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subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of monetary economics"
~language:"eng"
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Search: subject_exact:"Volatility"
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Theorie
Volatility
173
Volatilität
173
Theory
79
Börsenkurs
29
Capital income
29
Estimation
29
Kapitaleinkommen
29
Schätzung
29
Share price
29
Business cycle
26
Time series analysis
26
Zeitreihenanalyse
26
Konjunktur
25
Stochastic process
24
Stochastischer Prozess
24
USA
21
United States
21
ARCH model
19
ARCH-Modell
19
Forecasting model
17
Prognoseverfahren
17
Estimation theory
15
Schätztheorie
15
Exchange rate
14
Risiko
14
Risikoprämie
14
Risk
14
Risk premium
14
Wechselkurs
14
Option pricing theory
13
Optionspreistheorie
13
CAPM
12
Schock
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Shock
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11
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11
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10
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39
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Santucci de Magistris, Paolo
5
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Devereux, Michael B.
3
Engel, Charles
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Caballero, Ricardo J.
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Ellison, Martin
2
Evans, Martin D. D.
2
Hansen, Peter Reinhard
2
Krishnamurthy, Arvind
2
Lyons, Richard K.
2
Meddahi, Nour
2
Mumtaz, Haroon
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Adam, Klaus
1
Alessandri, Piergiorgio
1
Alessandria, George
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Archakov, Ilya
1
Bachmann, Ruediger
1
Benzoni, Luca
1
Bhattarai, Saroj
1
Boileau, Martin
1
Bolko, Anine E.
1
Bomfim, Antúlio N.
1
Born, Benjamin
1
Brandt, Michael W.
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Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
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CREATES research paper
Journal of monetary economics
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
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
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
The journal of futures markets
39
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ECONIS (ZBW)
79
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
Input-output linkages in Pigouvian industrial fluctuations
Tian, Can
- In:
Journal of monetary economics
117
(
2021
),
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012603298
Saved in:
6
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
7
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
8
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
9
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
10
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
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