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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik"
~subject:"Volatility"
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Deutschland
Volatility
Theorie
691
Theory
691
Estimation
142
Schätzung
142
Estimation theory
136
Schätztheorie
136
USA
93
United States
93
Time series analysis
92
Zeitreihenanalyse
92
Forecasting model
66
Prognoseverfahren
66
Germany
46
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34
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30
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30
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18
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Article
78
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79
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English
43
German
36
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Bollerslev, Tim
2
Emmerich, Knut
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Granger, C. W. J.
2
Hafner, Christian M.
2
Helmedag, Fritz
2
Helmstädter, Ernst
2
Hoppe-Wewetzer, Heidrun
2
Laurent, Sébastien
2
Marcellino, Massimiliano
2
Pfähler, Wilhelm
2
Rabe, Birgitta
2
Schmähl, Winfried
2
Snelting, Martin
2
Vollmer, Uwe
2
Werbeck, Thomas
2
Winker, Peter
2
Ahn, Hie Joo
1
Andersen, Torben
1
Andreou, Elena
1
Bandholz, Harm
1
Basistha, Arabinda
1
Bauer, Thomas K.
1
Bauwens, Luc
1
Beyer, Andreas
1
Bocart, Fabian Y. R.
1
Caliendo, Marco
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Cansier, Dieter
1
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1
Christiansen, Charlotte
1
Clark, Todd E.
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1
Corsello, Francesco
1
Cúrdia, Vasco
1
Danckwerts, Marion
1
Danckwerts, Rudolf-Ferdinand
1
Del Negro, Marco
1
Dicke, Hugo
1
Dovonon, Prosper
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Journal of applied econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
Journal of econometrics
131
Journal of banking & finance
114
Economics letters
97
Economic modelling
91
Journal of international money and finance
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of empirical finance
85
Applied economics
82
International journal of forecasting
81
Finance research letters
78
Journal of economic dynamics & control
78
International journal of theoretical and applied finance
76
Journal of financial economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Energy economics
64
International review of economics & finance : IREF
63
International review of financial analysis
63
The European journal of finance
62
Journal of forecasting
61
The review of financial studies
59
Econometric reviews
53
Applied economics letters
52
Journal of monetary economics
49
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
48
Jahrbücher für Nationalökonomie und Statistik
47
Quantitative finance
47
The journal of finance : the journal of the American Finance Association
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Computational economics
43
Finance and stochastics
42
The journal of futures markets
41
International journal of finance & economics : IJFE
40
Journal of business economics : JBE
40
Macroeconomic dynamics
40
Applied financial economics
39
European economic review : EER
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ECONIS (ZBW)
79
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1
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79
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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
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:
4
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:
5
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
6
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
7
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
8
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:
9
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
10
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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