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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Bootstrap approach"
~subject:"Exchange rate"
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Search: subject_exact:"Volatility"
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Bootstrap approach
Exchange rate
Volatility
524
Volatilität
521
Theorie
174
Theory
174
Estimation
159
Schätzung
159
Börsenkurs
140
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140
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127
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127
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127
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35
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Cavaliere, Giuseppe
5
Härdle, Wolfgang
5
Rahbek, Anders
3
Taylor, Robert
3
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2
Boswijk, Herman Peter
2
Cybakov, Aleksandr B.
2
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2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Hounyo, Ulrich
2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Yang, Lijian
2
Balbinotto Neto, Giácomo
1
Belghitar, Yacine
1
Bohn Nielsen, Heino
1
Bouezmarni, Taoufik
1
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1
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1
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1
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1
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1
Dibooglu, Sel
1
Ding, Liang
1
Dovonon, Prosper
1
Drees, Holger
1
Dropsy, Vincent
1
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of international money and finance
78
NBER working paper series
60
Applied economics
58
NBER Working Paper
56
Journal of international financial markets, institutions & money
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economic modelling
47
Working paper / National Bureau of Economic Research, Inc.
45
International review of economics & finance : IREF
41
International journal of finance & economics : IJFE
40
Applied economics letters
38
CESifo working papers
37
Applied financial economics
34
International Journal of Energy Economics and Policy : IJEEP
34
International journal of economics and financial issues : IJEFI
33
Discussion paper / Centre for Economic Policy Research
32
IMF working papers
30
Research in international business and finance
30
Economics letters
29
Energy economics
29
Finance research letters
27
Working paper
27
Journal of banking & finance
25
Discussion paper / Tinbergen Institute
22
Journal of empirical finance
22
IMF working paper
21
International review of financial analysis
21
International economic journal
20
International journal of economics and finance
20
Open economies review
20
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
Journal of risk and financial management : JRFM
18
International journal of forecasting
17
The European journal of finance
16
Global business review
15
Journal of international economics
15
Journal of multinational financial management
15
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooglu, Sel
;
Cevik, Emrah I.
;
Gillman, Max
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 200-210
Persistent link: https://www.econbiz.de/10014249099
Saved in:
4
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
5
Speculative trading in Bitcoin : a Brazilian market evidence
Smaniotto, Emanuelle Nava
;
Balbinotto Neto, Giácomo
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 47-54
Persistent link: https://www.econbiz.de/10013336004
Saved in:
6
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
7
Autoregressive Distributed Lag (ARDL) analysis of US-China commodity trade dynamics
Hurley, Dene T.
;
Papanikolaou, Nikolaos
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 454-467
Persistent link: https://www.econbiz.de/10012656444
Saved in:
8
The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit
Belghitar, Yacine
;
Clark, Ephraim
;
Dropsy, Vincent
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655510
Saved in:
9
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
10
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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