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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of applied econometrics"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatility
Yield curve
United Kingdom
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
27
Panel study
27
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
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22
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VAR-Modell
22
Deutschland
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Germany
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Regression analysis
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
Economic growth
16
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16
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Article
52
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Article in journal
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English
52
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Blundell, Richard W.
2
Garratt, Anthony
2
Wel, Michel van der
2
Alessie, Rob
1
Altavilla, Carlo
1
Andersen, Torben
1
Barigozzi, Matteo
1
Baum, Christopher F.
1
Baxter, J. L.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Cappellari, Lorenzo
1
Chortareas, Georgios E.
1
Clark, Todd E.
1
Contoyannis, Paul
1
Croushore, Dean Darrell
1
Delle Chiaie, Simona
1
Dewachter, Hans
1
Dijk, Dick van
1
Doh, Taeyoung
1
Duncan, Alan S.
1
Dutta, Jayasri
1
Eisenstat, Eric
1
Eliasson, Ann-Charlotte
1
Engsted, Tom
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Geroski, Paul A.
1
Giacomini, Raffaella
1
Giannone, Domenico
1
González Rozada, Martín
1
Hafner, Christian M.
1
Hai, Waike
1
Haldrup, Niels
1
Hansen, Peter Reinhard
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Journal of applied econometrics
Applied economics
262
Economic modelling
154
Energy economics
148
International review of economics & finance : IREF
146
Finance research letters
137
Applied financial economics
132
Applied economics letters
124
Journal of banking & finance
121
Journal of econometrics
119
International review of financial analysis
118
Journal of international money and finance
118
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
102
Economics letters
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of international financial markets, institutions & money
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
International journal of finance & economics : IJFE
77
Research in international business and finance
77
The journal of futures markets
76
The European journal of finance
70
Journal of financial economics
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
International journal of forecasting
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of economic dynamics & control
50
Oxford bulletin of economics and statistics
42
International journal of economics and finance
41
Journal of forecasting
41
The economic journal : the journal of the Royal Economic Society
41
Journal of money, credit and banking : JMCB
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Econometric reviews
37
International Journal of Energy Economics and Policy : IJEEP
37
Pacific-Basin finance journal
36
Quantitative finance
36
The journal of finance : the journal of the American Finance Association
36
International journal of economics and financial issues : IJEFI
35
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ECONIS (ZBW)
52
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1
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
3
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
4
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
5
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
6
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
8
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
9
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
10
Identifying the independent sources of consumption variation
Barigozzi, Matteo
;
Moneta, Alessio
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 420-449
Persistent link: https://www.econbiz.de/10011644342
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