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~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatilität"
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Volatilität
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Branger, Nicole
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Journal of economic dynamics & control
Journal of econometrics
264
NBER working paper series
239
Journal of banking & finance
212
NBER Working Paper
212
International journal of theoretical and applied finance
211
Working paper / National Bureau of Economic Research, Inc.
204
Finance research letters
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Quantitative finance
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Journal of empirical finance
135
Economics letters
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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ECONIS (ZBW)
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1
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:
2
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:
3
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
4
Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan
;
Finkelstein Shapiro, Alan
- In:
Journal of economic dynamics & control
99
(
2019
),
pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
Saved in:
5
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:
6
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:
7
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:
8
Moderating noise-driven macroeconomic fluctuations under dispersed information
Adams, Jonathan J.
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014480347
Saved in:
9
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
10
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
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