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subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~subject:"EU countries"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
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Schätztheorie
Estimation
238
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121
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121
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48
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48
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Aufsatz in Zeitschrift
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Liu, Xiaochun
2
Lux, Thomas
2
Alessandrini, Diana
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
1
Bali, Turan G.
1
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Journal of economic dynamics & control
Journal of econometrics
275
Applied economics
237
Economic modelling
232
Applied economics letters
181
Economics letters
181
Energy economics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
International review of economics & finance : IREF
145
Finance research letters
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
Journal of banking & finance
127
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
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115
Journal of empirical finance
100
Applied financial economics
91
Journal of international financial markets, institutions & money
90
Research in international business and finance
80
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75
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73
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71
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68
International journal of finance & economics : IJFE
65
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62
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54
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52
Journal of forecasting
51
Quantitative economics : QE ; journal of the Econometric Society
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
European economic review : EER
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International journal of economics and financial issues : IJEFI
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Journal of financial economics
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International journal of economics and finance
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International Journal of Energy Economics and Policy : IJEEP
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
53
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1
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
2
Beyond distance : the spatial relationships of European regional economic growth
Piribauer, Philipp
;
Glocker, Christian
;
Krisztin, Tamás
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479690
Saved in:
3
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:
4
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:
5
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:
6
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
7
Consumption and hours in the United States and Europe
Fang, Lei
;
Yang, Fang
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013543141
Saved in:
8
The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
Saved in:
9
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:
10
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
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