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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Volatilität
Estimation
325
Schätzung
321
Theorie
164
Theory
164
Volatility
63
Capital income
52
Kapitaleinkommen
52
Business cycle
51
Konjunktur
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United States
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63
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Liu, Xiaochun
2
Okou, Cédric
2
Ahoniemi, Katja
1
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
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
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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
Chen, Pu
1
Chong, Terence Tai-Leung
1
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1
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1
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1
Cui, Zhenyu
1
Dahlhaus, Rainer
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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Frazier, David T.
1
Ftiti, Zied
1
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1
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Journal of economic dynamics & control
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
153
Finance research letters
132
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
116
International review of financial analysis
104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
77
Applied financial economics
75
Research in international business and finance
74
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Economics letters
58
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
48
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
Quantitative finance
35
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Econometric reviews
28
Journal of forecasting
28
Journal of financial markets
27
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
26
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ECONIS (ZBW)
63
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
3
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
4
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
5
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
6
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
7
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
8
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
9
Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan
;
Finkelstein Shapiro, Alan
- In:
Journal of economic dynamics & control
99
(
2019
),
pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
Saved in:
10
Intangible capital and the rise in wage and hours volatility
Mitra, Shalini
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 70-85
Persistent link: https://www.econbiz.de/10012130946
Saved in:
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