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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation"
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United States
ARCH-Modell
Estimation
396
Schätzung
395
USA
149
Theorie
134
Theory
134
Volatility
71
Volatilität
71
Welt
51
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45
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33
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33
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English
163
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Wang, George H. K.
4
Sarno, Lucio
3
Chirinko, Robert S.
2
DeJuan, Joseph P.
2
Dhaene, Geert
2
Ederington, Louis H.
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
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2
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2
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2
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2
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2
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2
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2
Shrestha, Keshab
2
Yau, Jot
2
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1
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1
Adkins, Lee Chester
1
Adrian, Tobias
1
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1
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1
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1
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1
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1
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1
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1
Bekaert, Geert
1
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1
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1
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1
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Journal of monetary economics
The journal of futures markets
Applied economics
304
The review of economics and statistics
169
Applied economics letters
168
The American economic review
151
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Applied financial economics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Economic modelling
112
Energy economics
99
Journal of applied econometrics
99
Economics letters
92
The review of financial studies
92
International review of economics & finance : IREF
85
Journal of international money and finance
85
Journal of econometrics
83
The North American journal of economics and finance : a journal of financial economics studies
83
Finance research letters
79
Journal of money, credit and banking : JMCB
79
Journal of banking & finance
76
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
International review of financial analysis
68
Southern economic journal
64
Journal of empirical finance
62
Journal of labor economics
61
Review of quantitative finance and accounting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of macroeconomics
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
The quarterly journal of economics
56
Journal of international financial markets, institutions & money
54
Economic inquiry : journal of the Western Economic Association International
53
American journal of agricultural economics
49
Journal of financial economics
49
Journal of human resources : JHR
49
Journal of public economics
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ECONIS (ZBW)
163
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1
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
2
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
3
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
4
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
5
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
6
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
7
How much consumption insurance in the US?
Hryshko, Dmytro
;
Manovskii, Iourii
- In:
Journal of monetary economics
130
(
2022
),
pp. 17-33
Persistent link: https://www.econbiz.de/10013396174
Saved in:
8
Empirical evidence on the Euler equation for consumption in the US
Ascari, Guido
;
Magnusson, Leandro M.
;
Mavroeidis, Sophocles
- In:
Journal of monetary economics
117
(
2021
),
pp. 129-152
Persistent link: https://www.econbiz.de/10012602713
Saved in:
9
Backtesting global growth-at-Risk
Brownlees, Christian
;
Souza, André B. M.
- In:
Journal of monetary economics
118
(
2021
),
pp. 312-330
Persistent link: https://www.econbiz.de/10012603779
Saved in:
10
Dealer balance sheets and bond liquidity provision
Adrian, Tobias
;
Boyarchenko, Nina
;
Shachar, Or
- In:
Journal of monetary economics
89
(
2017
),
pp. 92-109
Persistent link: https://www.econbiz.de/10011799199
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