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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~subject:"Yield curve"
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Volatility
Yield curve
Estimation
724
Schätzung
719
Theorie
238
Theory
238
Estimation theory
225
Schätztheorie
225
Volatilität
150
Time series analysis
140
Zeitreihenanalyse
140
Panel
123
Panel study
123
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Börsenkurs
98
Share price
98
Capital income
97
Kapitaleinkommen
97
Regression analysis
89
Regressionsanalyse
89
Forecasting model
88
Prognoseverfahren
88
USA
81
United States
81
ARCH model
54
ARCH-Modell
54
Exchange rate
51
Wechselkurs
51
Aktienmarkt
48
Stochastic process
48
Stochastischer Prozess
48
Stock market
48
Welt
47
World
47
Cointegration
45
Kointegration
45
Bayes-Statistik
42
Bayesian inference
42
Factor analysis
39
Faktorenanalyse
39
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110
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3
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Article
176
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176
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176
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English
176
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Gupta, Rangan
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Asai, Manabu
3
Fan, Jianqing
3
Francq, Christian
3
Ma, Feng
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Gubareva, Mariya
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
Li, Yingying
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Salisu, Afees A.
2
Subramaniam, Sowmya
2
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2
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International journal of finance & economics : IJFE
Journal of econometrics
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
Working paper / National Bureau of Economic Research, Inc.
114
Journal of banking & finance
112
NBER working paper series
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
98
NBER Working Paper
98
Journal of empirical finance
97
Working paper
97
Applied financial economics
94
Journal of international money and finance
94
Journal of international financial markets, institutions & money
80
Research in international business and finance
80
Discussion paper / Centre for Economic Policy Research
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
CESifo working papers
68
Economics letters
66
Discussion paper / Tinbergen Institute
64
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
The European journal of finance
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Finance and economics discussion series
43
Discussion paper
41
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
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ECONIS (ZBW)
176
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41
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
42
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
43
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
44
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
45
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
46
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
47
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
48
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
49
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
50
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
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