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~isPartOf:"Journal of econometrics"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
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Finanzmarkt
Kapitaleinkommen
Schätzung
461
Estimation
460
Estimation theory
231
Schätztheorie
231
Theorie
203
Theory
203
Time series analysis
117
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117
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112
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Todorov, Viktor
8
Bollerslev, Tim
6
Andersen, Torben
5
Tauchen, George Eugene
5
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Diebold, Francis X.
3
Engle, Robert F.
3
Renault, Eric
3
Veredas, David
3
Andreou, Elena
2
Boswijk, Herman Peter
2
Fan, Jianqing
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Halbleib, Roxana
2
Kim, Donggyu
2
Kristensen, Dennis
2
Li, Jia
2
Li, Yingying
2
Mayer, Walter James
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Scaillet, Olivier
2
Taylor, Robert
2
Yang, Xiye
2
Zakoïan, Jean-Michel
2
Zhang, Zhengjun
2
Zhou, Hao
2
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Barigozzi, Matteo
1
Bekaert, Geert
1
Belongia, Michael T.
1
Bibinger, Markus
1
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Journal of econometrics
NBER working paper series
620
Working paper / National Bureau of Economic Research, Inc.
598
NBER Working Paper
491
Journal of banking & finance
336
Finance research letters
308
International review of financial analysis
281
Discussion paper / Centre for Economic Policy Research
273
IMF working papers
256
International review of economics & finance : IREF
230
Journal of financial economics
228
Applied economics
222
Economic modelling
221
Research in international business and finance
183
Journal of international financial markets, institutions & money
172
Working paper
172
Journal of international money and finance
171
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168
IMF working paper
167
Staff working paper / Bank of Canada
165
The North American journal of economics and finance : a journal of financial economics studies
164
Journal of empirical finance
160
Applied economics letters
157
Pacific-Basin finance journal
152
Economics letters
151
The European journal of finance
146
International journal of economics and finance
144
Journal of economic dynamics & control
143
Applied financial economics
138
CESifo working papers
134
Policy research working paper : WPS
121
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
120
Working paper series / European Central Bank
120
The journal of finance : the journal of the American Finance Association
118
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
117
Journal of risk and financial management : JRFM
112
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
111
Management science : journal of the Institute for Operations Research and the Management Sciences
107
Discussion paper
106
Research paper series / Swiss Finance Institute
103
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100
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ECONIS (ZBW)
91
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1
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
2
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
3
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
5
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
Saved in:
6
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
7
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
8
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
9
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
10
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
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