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~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
Schätzung
461
Estimation
460
Estimation theory
231
Schätztheorie
231
Theorie
203
Theory
203
Zeitreihenanalyse
117
Volatility
112
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112
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Todorov, Viktor
11
Bollerslev, Tim
8
Tauchen, George Eugene
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Phillips, Peter C. B.
4
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Rombouts, Jeroen V. K.
3
Taylor, Robert
3
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3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Diebold, Francis X.
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Fulop, Andras
2
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2
Grynkiv, Iaryna
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
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2
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2
La Vecchia, Davide
2
Li, Junye
2
Li, Kunpeng
2
Li, Yingying
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
Paolella, Marc S.
2
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Journal of econometrics
Applied economics
207
Finance research letters
184
Economic modelling
183
Journal of banking & finance
175
Working paper / National Bureau of Economic Research, Inc.
174
Applied economics letters
162
International review of financial analysis
157
NBER working paper series
157
International review of economics & finance : IREF
153
Journal of financial economics
145
Journal of empirical finance
144
NBER Working Paper
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Applied financial economics
127
The North American journal of economics and finance : a journal of financial economics studies
119
CESifo working papers
110
Economics letters
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
International journal of forecasting
101
Journal of international financial markets, institutions & money
100
Pacific-Basin finance journal
98
Working paper
94
Energy economics
90
Research in international business and finance
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
86
Journal of international money and finance
83
The European journal of finance
83
Discussion paper / Tinbergen Institute
79
Journal of forecasting
79
Review of quantitative finance and accounting
70
International journal of economics and finance
69
Discussion paper / Centre for Economic Policy Research
68
Journal of risk and financial management : JRFM
68
International journal of finance & economics : IJFE
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Journal of economic dynamics & control
57
Econometric reviews
56
Cogent economics & finance
53
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ECONIS (ZBW)
150
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
10
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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