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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Anderson, Heather M."
~person:"Mumtaz, Haroon"
~person:"Pierdzioch, Christian"
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Schock
Volatilität
Estimation
3
Schätzung
3
Volatility
3
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Konjunktur
2
Risiko
2
Risk
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Shock
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Stochastic process
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Stochastic volatility
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1996-2000
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Australia
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Australien
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Anderson, Heather M.
Mumtaz, Haroon
Pierdzioch, Christian
Chan, Joshua
2
Hautsch, Nikolaus
2
Li, Jia
2
Li, Kunpeng
2
Li, Wai Keung
2
Moffitt, Robert A.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
20
Kieler Arbeitspapiere
10
Kiel working paper
7
Department of Economics working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
5
Economics working paper series
3
European economic review : EER
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Bank of England Working Paper
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Cardiff economics working papers
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Journal of international money and finance
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Journal of monetary economics
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The European journal of finance
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Working paper series
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Working paper series / European Central Bank
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Annals of financial economics
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Applied economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Bundesbank Series 2 Discussion Paper
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German economic review
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International economic review
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International journal of forecasting
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Jahrbücher für Nationalökonomie und Statistik
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Journal of banking & finance
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Journal of development economics
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Journal of economic dynamics & control
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Journal of economics & business
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ECONIS (ZBW)
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1
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
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2
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
3
Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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