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~isPartOf:"Journal of economic dynamics & control"
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Volatility
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146
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Branger, Nicole
4
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Journal of economic dynamics & control
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
466
NBER Working Paper
416
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
261
Applied economics letters
257
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
244
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
International journal of forecasting
140
International journal of finance & economics : IJFE
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Journal of forecasting
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ECONIS (ZBW)
146
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1
Conditional
volatility
, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
Saved in:
2
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:
3
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan
;
Ruelke, Jan-Christoph
;
Stadtmann, Georg
- In:
Journal of economic dynamics & control
36
(
2012
)
9
,
pp. 1349-1363
Persistent link: https://www.econbiz.de/10009655669
Saved in:
4
A conditional extreme value
volatility
estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
5
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:
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
On fiscal and monetary policy-induced macroeconomic
volatility
dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
8
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:
9
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:
10
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
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