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United States
Volatility
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Bollerslev, Tim
3
Engle, Robert F.
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Zhou, Hao
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1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
320
The journal of futures markets
127
Discussion paper / Centre for Economic Policy Research
89
The review of financial studies
85
Journal of banking & finance
60
The review of economics and statistics
60
The journal of finance : the journal of the American Finance Association
59
NBER working paper series
58
Applied financial economics
49
Discussion paper series / IZA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of financial and quantitative analysis : JFQA
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Working paper
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Energy economics
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Finance and economics discussion series
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
43
The American economic review
42
Journal of empirical finance
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Journal of human resources : JHR
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Economics letters
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Journal of money, credit and banking : JMCB
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Economic modelling
29
International review of economics & finance : IREF
29
Journal of international financial markets, institutions & money
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Finance research letters
27
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Journal of economics & business
25
CESifo working papers
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Staff reports / Federal Reserve Bank of New York
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1
Credible interval estimates for official statistics with survey nonresponse
Manski, Charles F.
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 293-301
Persistent link: https://www.econbiz.de/10011610537
Saved in:
2
A real-time data set for macroeconomists
Croushore, Dean Darrell
;
Stark, Tom
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10001617151
Saved in:
3
Calculating compensation in cases of wrongful death
Lewbel, Arthur
- In:
Journal of econometrics
113
(
2003
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001739287
Saved in:
4
Long-term equity anticipation securities and stock market
volatility
dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
5
The detection and estimation of long memory in stochastic
volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
6
Estimating continuous-time stochastic
volatility
models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
7
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
8
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
9
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
10
A generalized bivariate mixture model for stock price
volatility
and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
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