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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Theory
Volatilität
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
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134
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Undetermined
459
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Article
1,753
Book / Working Paper
31
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Article in journal
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1,784
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
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Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
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English
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Phillips, Peter C. B.
37
Bollerslev, Tim
21
Gouriéroux, Christian
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Ghysels, Eric
17
Linton, Oliver
17
Swanson, Norman R.
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
McAleer, Michael
16
Pesaran, M. Hashem
14
Corradi, Valentina
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Patton, Andrew J.
12
Taylor, Robert
12
Andersen, Torben
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Mykland, Per A.
11
Park, Joon Y.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
Barnett, William A.
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Economics letters
5,309
European journal of operational research : EJOR
4,951
Journal of economic theory
2,871
Journal of economic dynamics & control
2,491
Computers & operations research : and their applications to problems of world concern ; an international journal
2,331
The American economic review
2,279
Journal of economic behavior & organization : JEBO
2,233
International journal of production research
1,943
Economic modelling
1,932
European economic review : EER
1,925
Games and economic behavior
1,863
Applied economics
1,813
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,813
Journal of public economics
1,721
Journal of banking & finance
1,636
Energy economics
1,563
Management science : journal of the Institute for Operations Research and the Management Sciences
1,511
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,492
Journal of monetary economics
1,399
The economic journal : the journal of the Royal Economic Society
1,371
International economic review
1,358
Public choice
1,351
Social choice and welfare
1,311
International journal of production economics
1,291
Applied economics letters
1,289
Journal of international economics
1,271
Finance research letters
1,256
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,197
American journal of agricultural economics
1,187
International journal of industrial organization
1,175
Journal of macroeconomics
1,147
International review of economics & finance : IREF
1,145
Journal of mathematical economics
1,124
Journal of international money and finance
1,079
The Canadian journal of economics
1,070
Journal of political economy
1,035
The review of economic studies
1,023
Insurance / Mathematics & economics
1,020
Operations research letters
1,017
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ECONIS (ZBW)
1,784
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1
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10
of
1,784
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date (oldest first)
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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