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~isPartOf:"Journal of econometrics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~subject:"USA"
~subject:"Volatilität"
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Search: subject_exact:"Trendmodell"
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USA
Volatilität
Time series analysis
687
Zeitreihenanalyse
687
Theorie
331
Theory
331
Estimation theory
308
Schätztheorie
308
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116
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115
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Todorov, Viktor
7
Li, Jia
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Hallin, Marc
4
McAleer, Michael
4
Patton, Andrew J.
4
Barigozzi, Matteo
3
Fan, Jianqing
3
Kong, Xin-Bing
3
Park, Joon Y.
3
Taylor, Robert
3
Wang, Yazhen
3
Asai, Manabu
2
Blasques, F.
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Kim
2
Clinet, Simon
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Gorgi, P.
2
Hounyo, Ulrich
2
Koop, Gary
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Zhi
2
Marcellino, Massimiliano
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
Miller, J. Isaac
2
Mykland, Per A.
2
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2
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Journal of econometrics
Review / Federal Reserve Bank of St. Louis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
International journal of forecasting
100
Discussion paper / Tinbergen Institute
97
Energy economics
77
Applied economics
72
Economic modelling
72
Economics letters
69
Working paper / National Bureau of Economic Research, Inc.
64
Journal of empirical finance
57
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Working paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of applied econometrics
45
Finance research letters
44
Econometric reviews
41
Journal of macroeconomics
39
CREATES research paper
38
The North American journal of economics and finance : a journal of financial economics studies
37
The review of economics and statistics
37
International review of financial analysis
36
CESifo working papers
34
Journal of money, credit and banking : JMCB
34
International review of economics & finance : IREF
33
Discussion paper / Centre for Economic Policy Research
32
The journal of futures markets
31
Applied economics letters
30
Applied financial economics
30
Journal of banking & finance
29
The journal of finance : the journal of the American Finance Association
29
Journal of financial econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
CAMA working paper series
25
Computational economics
25
Journal of economic dynamics & control
25
Journal of risk and financial management : JRFM
24
Quantitative finance
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Journal of monetary economics
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Research in international business and finance
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ECONIS (ZBW)
131
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131
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
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:
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
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
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
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
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:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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