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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
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Zeitreihenanalyse
Volatilität
Theorie
2,321
Theory
2,321
Estimation theory
657
Schätztheorie
657
Time series analysis
516
Nichtparametrisches Verfahren
211
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211
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Phillips, Peter C. B.
26
Hong, Yongmiao
11
Yu, Jun
10
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Koop, Gary
8
Park, Joon Y.
8
Robinson, Peter M.
8
Saikkonen, Pentti
8
Xiao, Zhijie
8
Aït-Sahalia, Yacine
7
Chen, Xiaohong
7
Swanson, Norman R.
7
Cavaliere, Giuseppe
6
Hallin, Marc
6
Johansen, Søren
6
Jong, Robert M. de
6
Mariano, Roberto S.
6
McAleer, Michael
6
Perron, Pierre
6
Renault, Eric
6
Teräsvirta, Timo
6
Velasco, Carlos
6
Andersen, Torben
5
Bierens, Herman J.
5
Bollerslev, Tim
5
Breitung, Jörg
5
Chen, Bin
5
Choi, In
5
Gao, Jiti
5
Gouriéroux, Christian
5
Lieberman, Offer
5
Moon, Hyungsik Roger
5
Schorfheide, Frank
5
Tauchen, George Eugene
5
Todorov, Viktor
5
Vogelsang, Timothy J.
5
Zakoïan, Jean-Michel
5
Abadir, Karim Maher
4
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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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Econometric theory
Journal of econometrics
Economics letters
340
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
256
NBER working paper series
221
Working paper / National Bureau of Economic Research, Inc.
216
NBER Working Paper
209
Discussion paper / Tinbergen Institute
207
Econometric reviews
166
Economic modelling
165
Applied economics
151
Journal of economic dynamics & control
127
Journal of banking & finance
126
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126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Discussion paper / Centre for Economic Policy Research
116
Journal of applied econometrics
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
101
Energy economics
99
Finance research letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Journal of international money and finance
90
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International journal of theoretical and applied finance
85
Journal of financial economics
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
EUI working paper / ECO
77
International review of financial analysis
76
International review of economics & finance : IREF
75
CESifo working papers
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
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ECONIS (ZBW)
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1
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
2
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
3
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
4
Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
Saved in:
5
Panel estimates of the gender earnings gap : individual-specific intercept and individual-specific slope models
Polachek, Solomon W.
- In:
Journal of econometrics
61
(
1994
),
pp. 23-42
Persistent link: https://www.econbiz.de/10001331774
Saved in:
6
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
7
Analysis of time series subject to changes in regime
Hamilton, James D.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 39-70
Persistent link: https://www.econbiz.de/10001332080
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8
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
9
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
Saved in:
10
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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