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~isPartOf:"Journal of econometrics"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~language:"eng"
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Capital income
192
Kapitaleinkommen
192
Volatility
77
Volatilität
77
Theorie
59
Theory
59
Estimation
57
Schätzung
57
Börsenkurs
50
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50
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49
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49
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47
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32
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195
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197
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Ambrose, Brent William
3
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Li, Yingying
3
Ling, David C.
3
Naranjo, Andy
3
Peng, Liang
3
Renault, Eric
3
Sirmans, Clemon F.
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Bond, Shaun A.
2
Capozza, Dennis R.
2
Fisher, Jeffrey D.
2
Gallo, John Gregory
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Lee, Dong Wook
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
Lockwood, Larry Joseph
2
McAleer, Michael
2
Paolella, Marc S.
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Real estate economics : journal of the American Real Estate and Urban Economics Association
NBER working paper series
726
Working paper / National Bureau of Economic Research, Inc.
694
Finance research letters
640
Journal of banking & finance
588
NBER Working Paper
560
International review of financial analysis
506
Journal of financial economics
466
The journal of finance : the journal of the American Finance Association
401
Pacific-Basin finance journal
383
Journal of empirical finance
380
Applied financial economics
356
International review of economics & finance : IREF
356
Applied economics
320
Applied economics letters
282
The review of financial studies
272
Research in international business and finance
270
Journal of international financial markets, institutions & money
259
Journal of financial and quantitative analysis : JFQA
258
The European journal of finance
256
Review of quantitative finance and accounting
250
The North American journal of economics and finance : a journal of financial economics studies
250
CESifo working papers
217
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
211
Economics letters
206
Discussion paper / Centre for Economic Policy Research
204
Economic modelling
196
Management science : journal of the Institute for Operations Research and the Management Sciences
191
International journal of economics and finance
183
Working paper
179
Energy economics
166
Journal of risk and financial management : JRFM
166
The journal of real estate finance and economics
164
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
156
Investment management and financial innovations
146
Journal of international money and finance
145
Research paper series / Swiss Finance Institute
142
International journal of economics and financial issues : IJEFI
140
The journal of asset management
140
Journal of financial markets
137
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ECONIS (ZBW)
197
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197
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1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
3
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
8
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
9
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
10
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
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