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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Estimation
1,400
Schätzung
1,390
Theorie
472
Theory
472
Estimation theory
345
Schätztheorie
345
Volatilität
239
Time series analysis
217
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217
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213
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213
Panel
184
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184
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170
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153
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Aufsatz in Zeitschrift
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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
Patton, Andrew J.
4
Caporin, Massimiliano
3
Dijk, Dick van
3
Fan, Jianqing
3
Francq, Christian
3
Karanasos, Menelaos
3
McAleer, Michael
3
Pan, Zhiyuan
3
Park, Joon Y.
3
Tse, Yiu Kuen
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zheng, Xu
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
Creal, Drew
2
Dimitrakopoulos, Stefanos
2
Dong, Yingjie
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Gupta, Rangan
2
Hallin, Marc
2
Harvey, Andrew C.
2
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2
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Economics letters
Journal of econometrics
Journal of empirical finance
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Economic modelling
129
International review of financial analysis
112
Journal of banking & finance
112
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
96
Applied financial economics
93
Journal of international money and finance
92
Journal of international financial markets, institutions & money
80
Research in international business and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
International journal of finance & economics : IJFE
62
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The European journal of finance
53
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and finance
38
International Journal of Energy Economics and Policy : IJEEP
37
Pacific-Basin finance journal
36
Quantitative finance
36
Journal of forecasting
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
International journal of economics and financial issues : IJEFI
34
The journal of finance : the journal of the American Finance Association
33
Journal of financial econometrics
32
Econometric reviews
31
Journal of applied econometrics
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ECONIS (ZBW)
272
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1
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10
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272
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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
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
7
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
8
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
9
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
10
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
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