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Search: subject:"Volatility"
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Volatility
90
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90
Theorie
53
Theory
53
Stochastic process
44
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44
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33
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McAleer, Michael
13
Asai, Manabu
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Maasoumi, Esfandiar
6
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3
Teräsvirta, Timo
3
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2
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2
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2
Hoti, Suhejla
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2
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2
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2
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NBER working paper series
693
Energy economics
646
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646
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633
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595
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591
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442
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426
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397
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388
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372
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364
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325
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272
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267
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245
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241
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232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
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194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
179
IMF working papers
173
Journal of economic dynamics & control
171
International Journal of Energy Economics and Policy : IJEEP
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
The European journal of finance
161
Labour economics : official journal of the European Association of Labour Economists
157
International journal of finance & economics : IJFE
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ECONIS (ZBW)
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91
On regression-based tests for persistence in logarithmic
volatility
models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
92
Bayesian analysis of stochastic
volatility
models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
93
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
94
Comment on Joel Horowitz and George Neuman "Semiparametric estimation of employment duration models"
McFadden, Daniel
;
Han, Aaron K.
- In:
Econometric reviews
6
(
1987
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10001052105
Saved in:
95
Semiparametric estimation of employment duration models
Horowitz, Joel
- In:
Econometric reviews
6
(
1987
)
1
,
pp. 5-40
Persistent link: https://www.econbiz.de/10001044727
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