//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~subject:"Volatility"
~isPartOf:"Journal of economic dynamics & control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
2,385
Theory
2,385
Monetary policy
271
Geldpolitik
270
Portfolio selection
163
Portfolio-Management
163
Learning process
150
Lernprozess
150
Rational expectations
121
Rationale Erwartung
121
Estimation
120
Schätzung
120
CAPM
116
Business cycle
114
Konjunktur
114
Endogenes Wachstumsmodell
110
Endogenous growth model
110
Risk
110
Risiko
109
Fiscal policy
106
Finanzpolitik
105
Overlapping Generations
105
Overlapping generations
105
Schock
102
Shock
102
USA
102
United States
102
Dynamic equilibrium
96
Dynamisches Gleichgewicht
96
Mathematical programming
87
Mathematische Optimierung
87
Financial market
85
Finanzmarkt
85
Investment
79
Allgemeines Gleichgewicht
75
Expectation formation
75
General equilibrium
75
Investition
75
Erwartungsbildung
74
Stochastic process
72
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
69
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Language
All
English
69
Author
All
Weinbaum, David
2
Westerhoff, Frank H.
2
Agliardi, Elettra
1
Aihara, ShinIchi
1
Alessandrini, Diana
1
Bacry, E.
1
Bagchi, Arunabha
1
Bali, Turan G.
1
Benk, Szilárd
1
Benzaquen, Michael
1
Bidarkota, Prasad V.
1
Bivin, David G.
1
Bognanni, Mark
1
Bonciani, Dario
1
Born, Benjamin
1
Bouchaud, Jean-Philippe
1
Branger, Nicole
1
Carboni, Giacomo
1
Chakrabarti, Anindya S.
1
Chan, Joshua
1
Chauvet, Marcelle
1
Choi, Jae Hoon
1
Chorro, Christophe
1
Costain, James
1
De Luigi, Clara
1
Dendramis, Yiannis
1
Dessertaine, Théo
1
Di Guilmi, Corrado
1
Dupoyet, Brice V.
1
Elliott, Robert J.
1
Ellison, Martin
1
Escobar, Marcos
1
Fałdziński, Marcin
1
Ferrando, Sebastian
1
Fiszeder, Piotr
1
Fornari, Fabio
1
Franke, Reiner
1
Frazier, David T.
1
Ftiti, Zied
1
Gaballo, Gaetano
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of theoretical and applied finance
76
Finance research letters
74
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
53
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Finance and stochastics
42
CREATES research paper
39
Journal of monetary economics
39
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
50
of
69
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
3
Out-of-equilibrium dynamics and excess volatility in firm networks
Dessertaine, Théo
;
Moran, José
;
Benzaquen, Michael
; …
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
Saved in:
4
Multi-layered rational inattention and time-varying volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
5
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
Saved in:
6
Market liquidity and excess volatility : theory and experiment
Choi, Jae Hoon
;
Munro, David
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464903
Saved in:
7
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:
8
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:
9
The fluctuations of insurers' risk appetite
Luciano, Elisa
;
Rochet, Jean-Charles
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543144
Saved in:
10
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
11
The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
Saved in:
12
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:
13
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:
14
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:
15
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:
16
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
17
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:
18
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
19
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
20
Dispersion in macroeconomic volatility between the core and periphery of the international trade network
Chakrabarti, Anindya S.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 31-50
Persistent link: https://www.econbiz.de/10011973917
Saved in:
21
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:
22
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
23
Debt regimes and the effectiveness of monetary policy
De Luigi, Clara
;
Huber, Florian
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 218-238
Persistent link: https://www.econbiz.de/10011974509
Saved in:
24
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
25
Volatility risk and economic welfare
Xu, Shaofeng
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 17-33
Persistent link: https://www.econbiz.de/10011817622
Saved in:
26
Impact of value-at-risk models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
Saved in:
27
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
28
Endogenous credit standards and aggregate fluctuations
Ravn, Søren Hove
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 89-111
Persistent link: https://www.econbiz.de/10011708430
Saved in:
29
International business cycles and risk sharing with uncertainty shocks and recursive preferences
Kollmann, Robert
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 115-124
Persistent link: https://www.econbiz.de/10011708860
Saved in:
30
Uncertainty shocks, banking frictions and economic activity
Bonciani, Dario
;
Roye, Björn van
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 200-219
Persistent link: https://www.econbiz.de/10011709101
Saved in:
31
Exchange rate volatility and fluctuations in the extensive margin of trade
Naknoi, Kanda
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 322-339
Persistent link: https://www.econbiz.de/10011474218
Saved in:
32
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
33
Price dynamics, financial fragility and aggregate volatility
Mandel, Antoine
;
Landini, Simone
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 257-277
Persistent link: https://www.econbiz.de/10011474403
Saved in:
34
The business cycle human capital accumulation nexus and its effect on hours worked volatility
Alessandrini, Diana
;
Kosempel, Stephen
;
Stengos, Thanasēs
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 356-377
Persistent link: https://www.econbiz.de/10011474419
Saved in:
35
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
36
Learning and time-varying macroeconomic volatility
Milani, Fabio
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 94-114
Persistent link: https://www.econbiz.de/10010485928
Saved in:
37
Volatility and welfare
Lester, Robert
;
Pries, Michael J.
;
Sims, Eric R.
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 17-36
Persistent link: https://www.econbiz.de/10010387930
Saved in:
38
How beneficial was the Great Moderation after all?
Pancrazi, Roberto
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 73-90
Persistent link: https://www.econbiz.de/10010474406
Saved in:
39
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
40
The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
Saved in:
41
Long-run risk and hidden growth persistence
Pakoš, Michal
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1911-1928
Persistent link: https://www.econbiz.de/10009786057
Saved in:
42
Good luck or good policy? : an expectational theory of macro volatility switches
Gaballo, Gaetano
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2755-2770
Persistent link: https://www.econbiz.de/10010348106
Saved in:
43
Fiscal news and macroeconomic volatility
Born, Benjamin
;
Peter, Alexandra
;
Pfeifer, Johannes
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2582-2601
Persistent link: https://www.econbiz.de/10010348116
Saved in:
44
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
45
Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen
;
Verschoor, Willem F. C.
;
Wolff, Christiaan …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 719-735
Persistent link: https://www.econbiz.de/10009554305
Saved in:
46
Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1193-1211
Persistent link: https://www.econbiz.de/10009655726
Saved in:
47
Inflation and output volatility under asymmetric incomplete information
Carboni, Giacomo
;
Ellison, Martin
- In:
Journal of economic dynamics & control
35
(
2011
)
1
,
pp. 40-51
Persistent link: https://www.econbiz.de/10009127690
Saved in:
48
A banking explanation of the US velocity of money : 1919 – 2004
Benk, Szilárd
;
Gillman, Max
;
Kejak, Michal
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 765-779
Persistent link: https://www.econbiz.de/10003966529
Saved in:
49
Inflation targeting as a means of achieving disinflation
Saborowski, Christian
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2510-2532
Persistent link: https://www.econbiz.de/10009127980
Saved in:
50
Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
McCulloch, J. …
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1314-1331
Persistent link: https://www.econbiz.de/10003844236
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->