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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Yield curve
Estimation
800
Schätzung
800
Theorie
224
Theory
224
Capital income
159
Kapitaleinkommen
159
Volatilität
159
Estimation theory
144
Schätztheorie
144
Börsenkurs
142
Share price
142
USA
128
United States
128
Time series analysis
124
Zeitreihenanalyse
124
Aktienmarkt
110
Stock market
110
Forecasting model
98
Prognoseverfahren
98
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68
ARCH-Modell
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Nichtparametrisches Verfahren
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57
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55
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54
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52
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51
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47
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186
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Aufsatz in Zeitschrift
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English
186
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Narayan, Paresh Kumar
3
Antonakakis, Nikolaos
2
Bilgin, Mehmet Huseyin
2
Bley, Jorg
2
Bouri, Elie
2
Chan, Joshua
2
Enders, Walter
2
Filis, George
2
Floros, Christos
2
Hautsch, Nikolaus
2
Hou, Ai Jun
2
Kanas, Angelos
2
Lau, Chi Keung
2
Li, Jia
2
Li, Wai Keung
2
McKenzie, Michael D.
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Ozturk, Huseyin
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Stenfors, Alexis
2
Tauchen, George Eugene
2
Venditti, Fabrizio
2
Wohar, Mark E.
2
Afonso, António
1
Akdoğan, Kurmaş
1
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Amado, Cristina
1
Anagnostidis, Panagiotis
1
Anderson, Heather M.
1
Andrada Félix, Julián
1
Andrieş, Alin Marius
1
Antell, Jan
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atenga, Eric Martial Etoundi
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international financial markets, institutions & money
Energy economics
155
Finance research letters
151
Applied economics
148
International review of economics & finance : IREF
144
Economic modelling
130
International review of financial analysis
115
Journal of banking & finance
112
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
98
Journal of empirical finance
96
Journal of international money and finance
94
Applied financial economics
93
Research in international business and finance
80
Economics letters
66
International journal of finance & economics : IJFE
66
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The European journal of finance
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International journal of forecasting
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
46
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and finance
38
Pacific-Basin finance journal
37
Quantitative finance
37
Journal of forecasting
36
International journal of economics and financial issues : IJEFI
35
The journal of finance : the journal of the American Finance Association
34
Journal of financial econometrics
33
Econometric reviews
32
Journal of applied econometrics
31
Cogent economics & finance
30
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ECONIS (ZBW)
186
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1
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
4
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
5
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
6
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
Saved in:
7
Reconciling trends in male earnings volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10013540611
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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