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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Risikoprämie"
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Volatility
Risikoprämie
Estimation
1,175
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406
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406
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238
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238
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Todorov, Viktor
17
Bollerslev, Tim
14
Tauchen, George Eugene
8
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Patton, Andrew J.
4
Bandi, Federico M.
3
Bekaert, Geert
3
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Fan, Jianqing
3
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3
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3
Kelly, Bryan T.
3
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3
Quaedvlieg, Rogier
3
Santa-Clara, Pedro
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Timmermann, Allan
3
Valkanov, Rossen I.
3
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3
Wu, Jing Cynthia
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Xiu, Dacheng
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3
Ali, Faek Menla
2
Asai, Manabu
2
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2
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2
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2
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2
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Journal of econometrics
Journal of financial economics
Journal of international money and finance
Finance research letters
157
Energy economics
156
Applied economics
141
International review of economics & finance : IREF
139
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127
Journal of banking & finance
123
International review of financial analysis
120
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118
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113
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108
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107
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102
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50
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49
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47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
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43
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ECONIS (ZBW)
304
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1
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
2
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
3
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
4
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
5
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
6
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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9
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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