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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Journal of econometrics"
~subject:"Method of moments"
~subject:"Volatility"
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Agency theory
Moral Hazard
Method of moments
Volatility
Theorie
1,607
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1,607
Estimation theory
368
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368
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326
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Gallant, A. Ronald
5
Renault, Eric
5
Tauchen, George Eugene
5
Andersen, Torben
4
Hallin, Marc
4
Lee, Lung-fei
4
McAleer, Michael
4
Schmidt, Peter
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Nielsen, Morten Ørregaard
3
Sun, Yixiao
3
Yu, Jun
3
Ahn, Seung Chan
2
Baltagi, Badi H.
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
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2
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2
Chen, Xiaohong
2
Christensen, Bent Jesper
2
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2
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2
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2
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2
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2
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2
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2
Harvey, Andrew C.
2
Hwang, Jungbin
2
Inoue, Atsushi
2
Jasiak, Joann
2
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Journal of econometrics
NBER working paper series
273
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250
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246
Economics letters
225
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162
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134
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98
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98
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94
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88
The Rand journal of economics
86
International review of economics & finance : IREF
81
Economic theory : official journal of the Society for the Advancement of Economic Theory
80
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79
International journal of theoretical and applied finance
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ECONIS (ZBW)
202
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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
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:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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