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subject:"Share price"
subject:"Stock index"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"VAR-Modell"
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Share price
Stock index
Börsenkurs
VAR-Modell
Estimation
945
Schätzung
940
Volatility
244
Volatilität
244
Theorie
241
Theory
241
Estimation theory
234
Schätztheorie
234
Oil price
195
Ölpreis
195
Time series analysis
169
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169
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155
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90
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79
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VAR model
59
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58
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Todorov, Viktor
9
Tauchen, George Eugene
6
Li, Jia
5
Kim, Donggyu
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Balcilar, Mehmet
3
Bollerslev, Tim
3
Francq, Christian
3
Gupta, Rangan
3
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3
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Thai-Ha Le
3
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3
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3
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3
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2
Bouri, Elie
2
Cai, Yifei
2
Caporin, Massimiliano
2
Chevallier, Julien
2
Gouriéroux, Christian
2
Guo, Yawei
2
Han, Xu
2
Joo, Young C.
2
Koop, Gary
2
Lee, Chien-chiang
2
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2
Narayan, Paresh Kumar
2
Nonejad, Nima
2
Park, Donghyun
2
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2
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2
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2
Xiu, Dacheng
2
Yoon, Seong-min
2
You, Wan-hai
2
Youngho, Chang
2
Zaman, Saeed
2
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Energy economics
Journal of econometrics
Applied economics
161
Economic modelling
150
Applied economics letters
145
Finance research letters
141
International review of economics & finance : IREF
128
NBER working paper series
126
Working paper / National Bureau of Economic Research, Inc.
121
The North American journal of economics and finance : a journal of financial economics studies
115
International review of financial analysis
114
Applied financial economics
113
Journal of banking & finance
107
NBER Working Paper
103
CESifo working papers
102
Working paper
100
Journal of empirical finance
94
Economics letters
90
Journal of international financial markets, institutions & money
83
Research in international business and finance
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Discussion paper / Centre for Economic Policy Research
78
Journal of international money and finance
71
Journal of risk and financial management : JRFM
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Journal of financial economics
59
The European journal of finance
59
International journal of finance & economics : IJFE
57
Review of quantitative finance and accounting
57
International journal of economics and finance
55
Journal of economic dynamics & control
55
Pacific-Basin finance journal
55
Cogent economics & finance
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Discussion paper
51
International journal of economics and financial issues : IJEFI
51
Discussion papers / CEPR
49
Discussion paper / Tinbergen Institute
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
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ECONIS (ZBW)
175
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175
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
4
Does adhering to the principles of green finance matter for stock valuation? : evidence from testing for (co-)explosiveness
Basse, Tobias
;
Karmani, Majdi
;
Rjiba, Hatem
;
Wegener, …
- In:
Energy economics
123
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014476536
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
7
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
8
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
9
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
10
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
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