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~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Schätzung
Volatility
Theorie
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324,385
USA
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174,438
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89,958
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84,231
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60,720
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53,441
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53,031
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47,159
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42,214
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41,759
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40,472
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39,783
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29,890
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29,765
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29,472
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Caporale, Guglielmo Maria
398
Gupta, Rangan
363
McAleer, Michael
318
Gil-Alaña, Luis A.
287
Belke, Ansgar
259
Wagner, Joachim
253
Bahmani-Oskooee, Mohsen
196
Buch, Claudia M.
157
Pierdzioch, Christian
153
Pesaran, M. Hashem
144
Schneider, Friedrich
141
Schnabel, Claus
136
Nunnenkamp, Peter
134
Addison, John T.
130
Görg, Holger
129
Chang, Chia-Lin
128
Tiwari, Aviral Kumar
126
Egger, Peter
124
Herwartz, Helmut
119
Wohar, Mark E.
117
Bollerslev, Tim
116
Marcellino, Massimiliano
116
Koopman, Siem Jan
115
Härdle, Wolfgang
114
Bouri, Elie
111
Dreher, Axel
110
Bauer, Thomas K.
109
Rycx, François
106
Winter-Ebmer, Rudolf
106
Woessmann, Ludger
106
Hammoudeh, Shawkat
105
Berg, Gerard J. van den
104
Narayan, Paresh Kumar
102
Heckman, James J.
101
Chang, Tsangyao
100
Cheung, Yin-Wong
100
Rose, Andrew
100
Diebold, Francis X.
99
Hautsch, Nikolaus
99
Riphahn, Regina T.
99
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Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
103
National Bureau of Economic Research
93
Institut für Weltwirtschaft
84
Ekonomiska forskningsinstitutet <Stockholm>
62
Zentrum für Europäische Wirtschaftsforschung
59
William Davidson Institute <Ann Arbor, Mich.>
52
Federal Reserve Bank of St. Louis
38
Internationaler Währungsfonds / Research Department
36
Deutsches Institut für Wirtschaftsforschung
32
Centre for Economic Performance
29
Federal Reserve Bank of San Francisco
26
International Monetary Fund
24
Birkbeck College / Department of Economics
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of New York
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Federal Reserve System / Division of Research and Statistics
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Federal Reserve System / Board of Governors
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Center for Economic Research <Tilburg>
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Johns Hopkins University / Department of Economics
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Trinity College Dublin / Department of Economics
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Centre for Economic Policy Research
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University of Reading / Department of Economics
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Federal Reserve Bank of Cleveland
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung
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Svenska Handelshögskolan <Helsinki>
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University of Oxford / Institute of Economics and Statistics
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University of Sheffield / Department of Economics
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National Institute of Economic and Social Research
15
University of Hong Kong / School of Economics and Finance
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Chambre de commerce et d'industrie de Paris
14
European University Institute / Department of Economics
14
Massachusetts Institute of Technology / Department of Economics
14
Maxwell Graduate School of Citizenship and Public Affairs
14
Queen Mary College / Department of Economics
14
Rutgers University / Department of Economics
14
The Wharton Financial Institutions Center
14
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3,011
Working paper / National Bureau of Economic Research, Inc.
2,957
Applied economics
1,995
Discussion paper / Centre for Economic Policy Research
1,605
IZA Discussion Papers
1,536
CESifo working papers
1,503
Applied economics letters
1,335
Economic modelling
1,041
Working paper
961
Energy economics
934
Economics letters
867
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
726
Discussion paper
710
International review of economics & finance : IREF
708
Journal of econometrics
677
Applied financial economics
632
International review of financial analysis
619
Journal of international money and finance
603
Discussion paper / Tinbergen Institute
566
The North American journal of economics and finance : a journal of financial economics studies
535
ZEW discussion papers
522
The journal of futures markets
472
Discussion papers / CEPR
464
CESifo Working Paper
453
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Discussion papers / Deutsches Institut für Wirtschaftsforschung
440
Journal of empirical finance
432
IMF working papers
416
Journal of international financial markets, institutions & money
414
Research in international business and finance
413
Journal of applied econometrics
409
ZEW Discussion Papers
398
Journal of financial economics
395
Finance and economics discussion series
359
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
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ECONIS (ZBW)
104,956
EconStor
5,780
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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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