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isPartOf:"Macroeconomic dynamics"
subject:"Time series analysis"
~isPartOf:"The journal of futures markets"
~subject:"Technischer Fortschritt"
~subject:"Volatilität"
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Time series analysis
Technischer Fortschritt
Volatilität
Estimation
370
Schätzung
370
Theorie
127
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127
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113
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113
Volatility
82
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Serletis, Apostolos
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Macroeconomic dynamics
The journal of futures markets
Applied economics
229
Economic modelling
205
Energy economics
179
Journal of econometrics
167
Applied economics letters
156
International review of economics & finance : IREF
137
Finance research letters
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Working paper
131
Economics letters
125
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124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
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122
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115
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
112
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111
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99
International journal of forecasting
98
Discussion paper / Tinbergen Institute
97
Applied financial economics
96
Journal of empirical finance
95
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Discussion paper / Centre for Economic Policy Research
84
Research in international business and finance
80
Discussion paper series / IZA
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Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
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International journal of finance & economics : IJFE
60
Econometric reviews
57
Journal of applied econometrics
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Journal of economic dynamics & control
54
Journal of macroeconomics
51
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
3
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
4
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
10
Aggregate elasticity of substitution between skills : estimates from a macroeconomic approach
Jerzmanowski, Michał
;
Tamura, Robert F.
- In:
Macroeconomic dynamics
27
(
2023
)
6
,
pp. 1597-1627
Persistent link: https://www.econbiz.de/10014364390
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