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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Volatility
Theorie
3,486
Theory
3,486
Estimation
2,460
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2,455
Schätztheorie
1,844
USA
1,566
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1,566
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1,088
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1,088
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955
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815
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815
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757
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741
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2,658
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Phillips, Peter C. B.
33
Linton, Oliver
25
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23
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21
Chen, Songnian
19
Li, Qi
18
Robinson, Peter M.
18
Su, Liangjun
18
Taylor, Robert
18
Aït-Sahalia, Yacine
17
Todorov, Viktor
17
Tauchen, George Eugene
16
Gouriéroux, Christian
15
McAleer, Michael
15
Gao, Jiti
14
Andersen, Torben
13
Cai, Zongwu
13
Chen, Xiaohong
13
Chib, Siddhartha
12
Fan, Yanqin
12
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12
Hsiao, Cheng
12
Nielsen, Morten Ørregaard
12
Park, Joon Y.
12
Andrews, Donald W. K.
11
Kristensen, Dennis
11
Renault, Eric
11
Shephard, Neil G.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Mykland, Per A.
10
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10
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10
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10
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10
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Conference on Realized Volatility <2006, Montréal>
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Applied economics
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698
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635
Finance research letters
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Applied economics letters
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436
International review of financial analysis
412
The journal of futures markets
377
International review of economics & finance : IREF
357
The North American journal of economics and finance : a journal of financial economics studies
339
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
332
Journal of the American Statistical Association : JASA
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Journal of applied econometrics
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Applied financial economics
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
278
International journal of forecasting
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International journal of theoretical and applied finance
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Research in international business and finance
263
Journal of international money and finance
252
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
247
European journal of operational research : EJOR
245
Journal of forecasting
244
Journal of economic dynamics & control
231
Journal of financial economics
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Oxford bulletin of economics and statistics
208
Computational economics
206
Quantitative finance
204
The review of economics and statistics
191
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
189
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
186
Journal of quantitative economics : official journal of the Indian Econometric Society
184
International Journal of Energy Economics and Policy : IJEEP
178
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ECONIS (ZBW)
2,658
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
3
The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Shaik, Muneer
;
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics
56
(
2024
)
8
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014446216
Saved in:
4
Exploration of industrial risk contagion characteristics and mechanism under geopolitical events : evidence from China
Li, Yong
;
Niu, Tong
;
Wang, Xingyi
- In:
Applied economics
56
(
2024
)
30
,
pp. 3582-3599
Persistent link: https://www.econbiz.de/10014528599
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Impact of policy uncertainty on gold price in India : evidence from multi commodity exchange (MCX) India and World Gold Council prices
Shaikh, Imlak
;
Vallabh, Priyanka
- In:
Applied economics
56
(
2024
)
32
,
pp. 3837-3855
Persistent link: https://www.econbiz.de/10014529076
Saved in:
8
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
9
Oil price changes and aggregate economic fluctuations : new evidence from the Republic of Korea
Park, Joshua K.
;
Meng, Xiangcai
- In:
Applied economics
56
(
2024
)
5
,
pp. 501-519
Persistent link: https://www.econbiz.de/10014440086
Saved in:
10
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon
- In:
Applied economics
56
(
2024
)
7
,
pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
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