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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of econometrics"
~subject:"Statistischer Test"
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Volatilität
Statistischer Test
Estimation
719
Schätzung
714
Estimation theory
226
Schätztheorie
226
Theorie
204
Theory
204
Volatility
134
Time series analysis
133
Zeitreihenanalyse
133
Panel
118
Panel study
118
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Börsenkurs
98
Share price
98
Capital income
93
Kapitaleinkommen
93
Regression analysis
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Regressionsanalyse
91
Cointegration
82
Kointegration
82
Forecasting model
78
Prognoseverfahren
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Kausalanalyse
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49
Stochastic process
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Stochastischer Prozess
48
Aktienmarkt
42
Stock market
42
Factor analysis
40
Faktorenanalyse
40
Panel data
38
Bayes-Statistik
37
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Undetermined
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Article
162
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Article in journal
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162
Conference paper
2
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English
162
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ghysels, Eric
4
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yin, Lianqian
3
Zakoïan, Jean-Michel
3
Abaidoo, Rexford
2
Andreou, Elena
2
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Chen, Jiangrui
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hou, Sizhe
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Li, Yingying
2
Liu, Xiaojie
2
Lu, Xun
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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Published in...
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International journal of economics and finance
Journal of econometrics
Energy economics
142
Applied economics
138
Economic modelling
125
Finance research letters
120
International review of economics & finance : IREF
112
Applied economics letters
106
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
98
Journal of banking & finance
90
Journal of empirical finance
87
Applied financial economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economics letters
76
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
The journal of futures markets
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
International journal of forecasting
54
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
48
The European journal of finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial economics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Quantitative finance
36
Econometric reviews
35
Journal of applied econometrics
35
Journal of financial econometrics
34
Pacific-Basin finance journal
34
Journal of forecasting
32
Journal of economic dynamics & control
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and financial issues : IJEFI
30
Cogent economics & finance
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
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ECONIS (ZBW)
162
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
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:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
7
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:
8
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:
9
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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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