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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation"
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Volatilität
Statistische Verteilung
Estimation
771
Schätzung
766
Estimation theory
228
Schätztheorie
228
Theorie
225
Theory
225
Volatility
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Kapitaleinkommen
142
Börsenkurs
140
Share price
140
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
Regressionsanalyse
99
USA
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United States
98
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75
ARCH-Modell
75
Aktienmarkt
69
Stock market
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Cointegration
51
Kointegration
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51
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51
Welt
50
World
50
Bayes-Statistik
48
Bayesian inference
48
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48
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48
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46
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46
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Undetermined
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Article
221
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Article in journal
Aufsatz in Zeitschrift
221
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English
221
Author
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Todorov, Viktor
13
Bollerslev, Tim
8
Gupta, Rangan
7
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Pierdzioch, Christian
5
Zhu, Huiming
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Asai, Manabu
3
Francq, Christian
3
Ghysels, Eric
3
Paolella, Marc S.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Christensen, Kim
2
Creal, Drew
2
Dai, Zhifeng
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Ho, Kin-Yip
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
145
Applied economics
143
Finance research letters
122
Economic modelling
121
International review of economics & finance : IREF
116
International review of financial analysis
105
Journal of banking & finance
90
Journal of empirical finance
84
Applied economics letters
82
Applied financial economics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Research in international business and finance
72
Journal of international financial markets, institutions & money
71
Journal of international money and finance
69
The journal of futures markets
68
Economics letters
67
Journal of risk and financial management : JRFM
57
International journal of forecasting
53
The European journal of finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
International journal of finance & economics : IJFE
45
Journal of financial economics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
International Journal of Energy Economics and Policy : IJEEP
37
Quantitative finance
37
Pacific-Basin finance journal
35
Econometric reviews
32
International journal of economics and finance
32
Journal of economic dynamics & control
32
Journal of forecasting
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Journal of applied econometrics
29
Cogent economics & finance
28
Risks : open access journal
28
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ECONIS (ZBW)
221
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221
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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
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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