review of economics & finance : IREF
114
International review of financial analysis
110
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
89
Journal of empirical finance
87
Working paper / National Bureau of Economic Research, Inc.
84
NBER working paper series
80
Working paper
79
Applied economics letters
76
Applied financial economics
75
NBER Working Paper
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international financial markets, institutions & money
71
Journal of international money and finance
69
Research in international business and finance
69
Discussion paper / Tinbergen Institute
64
The journal of futures markets
63
Economics letters
62
Journal of risk and financial management : JRFM
60
CESifo working papers
54
International journal of forecasting
51
Discussion paper / Centre for Economic Policy Research
50
The European journal of finance
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Quantitative finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
41
International Journal of Energy Economics and Policy : IJEEP
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Pacific-Basin finance journal
34
International journal of economics and finance
33
Journal of forecasting
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ECONIS (ZBW)
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
3
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
4
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
5
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
6
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
7
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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