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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Fernández-Villaverde, Jesús"
~person:"Giglio, Stefano"
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Search: subject_exact:"Volatility"
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Volatility
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Fernández-Villaverde, Jesús
Giglio, Stefano
Bollerslev, Tim
28
Andersen, Torben
27
Aït-Sahalia, Yacine
19
Todorov, Viktor
19
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9
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Journal of econometrics
The European journal of finance
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ECONIS (ZBW)
11
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1
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
2
Uncertainty shocks as second-moment news shocks
Berger, David
;
Dew-Becker, Ian
;
Giglio, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011741329
Saved in:
3
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
4
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
-
2015
Persistent link: https://www.econbiz.de/10011283179
Saved in:
5
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
Saved in:
6
Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2009
Persistent link: https://www.econbiz.de/10003831424
Saved in:
7
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
8
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
Saved in:
9
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
10
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
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