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subject:"Economic policy"
subject:"Neue politische Ökonomie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Economic policy
Neue politische Ökonomie
Volatilität
Zeitreihenanalyse
Theorie
5,648
Theory
5,648
Estimation theory
401
Schätztheorie
401
Time series analysis
327
Estimation
313
Schätzung
311
USA
217
United States
217
Risk
203
Risiko
202
Game theory
198
Spieltheorie
198
Geldpolitik
183
Monetary policy
183
Portfolio selection
170
Portfolio-Management
170
Capital income
166
Kapitaleinkommen
166
Volatility
163
Forecasting model
152
Prognoseverfahren
152
Börsenkurs
150
Share price
150
CAPM
140
Income distribution
134
Einkommensverteilung
133
Asymmetric information
132
Asymmetrische Information
132
Duopol
128
Duopoly
128
Preismanagement
118
Pricing strategy
118
Experiment
117
Oligopol
106
Oligopoly
106
Welt
101
World
101
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Undetermined
180
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Article
539
Book / Working Paper
1
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Article in journal
533
Aufsatz in Zeitschrift
533
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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English
540
Author
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Franses, Philip Hans
9
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Campbell, Donald E.
4
Kelly, Jerry S.
4
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
4
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Herwartz, Helmut
3
Koop, Gary
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Massacci, Daniele
3
Newbold, Paul
3
Shin, Yongcheol
3
Swanson, Norman R.
3
Wang, Yudong
3
Wright, Jonathan H.
3
Wu, Chongfeng
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Baillie, Richard
2
Balaban, Ercan
2
Bewley, Ronald A.
2
Blackburn, Keith
2
Boswijk, Herman Peter
2
Brooks, Chris
2
Butler, John S.
2
Camacho, Maximo
2
Chambers, Marcus J.
2
Crato, Nuno
2
Dezhbakhsh, Hashem
2
Dimitrakopoulos, Stefanos
2
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All
HFDF <2, 1998, Zürich>
1
Published in...
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Economics letters
Journal of empirical finance
Social choice and welfare
435
Journal of econometrics
419
Public choice
375
NBER working paper series
354
Working paper / National Bureau of Economic Research, Inc.
352
International journal of forecasting
335
NBER Working Paper
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Discussion paper / Tinbergen Institute
257
Discussion paper / Centre for Economic Policy Research
256
Journal of forecasting
256
CESifo working papers
233
Econometric theory
198
Economic modelling
171
Working paper
171
Econometric reviews
167
Applied economics
155
Journal of economic dynamics & control
146
Journal of economic theory
143
Journal of banking & finance
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
119
Mathematical social sciences
119
Applied economics letters
116
Journal of applied econometrics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
101
Energy economics
99
Economic theory : official journal of the Society for the Advancement of Economic Theory
98
European journal of political economy
98
Europäische Hochschulschriften / 5
96
Journal of international money and finance
96
SpringerLink / Bücher
92
The American economic review
92
Discussion paper
91
Finance research letters
90
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ECONIS (ZBW)
540
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
3
Policy risk and insider trading
Akbulut, Mehmet E.
;
Ucar, Erdem
- In:
Journal of empirical finance
72
(
2023
),
pp. 341-353
Persistent link: https://www.econbiz.de/10014476864
Saved in:
4
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
5
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
6
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
7
A non-lexicographic rule in the preference-approval setting
Barokas, Guy
- In:
Economics letters
227
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014336053
Saved in:
8
Axiomatizations of convex compromise rules for redistribution of non-negative income
Zou, Zhengxing
;
Tan, Zhibin
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456257
Saved in:
9
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
10
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
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