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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~person:"Stock, James H."
~subject:"Volatilität"
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United States
Volatilität
Estimation
42
Schätzung
42
USA
25
Theorie
22
Theory
22
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
8
Prognoseverfahren
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Article in journal
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Koopman, Siem Jan
Nelson, Charles R.
Stock, James H.
Gupta, Rangan
96
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
37
Wohar, Mark E.
37
Bollerslev, Tim
28
Ma, Feng
27
Balcilar, Mehmet
26
Bouri, Elie
26
Pierdzioch, Christian
26
Todorov, Viktor
26
McAleer, Michael
25
Tiwari, Aviral Kumar
24
Xuan Vinh Vo
24
Apergēs, Nikolaos
23
Kumar, Dilip
20
Hsing, Yu
18
Kang, Sang Hoon
18
Mensi, Walid
18
Brooks, Robert
17
Hegerty, Scott W.
16
McMillan, David G.
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Belke, Ansgar
15
Caporin, Massimiliano
15
Hammoudeh, Shawkat
15
Jawadi, Fredj
15
Rashid, Abdul
15
Andersen, Torben
14
Heckman, James J.
14
Lee, Chien-chiang
14
Li, Jia
14
Sarno, Lucio
14
Wang, Yudong
14
Wei, Yu
14
Chiang, Thomas C.
13
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
3
Econometric reviews
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
American economic journal : a journal of the American Economic Association
1
Brookings papers on economic activity : BPEA
1
Business economics : the journal of the National Association for Business Economists
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Información comercial española / Cuadernos económicos
1
Journal of economic literature
1
Journal of financial econometrics
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Journal of monetary economics
1
The review of economic studies
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
32
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1
Common and idiosyncratic conditional volatility : theory and empirical evidence from electricity prices
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 638-670
Persistent link: https://www.econbiz.de/10015050635
Saved in:
2
Policies for a second wave
Baqaee, David
;
Farhi, Emmanuel
;
Mina, Michael
;
Stock, …
- In:
Brookings papers on economic activity : BPEA
(
2020
)
2
,
pp. 385-443
Persistent link: https://www.econbiz.de/10012602550
Saved in:
3
Federal coal program reform, the clean power plan, and the interaction of upstream and downstream climate policies
Gerarden, Todd D.
;
Reeder, W. Spencer
;
Stock, James H.
- In:
American economic journal : a journal of the American …
12
(
2020
)
1
,
pp. 167-199
Persistent link: https://www.econbiz.de/10012181048
Saved in:
4
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
5
The business cycle is alive and well
Stock, James H.
- In:
Business economics : the journal of the National …
54
(
2019
)
1
,
pp. 79-84
Persistent link: https://www.econbiz.de/10012297274
Saved in:
6
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
7
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
8
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
9
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
10
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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