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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Theory
Estimation
661
Schätzung
656
Estimation theory
249
Schätztheorie
249
Theorie
243
Time series analysis
175
Zeitreihenanalyse
175
Volatility
144
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
Panel
105
Panel study
105
Regression analysis
100
Regressionsanalyse
100
USA
86
United States
86
Capital income
82
Kapitaleinkommen
82
Forecasting model
78
Prognoseverfahren
78
Börsenkurs
71
Share price
71
Stochastic process
57
Stochastischer Prozess
57
ARCH model
56
ARCH-Modell
56
Bayes-Statistik
50
Bayesian inference
50
Markov chain
50
Markov-Kette
50
Cointegration
48
Kointegration
48
VAR model
42
VAR-Modell
42
Factor analysis
40
Faktorenanalyse
40
Statistical distribution
40
Statistische Verteilung
40
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Article
334
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1
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Article in journal
Aufsatz in Zeitschrift
335
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1
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English
335
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Koop, Gary
7
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Ghysels, Eric
4
Zakoïan, Jean-Michel
4
Fabozzi, Frank J.
3
Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Martin, Vance
3
McAleer, Michael
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Barnett, William A.
2
Bibinger, Markus
2
Billio, Monica
2
Botosaru, Irene
2
Casarin, Roberto
2
Chan, Joshua
2
Chevallier, Julien
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fazzari, Steven M.
2
Fernández, Carmen
2
Franses, Philip Hans
2
Fulop, Andras
2
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
464
Economic modelling
319
Economics letters
280
Applied economics letters
249
Journal of international money and finance
225
Energy economics
222
International review of economics & finance : IREF
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Journal of banking & finance
180
Finance research letters
173
Journal of applied econometrics
164
Applied financial economics
156
International review of financial analysis
152
Journal of empirical finance
152
Journal of economic dynamics & control
151
Journal of macroeconomics
147
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of monetary economics
122
Journal of financial economics
114
Journal of international economics
114
Macroeconomic dynamics
113
The review of economics and statistics
112
European economic review : EER
110
International journal of forecasting
106
International journal of finance & economics : IJFE
105
Journal of international financial markets, institutions & money
103
Journal of money, credit and banking : JMCB
100
The European journal of finance
98
The American economic review
91
The journal of futures markets
91
Journal of forecasting
90
The journal of finance : the journal of the American Finance Association
89
Journal of urban economics
87
Journal of risk and financial management : JRFM
84
Research in international business and finance
82
Econometric reviews
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
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ECONIS (ZBW)
335
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
4
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:
5
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:
6
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:
7
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
8
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:
9
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:
10
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
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