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subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Kapitaleinkommen
Schätztheorie
Estimation
248
Schätzung
244
Theorie
125
Theory
125
Business cycle
50
Konjunktur
50
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Aufsatz in Zeitschrift
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57
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English
57
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Liu, Xiaochun
2
Long, Huaigang
2
Lux, Thomas
2
Moneta, Alessio
2
Tu, Jun
2
Zaremba, Adam
2
Alessandrini, Diana
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
1
Bali, Turan G.
1
Barunik, Jozef
1
Berger, Tino
1
Bianchi, Robert
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
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1
Chen, Zilin
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Chu, Liya
1
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1
Coroneo, Laura
1
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1
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1
Dierkes, Maik
1
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1
Du, Kai
1
Epstein, Brendan
1
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1
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Journal of economic dynamics & control
Journal of econometrics
286
Finance research letters
244
Applied economics
233
Economic modelling
205
Journal of banking & finance
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
International review of economics & finance : IREF
195
Applied economics letters
194
International review of financial analysis
190
Economics letters
187
Energy economics
184
Journal of empirical finance
166
The North American journal of economics and finance : a journal of financial economics studies
154
Applied financial economics
148
Journal of financial economics
143
Journal of international financial markets, institutions & money
121
Journal of international money and finance
118
Research in international business and finance
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
The European journal of finance
99
Pacific-Basin finance journal
89
Econometric reviews
87
Journal of risk and financial management : JRFM
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
International journal of finance & economics : IJFE
81
Review of quantitative finance and accounting
79
International journal of forecasting
78
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The journal of futures markets
72
International journal of economics and finance
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and financial issues : IJEFI
64
Journal of applied econometrics
64
Journal of forecasting
61
Cogent economics & finance
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Quantitative finance
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
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:
3
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
4
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
5
Cross-cryptocurrency return predictability
Guo, Li
;
Sang, Bo
;
Tu, Jun
;
Wang, Yu
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10015050816
Saved in:
6
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
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:
9
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
10
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
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