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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Panel study"
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Search: subject_exact:"Estimation"
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Volatilität
Panel study
Estimation
967
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963
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263
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263
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147
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147
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108
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Baltagi, Badi H.
2
Edwards, Jeffrey A.
2
Everaert, Gerdie
2
Holmes, Mark J.
2
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2
Kim, Ji Uk
2
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of economic dynamics & control
Applied economics
231
Economic modelling
223
Energy economics
200
Journal of econometrics
191
Applied economics letters
166
International review of economics & finance : IREF
144
Finance research letters
139
Economics letters
138
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
110
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95
Journal of international money and finance
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Journal of empirical finance
85
Applied financial economics
83
Research in international business and finance
83
The empirical economics letters : a monthly international journal of economics
82
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79
International Journal of Energy Economics and Policy : IJEEP
70
Journal of risk and financial management : JRFM
70
International journal of finance & economics : IJFE
68
The journal of futures markets
61
International journal of economics and financial issues : IJEFI
60
Cogent economics & finance
57
International journal of economics and finance
57
The European journal of finance
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International journal of forecasting
52
Journal of applied econometrics
50
Theoretical and applied economics : GAER review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Journal of financial econometrics
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ECONIS (ZBW)
158
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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
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:
6
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:
7
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
8
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
9
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
10
The role of human capital in energy-growth nexus : an international evidence
Fang, Zheng
;
Yu, Jiang
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1225-1247
Persistent link: https://www.econbiz.de/10012219550
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