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~language:"eng"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation
Volatilität
Theory
217,101
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216,997
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Gupta, Rangan
266
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195
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141
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123
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117
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108
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100
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99
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96
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96
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93
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91
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89
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81
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73
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72
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70
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69
Xuan Vinh Vo
69
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66
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65
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65
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65
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63
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60
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58
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58
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57
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56
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55
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55
Hsing, Yu
54
Moosa, Imad A.
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Demirer, Rıza
51
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Zhang, Yaojie
50
Egger, Peter
48
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48
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Brussels European and Global Economic Laboratory
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Conference on Employment and Development <2015, Bonn>
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Conference on Realized Volatility <2006, Montréal>
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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Italian Congress of Econometrics and Empirical Economics <4, 2011, Pisa>
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National Bureau of Economic Research
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Applied economics letters
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Economics letters
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Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
782
Journal of banking & finance
725
International review of economics & finance : IREF
704
Journal of econometrics
682
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632
International review of financial analysis
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Journal of international money and finance
603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
431
Journal of international financial markets, institutions & money
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Research in international business and finance
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Journal of applied econometrics
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Journal of financial economics
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The empirical economics letters : a monthly international journal of economics
353
Journal of economic dynamics & control
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The American economic review
346
International journal of finance & economics : IJFE
332
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
International journal of economics and financial issues : IJEFI
323
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
322
International journal of economics and finance
321
Labour economics : official journal of the European Association of Labour Economists
315
Journal of macroeconomics
314
International Journal of Energy Economics and Policy : IJEEP
308
European economic review : EER
304
The European journal of finance
298
The journal of finance : the journal of the American Finance Association
298
International journal of theoretical and applied finance
279
International journal of forecasting
273
Cogent economics & finance
272
Pacific-Basin finance journal
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ECONIS (ZBW)
65,113
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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
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:
9
Alternative measures of price inflation and the perception of real income in Germany
Israel, Karl-Friedrich
;
Schnabl, Gunther
- In:
The world economy : the leading journal on …
47
(
2024
)
2
,
pp. 618-636
Persistent link: https://www.econbiz.de/10014480949
Saved in:
10
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
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