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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Finanzmarkt"
~subject:"Konjunktur"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Konjunktur
Volatility
940
Volatilität
940
Theorie
344
Theory
344
Börsenkurs
229
Estimation
229
Schätzung
229
Share price
229
USA
209
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209
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179
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179
Stochastic process
131
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131
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127
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127
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118
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118
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111
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111
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92
Prognoseverfahren
92
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83
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83
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77
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77
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74
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70
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70
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69
Financial market
65
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59
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51
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51
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50
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English
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Bekaert, Geert
4
Diebold, Francis X.
4
Jaimovich, Nir
4
Aghion, Philippe
3
Aizenman, Joshua
3
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Caballero, Ricardo J.
3
Dunis, Christian
3
Fernández-Villaverde, Jesús
3
Guerrón-Quintana, Pablo A.
3
Perri, Fabrizio
3
Ramey, Valerie A.
3
Rancière, Romain
3
Rubio-Ramírez, Juan Francisco
3
Tauchen, George Eugene
3
Bacchetta, Philippe
2
Bachmann, Ruediger
2
Bansal, Ravi
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Dew-Becker, Ian
2
Dobrev, Dobrislav
2
Engle, Robert F.
2
Fan, Jianqing
2
Farmer, Roger E. A.
2
Fogli, Alessandra
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Giglio, Stefano
2
Hall, Robert Ernest
2
Hansen, Gary D.
2
Kim, Donggyu
2
Laeven, Roger J. A.
2
Ohanian, Lee E.
2
Raddant, Matthias
2
Rebelo, Sérgio
2
Rose, Andrew
2
Siu, Henry E.
2
Vavra, Joseph S.
2
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Journal of econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
94
NBER Working Paper
82
Discussion paper / Centre for Economic Policy Research
49
Economic modelling
45
Finance research letters
39
Economics letters
36
Applied economics
33
CESifo working papers
32
International review of financial analysis
30
Working paper
30
Macroeconomic dynamics
29
Journal of economic dynamics & control
28
Applied economics letters
26
The North American journal of economics and finance : a journal of financial economics studies
25
Finance and economics discussion series
24
International review of economics & finance : IREF
24
Journal of monetary economics
24
Research in international business and finance
23
Journal of financial economics
22
Journal of international money and finance
22
Discussion papers / CEPR
20
Journal of empirical finance
20
Energy economics
19
IMF working papers
19
Journal of macroeconomics
18
Staff working paper / Bank of Canada
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Working paper series / European Central Bank
16
European economic review : EER
15
International journal of finance & economics : IJFE
15
Review of economic dynamics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
CAMA working paper series
14
The American economic review
14
Applied financial economics
13
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
131
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1
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
2
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
3
The dynamics of price jumps in the stock market : an empirical study on Europe and U.S.
Ferriani, Fabrizio
;
Zoi, Patrick
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 718-742
Persistent link: https://www.econbiz.de/10013373314
Saved in:
4
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
5
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
-
2019
Persistent link: https://www.econbiz.de/10011982164
Saved in:
6
Financial market risk perceptions and the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2019
Persistent link: https://www.econbiz.de/10012120977
Saved in:
7
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:
8
Uncertainty and economic activity : a multi-country perspective
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
-
2018
Persistent link: https://www.econbiz.de/10011812225
Saved in:
9
Financial development, growth, and crisis : is there a trade-off?
Loayza, Norman
;
Ouazad, Amine
;
Rancière, Romain
-
2018
Persistent link: https://www.econbiz.de/10011844693
Saved in:
10
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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