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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Bayesian inference"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Bayesian inference
Volatilität
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
241
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Article
467
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3
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Article in journal
Aufsatz in Zeitschrift
470
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Language
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English
Author
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
16
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Gallant, A. Ronald
9
McAleer, Michael
9
Koop, Gary
8
Meddahi, Nour
8
Xiu, Dacheng
8
Yu, Jun
8
Zhang, Xinyu
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Ghysels, Eric
6
Kim, Donggyu
6
Maheu, John M.
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Asai, Manabu
5
Casarin, Roberto
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Billio, Monica
4
Boswijk, Herman Peter
4
Carriero, Andrea
4
Chib, Siddhartha
4
Fan, Jianqing
4
Francq, Christian
4
Jasiak, Joann
4
Li, Yong
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Energy economics
623
Finance research letters
529
International review of financial analysis
419
Economic modelling
418
Applied economics
417
Journal of banking & finance
390
International review of economics & finance : IREF
351
The North American journal of economics and finance : a journal of financial economics studies
344
The journal of futures markets
344
Economics letters
307
Applied economics letters
281
Journal of empirical finance
280
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
253
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of international money and finance
248
International journal of forecasting
242
Journal of international financial markets, institutions & money
242
Journal of risk and financial management : JRFM
212
Journal of economic dynamics & control
206
Quantitative finance
199
Journal of financial economics
193
Journal of forecasting
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
166
International Journal of Energy Economics and Policy : IJEEP
163
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
The European journal of finance
153
European journal of operational research : EJOR
150
International journal of finance & economics : IJFE
145
Econometric reviews
143
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
Computational economics
134
Journal of financial econometrics : official journal of the Society for Financial Econometrics
133
The review of financial studies
130
Management science : journal of the Institute for Operations Research and the Management Sciences
128
The journal of finance : the journal of the American Finance Association
124
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ECONIS (ZBW)
470
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1
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470
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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
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
3
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
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:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
8
Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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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