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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatilität"
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Time series analysis
Volatilität
Theorie
1,380
Theory
1,380
Estimation
190
Schätzung
190
Zeitreihenanalyse
157
Estimation theory
133
Schätztheorie
133
Volatility
107
Capital income
84
Kapitaleinkommen
84
Börsenkurs
78
Portfolio selection
78
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78
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78
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75
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49
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49
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240
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McAleer, Michael
8
Spanos, Aris
6
Taylor, Robert
6
Phillips, Peter C. B.
5
Andreou, Elena
4
Asai, Manabu
4
Franses, Philip Hans
4
Kilian, Lutz
4
Maasoumi, Esfandiar
4
Psaradakis, Zacharias G.
4
Bordignon, Silvano
3
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Chen, Shyh-Wei
3
Dagum, Estela Bee
3
Proietti, Tommaso
3
Xie, Zixiong
3
Ashley, Richard A.
2
Audrino, Francesco
2
Brooks, Robert
2
Chan, Joshua
2
Chen, Wang
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
Li, Hongyi
2
Maddala, Gangadharrao S.
2
McElroy, Tucker
2
Osborn, Denise R.
2
Politis, Dimitris N.
2
Swanson, Norman R.
2
Teräsvirta, Timo
2
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Econometric reviews
International review of economics & finance : IREF
Journal of econometrics
414
Economics letters
340
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
256
NBER working paper series
219
Working paper / National Bureau of Economic Research, Inc.
213
Discussion paper / Tinbergen Institute
207
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207
Econometric theory
198
Economic modelling
165
Applied economics
151
Journal of economic dynamics & control
127
Journal of banking & finance
126
Working paper
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Discussion paper / Centre for Economic Policy Research
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
100
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International journal of theoretical and applied finance
85
Journal of financial economics
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
EUI working paper / ECO
75
International review of financial analysis
75
CESifo working papers
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
69
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ECONIS (ZBW)
241
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1
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
Stock return volatility and financial distress : moderating roles of ownership structure, managerial ability, and financial constraints
Giang Thi Huong Vuong
;
Nguyen Phuc Van
;
Barky, Walid
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 634-652
Persistent link: https://www.econbiz.de/10014492245
Saved in:
6
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
Saved in:
7
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
8
Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang
;
Muhammad, Atif Sattar
;
Wang, Haijun
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
Saved in:
9
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
10
High frequency market making during stressed periods
Xu, Ke
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 379-397
Persistent link: https://www.econbiz.de/10014472358
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