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~subject:"Volatilität"
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Volatilität
Theorie
1,635
Theory
1,635
Estimation
191
Schätzung
191
Geldpolitik
146
Monetary policy
146
Time series analysis
112
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76
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Kiani, Khurshid M.
2
Li, Yong
2
Lin, Shih-kuei
2
Abbas, Qaisar
1
Agliari, Anna
1
Alemany, Nuria
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
Apergēs, Nikolaos
1
Aragó, Vicent
1
Avdoulas, Christos
1
Ayub, Usman
1
Balke, Nathan S.
1
Barauskaite, Kristina
1
Barthélémy, Fabrice
1
Batabyal, Sourav
1
Bekiros, Stelios
1
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1
Bhatti, Muhammad Ishaq
1
Bosupeng, Mpho
1
Boubaker, Sabri
1
Broll, Michael
1
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1
Cai, Xiao Jing
1
Cao, Yufei
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
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1
Ciciretti, Vito
1
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1
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1
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Economic modelling
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
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
Discussion paper / Centre for Economic Policy Research
78
Finance research letters
77
International journal of theoretical and applied finance
76
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
Journal of economic dynamics & control
70
Working paper
66
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
Energy economics
56
International review of economics & finance : IREF
56
Journal of forecasting
55
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
Journal of monetary economics
40
CREATES research paper
39
The journal of futures markets
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ECONIS (ZBW)
76
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1
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
2
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
3
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
4
Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem
;
Fazilet, Fatih
;
Tekatli, Necati
- In:
Economic modelling
49
(
2015
),
pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
Saved in:
5
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
6
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
7
On the sources of the Great Moderation : role of monetary policy and intermediate inputs
Batabyal, Sourav
;
Islam, Faridul
;
Khaznaji, Maher
- In:
Economic modelling
74
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012101308
Saved in:
8
Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping
;
Xiong, Xiong
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Economic modelling
64
(
2017
),
pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
Saved in:
9
Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos
;
Eleftheriou, Sophia
- In:
Economic modelling
57
(
2016
),
pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
Saved in:
10
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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