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subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Computational economics"
~subject:"Panel study"
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The journal of finance : the journal of the American Finance Association
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270
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
5
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
6
Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables
Tao, Li
;
Zhang, Yuanjie
;
Tian, Maozai
- In:
Computational economics
53
(
2019
)
3
,
pp. 1033-1069
Persistent link: https://www.econbiz.de/10012135108
Saved in:
7
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
8
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
9
Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang
;
Wei Gao
;
Wang, Weiguo
;
Wang, Shaoping
- In:
Computational economics
51
(
2018
)
3
,
pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
Saved in:
10
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
11
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
12
Estimation of panel model with spatial autoregressive error and common factors
Qian, J. B.
- In:
Computational economics
47
(
2016
)
3
,
pp. 366-399
Persistent link: https://www.econbiz.de/10011712378
Saved in:
13
Simulation estimation of dynamic panel discrete choice models using the t distributions
Chang, Sheng-kai
- In:
Computational economics
43
(
2014
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10010396262
Saved in:
14
Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots
Otero, Jesús G.
;
Smith, Jeremy
- In:
Computational economics
41
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009705057
Saved in:
15
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
16
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
17
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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