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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Stochastic volatility"
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Arbeitsmarkt
Stochastic volatility
Volatility
146
Volatilität
146
Theorie
77
Theory
77
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
34
Schätzung
34
Business cycle
27
Konjunktur
27
Börsenkurs
24
Share price
24
CAPM
20
Arbeitsmobilität
19
Labour mobility
19
Schock
18
Shock
18
Capital income
17
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Time series analysis
17
Zeitreihenanalyse
17
Forecasting model
14
Geldpolitik
14
Monetary policy
14
Prognoseverfahren
14
Risk
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Option trading
11
Optionsgeschäft
11
Aktienmarkt
10
Financial crisis
10
Financial market
10
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10
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Amir Ahmadi, Pooyan
1
Berger, Tino
1
Bognanni, Mark
1
Branger, Nicole
1
Bu, Di
1
Campolmi, Alessia
1
Chan, Joshua
1
Chang, Chien-hung
1
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1
Cheng, Jun
1
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1
Choi, Jaehyuk
1
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1
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1
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1
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1
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1
De Luigi, Clara
1
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1
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1
Everaert, Gerdie
1
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1
Faia, Ester
1
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1
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1
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1
Kalev, Petko S.
1
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1
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Keppo, Jussi
1
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1
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1
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Journal of economic dynamics & control
Discussion paper series / IZA
94
IZA Discussion Paper
46
Journal of econometrics
36
Working paper
34
Labour economics : official journal of the European Association of Labour Economists
32
NBER working paper series
32
Quantitative finance
29
Discussion paper / Centre for Economic Policy Research
28
NBER Working Paper
28
CESifo working papers
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Tinbergen Institute
20
OECD Employment and Labour Market Statistics
20
Working Paper
20
Economics letters
19
Economic modelling
18
International journal of theoretical and applied finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Energy economics
16
Journal of banking & finance
14
Computational economics
13
Finance research letters
13
Discussion paper
12
Insurance / Mathematics & economics
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
International journal of forecasting
11
Journal of macroeconomics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
11
Tinbergen Institute Discussion Paper
11
Applied economics
10
Discussion papers / CEPR
10
European economic review : EER
10
Homeownership and the labour market in Europe
10
Annals of finance
9
Finance and economics discussion series
9
Finance and stochastics
9
Applied economics letters
8
Economics Papers / Economics Group, Nuffield College, University of Oxford
8
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ECONIS (ZBW)
30
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1
Labor market dynamics with sorting
Schulz, Bastian
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532134
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic
volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
3
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
4
The equivalent constant-elasticity-of-variance (CEV)
volatility
of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
5
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
6
Level and slope of
volatility
smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
7
Sequential Bayesian inference for vector autoregressions with stochastic
volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
8
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
9
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
10
A labor-market approach to understanding information sharing among banks : discussions on "A tale of two markets: Labor market mobility and bank information sharing"
Shi, Ying
;
Yang, Liyan
- In:
Journal of economic dynamics & control
141
(
2022
),
pp. 1-2
Persistent link: https://www.econbiz.de/10013465425
Saved in:
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