//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
238
Schätzung
234
Theorie
121
Theory
121
Business cycle
48
Konjunktur
48
Monetary policy
46
Schock
46
Shock
46
Geldpolitik
45
USA
43
United States
43
VAR model
38
VAR-Modell
38
Time series analysis
30
Volatilität
30
Zeitreihenanalyse
30
Bayes-Statistik
28
Bayesian inference
28
Dynamic equilibrium
22
Dynamisches Gleichgewicht
22
Capital income
21
Kapitaleinkommen
21
Forecasting model
19
Prognoseverfahren
19
Inflation
18
Portfolio selection
17
Portfolio-Management
17
Risk
17
State space model
17
Zustandsraummodell
17
Börsenkurs
16
Share price
16
Estimation theory
15
Markov chain
15
Markov-Kette
15
Risikoprämie
15
Risk premium
15
Schätztheorie
15
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
30
Language
All
English
30
Author
All
Liu, Xiaochun
2
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Bali, Turan G.
1
Berger, Tino
1
Born, Benjamin
1
Bu, Di
1
Calvino, Flavio
1
Chauvet, Marcelle
1
Chen, Pu
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Coroneo, Laura
1
Criscuolo, Chiara
1
Dendramis, Yiannis
1
Epstein, Brendan
1
Everaert, Gerdie
1
Fan, Minyou
1
Finkelstein Shapiro, Alan
1
Frazier, David T.
1
Ftiti, Zied
1
He, Yunhao
1
Hong, Yongmiao
1
Ielpo, Florian
1
Jackson, Laura
1
Jawadi, Fredj
1
Kaeck, Andreas
1
Kaizoji, Taisei
1
Kapetanios, George
1
Kearney, Fearghal
1
Klein, Paul
1
Kosempel, Stephen
1
Larsen, Linda Sandris
1
Leippold, Markus
1
Li, Yifan
1
Li, Youwei
1
Liao, Yin
1
Liu, Jiadong
1
Lux, Thomas
1
Matthes, Christian
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
8
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
9
Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan
;
Finkelstein Shapiro, Alan
- In:
Journal of economic dynamics & control
99
(
2019
),
pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
Saved in:
10
Intangible capital and the rise in wage and hours volatility
Mitra, Shalini
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 70-85
Persistent link: https://www.econbiz.de/10012130946
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->