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~isPartOf:"Journal of economic dynamics & control"
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Search: subject:"Time series analysis"
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Volatility
Time series analysis
109
Zeitreihenanalyse
109
Theorie
66
Theory
66
Estimation
29
Schätzung
29
Business cycle
17
Konjunktur
17
Volatilität
17
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16
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16
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Estimation theory
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Amir Ahmadi, Pooyan
1
Berger, Tino
1
Bianchi, Daniele
1
Chan, Joshua
1
Chauvet, Marcelle
1
Chorro, Christophe
1
Dendramis, Yiannis
1
Enders, Walter
1
Everaert, Gerdie
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Fałdziński, Marcin
1
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1
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Ielpo, Florian
1
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1
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1
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1
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1
Li, Yifan
1
Lux, Thomas
1
Ma, Jun
1
Matthes, Christian
1
Nolte, Ingmar
1
Nolte, Sandra
1
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1
Rodrigues, Paulo Jorge Maurício
1
Seeger, Norman
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Senyuz, Zeynep
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Wang, Mu-Chun
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Yang, Minxian
1
Ye, Shiqi
1
Yoldas, Emre
1
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1
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Journal of economic dynamics & control
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
38
Economics letters
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics
33
Econometric reviews
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
CREATES research paper
25
Journal of financial econometrics
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Working paper
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
SFB 649 discussion paper
18
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
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:
4
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
5
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
6
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
7
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
8
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
9
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
10
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:
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