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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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Agency theory
Moral Hazard
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Theorie
1,572
Theory
1,572
Estimation theory
366
Schätztheorie
366
Time series analysis
319
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
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3
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3
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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
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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
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2
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2
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2
Schorfheide, Frank
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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1
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Journal of econometrics
Economics letters
196
Journal of economic theory
186
Journal of banking & finance
157
Journal of economic behavior & organization : JEBO
131
Journal of economic dynamics & control
109
Journal of financial economics
108
The review of financial studies
104
Finance research letters
98
Economic modelling
96
European economic review : EER
93
The Rand journal of economics
86
Journal of empirical finance
85
Economic theory : official journal of the Society for the Advancement of Economic Theory
79
International review of economics & finance : IREF
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Games and economic behavior
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International journal of theoretical and applied finance
78
The journal of finance : the journal of the American Finance Association
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International journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of financial analysis
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
71
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The American economic review
69
Applied economics
66
Journal of international money and finance
66
International economic review
64
Journal of institutional and theoretical economics : JITE
63
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63
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62
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60
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The journal of law, economics, & organization
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The review of economic studies
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
125
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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
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:
9
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
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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