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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~subject:"Wettbewerb"
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Zeitreihenanalyse
Volatility
Wettbewerb
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatilität
125
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114
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114
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104
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Phillips, Peter C. B.
15
Yu, Jun
9
Koop, Gary
8
Aït-Sahalia, Yacine
7
Swanson, Norman R.
7
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Andersen, Torben
5
Bollerslev, Tim
5
Chen, Xiaohong
5
Gouriéroux, Christian
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
McAleer, Michael
5
Tauchen, George Eugene
5
Taylor, Robert
5
Todorov, Viktor
5
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Robinson, Peter M.
4
Rombouts, Jeroen V. K.
4
Schorfheide, Frank
4
Velasco, Carlos
4
Asai, Manabu
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
Chan, Joshua
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
Economics letters
411
International journal of forecasting
343
NBER working paper series
308
Working paper / National Bureau of Economic Research, Inc.
293
NBER Working Paper
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Discussion paper / Centre for Economic Policy Research
269
Journal of forecasting
256
Discussion paper / Tinbergen Institute
247
Econometric theory
198
Economic modelling
190
CESifo working papers
183
Applied economics
171
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170
Econometric reviews
167
Journal of banking & finance
158
Journal of economic dynamics & control
143
Applied economics letters
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
International journal of industrial organization
120
Journal of applied econometrics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
European journal of operational research : EJOR
111
Journal of empirical finance
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Energy economics
106
Journal of financial economics
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
102
Computational economics
102
International review of economics & finance : IREF
101
Finance research letters
97
Journal of international money and finance
94
Management science : journal of the Institute for Operations Research and the Management Sciences
92
Discussion papers / CEPR
90
Discussion paper
87
International journal of theoretical and applied finance
86
Working paper / Department of Econometrics and Business Statistics, Monash University
86
EUI working paper / ECO
84
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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