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subject:"United Kingdom"
subject:"Volatility"
~isPartOf:"Journal of economic dynamics & control"
~subject:"EU-Staaten"
~type:"article"
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United Kingdom
Volatility
EU-Staaten
Estimation
239
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48
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Liu, Xiaochun
2
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Amir Ahmadi, Pooyan
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Bali, Turan G.
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Journal of economic dynamics & control
Applied economics
309
Economic modelling
212
Energy economics
163
Applied economics letters
152
International review of economics & finance : IREF
148
Finance research letters
137
Journal of international money and finance
134
Applied financial economics
126
International review of financial analysis
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of banking & finance
114
Journal of econometrics
114
The North American journal of economics and finance : a journal of financial economics studies
114
Economics letters
107
Journal of empirical finance
94
Journal of international financial markets, institutions & money
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Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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International journal of finance & economics : IJFE
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The journal of futures markets
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Journal of risk and financial management : JRFM
62
European economic review : EER
59
International journal of forecasting
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Journal of applied econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Empirica : journal of european economics
54
Oxford bulletin of economics and statistics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
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47
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The economic journal : the journal of the Royal Economic Society
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Journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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Macroeconomic dynamics
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Review of world economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
47
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1
Beyond distance : the spatial relationships of European regional economic growth
Piribauer, Philipp
;
Glocker, Christian
;
Krisztin, Tamás
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479690
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
4
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
5
Consumption and hours in the United States and Europe
Fang, Lei
;
Yang, Fang
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013543141
Saved in:
6
The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
Saved in:
7
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
8
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
9
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
10
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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