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type_genre:"Working Paper"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Konferenzbeitrag"
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Estimation theory
Volatility
Schätzung
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McAleer, Michael
48
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Härdle, Wolfgang
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Pesaran, M. Hashem
28
Marcellino, Massimiliano
25
Gao, Jiti
23
Gupta, Rangan
22
Pierdzioch, Christian
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Belke, Ansgar
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Hautsch, Nikolaus
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Kapetanios, George
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Cai, Zongwu
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Koopman, Siem Jan
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Linton, Oliver
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Huber, Florian
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Döpke, Jörg
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Lütkepohl, Helmut
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Koop, Gary
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Chang, Chia-Lin
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Fernández-Villaverde, Jesús
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Rubio-Ramírez, Juan Francisco
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Allen, David E.
11
Asai, Manabu
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Bollerslev, Tim
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Diebold, Francis X.
11
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10
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9
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Business Information Centre <Toronto>
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Centre for Microdata Methods and Practice <London>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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112
Working paper
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CESifo working papers
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83
Discussion paper series / IZA
81
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68
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Discussion papers / CEPR
47
Discussion paper
46
SFB 649 discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Finance and economics discussion series
32
CREATES research paper
30
Working papers
28
CFS working paper series
27
Research paper series / Swiss Finance Institute
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Discussion papers of interdisciplinary research project 373
25
Econometric Institute research papers
24
Kiel working paper
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Working papers series in theoretical and applied economics
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Staff reports / Federal Reserve Bank of New York
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IMF working papers
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16
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International finance discussion papers
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Documentos de trabajo / Banco de España
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IES working paper
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ECONIS (ZBW)
2,939
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91
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
92
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
93
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
94
Interest rate liberalization, permanent technology shocks, and macroeconomic volatility in China
Liang, Qiaoyu
;
Xue, Yihao
;
Tong, Bing
-
2023
Persistent link: https://www.econbiz.de/10014320578
Saved in:
95
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
96
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
97
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
98
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
99
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
100
What explains the volatility in Pakistan's sovereign bond yields?
Waheed, Mohsin
;
Hyder, Zulfiqar
-
2023
Persistent link: https://www.econbiz.de/10014286813
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