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~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Elektronischer Datenträger als Beilage"
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Schätzung
Volatility
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Gupta, Rangan
266
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195
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141
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123
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117
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108
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100
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99
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96
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96
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93
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90
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89
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81
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74
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72
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70
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69
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66
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65
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65
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65
Salisu, Afees A.
63
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61
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58
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58
Su, Chi-Wei
57
Kumbhakar, Subal
56
Hamori, Shigeyuki
55
Herwartz, Helmut
55
Hsing, Yu
54
Moosa, Imad A.
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Demirer, Rıza
51
Zhang, Yaojie
51
Wagner, Joachim
50
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49
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48
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Asian Regional Exchange for New Alternatives
1
Brussels European and Global Economic Laboratory
1
Conference on Employment and Development <2015, Bonn>
1
Conference on Realized Volatility <2006, Montréal>
1
Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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European Economic Association
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Federal Reserve Bank of St. Louis
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HFDF <2, 1998, Zürich>
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International Seminar on Macroeconomics <26, 2003, Barcelona>
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Italian Congress of Econometrics and Empirical Economics <4, 2011, Pisa>
1
National Bureau of Economic Research
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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934
Economics letters
867
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
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726
International review of economics & finance : IREF
708
Journal of econometrics
677
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International review of financial analysis
619
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603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
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Journal of international financial markets, institutions & money
414
Research in international business and finance
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Journal of applied econometrics
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Journal of financial economics
395
The empirical economics letters : a monthly international journal of economics
353
Journal of economic dynamics & control
350
The American economic review
346
International journal of finance & economics : IJFE
336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
325
International journal of economics and finance
321
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321
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315
Labour economics : official journal of the European Association of Labour Economists
315
International Journal of Energy Economics and Policy : IJEEP
314
European economic review : EER
304
The European journal of finance
299
The journal of finance : the journal of the American Finance Association
298
International journal of theoretical and applied finance
279
International journal of forecasting
273
Cogent economics & finance
272
Pacific-Basin finance journal
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ECONIS (ZBW)
65,124
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
3
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
4
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
5
Age at marriage and marital stability : evidence from China
García-Hombrados, Jorge
;
Özcan, Berkay
- In:
Review of Economics of the Household
22
(
2024
)
1
,
pp. 297-328
Persistent link: https://www.econbiz.de/10014502917
Saved in:
6
Agency conflicts and investment : evidence from a structural estimation
Elkamhi, Redouane
;
Kim, Daniel
;
Jo, Chanik
;
Salerno, Marco
- In:
The review of corporate finance studies : RCFS
13
(
2024
)
2
,
pp. 539-582
Persistent link: https://www.econbiz.de/10014528176
Saved in:
7
Agricultural loan pricing by banks in Ghana : a panel data analysis
Dziwornu, Raymond K.
;
Yiadom, Eric Boachie
;
Narteh-yoe, …
- In:
African journal of economic and management studies
15
(
2024
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10014520148
Saved in:
8
Agricultural value added in BRICS : a panel data study
Chandrasekaran, Sharmiladevi Jekka
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 171-178
Persistent link: https://www.econbiz.de/10014533159
Saved in:
9
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
10
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
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