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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Theory"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Theory
Volatilität
Estimation theory
1,589
Schätztheorie
1,589
Theorie
1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
Nonparametric statistics
535
Estimation
462
Schätzung
457
Regression analysis
449
Regressionsanalyse
449
Statistical test
318
Statistischer Test
318
Volatility
318
Panel
302
Panel study
302
Forecasting model
273
Prognoseverfahren
273
Stochastic process
216
Stochastischer Prozess
216
USA
216
United States
216
Method of moments
203
Momentenmethode
202
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
172
Bayesian inference
172
Statistical distribution
164
Statistische Verteilung
164
Cointegration
161
Kointegration
160
ARCH model
146
ARCH-Modell
146
Capital income
136
Kapitaleinkommen
136
Autocorrelation
134
Autokorrelation
134
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Undetermined
459
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Book / Working Paper
31
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Article in journal
Rezension
Aufsatz in Zeitschrift
1,753
Collection of articles of several authors
22
Sammelwerk
22
Conference proceedings
9
Konferenzschrift
9
Conference paper
5
Konferenzbeitrag
5
Festschrift
3
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2
Übersichtsarbeit
2
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1
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English
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Phillips, Peter C. B.
35
Bollerslev, Tim
21
Tauchen, George Eugene
18
Todorov, Viktor
18
Ghysels, Eric
17
Gouriéroux, Christian
17
Linton, Oliver
17
Swanson, Norman R.
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
15
McAleer, Michael
14
Pesaran, M. Hashem
14
Corradi, Valentina
13
Chib, Siddhartha
12
Patton, Andrew J.
12
Taylor, Robert
12
Andersen, Torben
11
Diebold, Francis X.
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Park, Joon Y.
11
Steel, Mark F. J.
11
Gallant, A. Ronald
10
Mykland, Per A.
10
Renault, Eric
10
Schmidt, Peter
10
Kohn, Robert
9
Robinson, Peter M.
9
Timmermann, Allan
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Xiao, Zhijie
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Lewbel, Arthur
8
Li, Qi
8
Lütkepohl, Helmut
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of econometrics
Economics letters
5,310
European journal of operational research : EJOR
4,802
Journal of economic theory
2,858
Journal of economic dynamics & control
2,442
Computers & operations research : and their applications to problems of world concern ; an international journal
2,327
The American economic review
2,278
Journal of economic behavior & organization : JEBO
2,225
European economic review : EER
1,918
Economic modelling
1,892
International journal of production research
1,882
Games and economic behavior
1,846
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,804
Applied economics
1,800
The economic journal : the journal of the Royal Economic Society
1,750
Journal of public economics
1,712
Journal of banking & finance
1,627
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,491
Energy economics
1,480
Management science : journal of the Institute for Operations Research and the Management Sciences
1,470
Journal of monetary economics
1,386
International economic review
1,344
Public choice
1,343
Social choice and welfare
1,298
Applied economics letters
1,278
Journal of international economics
1,275
International journal of production economics
1,262
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,189
American journal of agricultural economics
1,185
International journal of industrial organization
1,150
Journal of macroeconomics
1,132
Journal of mathematical economics
1,119
International review of economics & finance : IREF
1,086
The Canadian journal of economics
1,082
Journal of economics
1,075
Finance research letters
1,059
Journal of international money and finance
1,056
Southern economic journal
1,049
Journal of political economy
1,028
The review of economic studies
1,023
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ECONIS (ZBW)
1,753
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
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:
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
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
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:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
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
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