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~isPartOf:"Journal of econometrics"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
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Capital income
192
Kapitaleinkommen
192
Volatility
77
Volatilität
77
Theorie
59
Theory
59
Estimation
57
Schätzung
57
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Todorov, Viktor
9
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6
Xiu, Dacheng
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5
Mykland, Per A.
5
Tauchen, George Eugene
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Demetrescu, Matei
4
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Shephard, Neil G.
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Aït-Sahalia, Yacine
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Bandi, Federico M.
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Diebold, Francis X.
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Li, Yingying
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Ling, David C.
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Naranjo, Andy
3
Peng, Liang
3
Renault, Eric
3
Sirmans, Clemon F.
3
Timmermann, Allan
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2
Asai, Manabu
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2
Li, Jia
2
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2
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2
Lockwood, Larry Joseph
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
725
Working paper / National Bureau of Economic Research, Inc.
694
Journal of banking & finance
588
NBER Working Paper
560
Finance research letters
549
International review of financial analysis
483
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466
The journal of finance : the journal of the American Finance Association
398
Journal of empirical finance
375
Pacific-Basin finance journal
366
Applied financial economics
356
International review of economics & finance : IREF
339
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314
Applied economics letters
276
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274
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256
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253
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250
Review of quantitative finance and accounting
249
The European journal of finance
244
Research in international business and finance
243
CESifo working papers
213
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
211
Economics letters
206
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204
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146
Journal of international money and finance
143
Research paper series / Swiss Finance Institute
142
The journal of asset management
140
International journal of economics and financial issues : IJEFI
135
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ECONIS (ZBW)
197
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
10
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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