Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dichtotomous rate in stock-pri...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,693
Theory
1,693
Estimation theory
809
Schätztheorie
809
Estimation
622
Schätzung
620
Time series analysis
474
Zeitreihenanalyse
474
Volatility
340
Volatilität
340
Nichtparametrisches Verfahren
258
Nonparametric statistics
258
Regression analysis
220
Regressionsanalyse
220
Forecasting model
215
Prognoseverfahren
215
Stochastic process
206
Stochastischer Prozess
206
Panel
195
Panel study
195
Statistical test
161
Statistischer Test
161
Markov chain
140
Markov-Kette
140
Capital income
132
Kapitaleinkommen
132
Monte Carlo simulation
131
Monte-Carlo-Simulation
131
ARCH model
130
ARCH-Modell
130
Bayes-Statistik
125
Bayesian inference
125
USA
122
United States
122
Statistical distribution
111
Statistische Verteilung
111
Börsenkurs
108
Share price
107
Cointegration
105
Kointegration
105
more ...
less ...
Online availability
All
Undetermined
769
Free
18
Type of publication
All
Article
2,304
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
2,309
Aufsatz in Zeitschrift
2,309
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
18
Conference paper
15
Konferenzbeitrag
15
Conference proceedings
14
Festschrift
9
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,345
Undetermined
1
Author
All
Phillips, Peter C. B.
42
Linton, Oliver
25
Aït-Sahalia, Yacine
22
Bollerslev, Tim
22
Lee, Lung-fei
20
Pesaran, M. Hashem
20
Taylor, Robert
20
Todorov, Viktor
20
Gouriéroux, Christian
19
Koop, Gary
19
Tauchen, George Eugene
19
Ghysels, Eric
18
Hsiao, Cheng
18
Li, Qi
17
Swanson, Norman R.
17
McAleer, Michael
16
Schmidt, Peter
16
Yu, Jun
16
Andersen, Torben
15
Diebold, Francis X.
15
Patton, Andrew J.
15
Timmermann, Allan
15
Baltagi, Badi H.
14
Corradi, Valentina
14
Granger, C. W. J.
14
Park, Joon Y.
13
Bai, Jushan
12
Chen, Songnian
12
Chib, Siddhartha
12
Dijk, Herman K. van
12
Gallant, A. Ronald
12
Koopman, Siem Jan
12
Mykland, Per A.
12
Robinson, Peter M.
12
Su, Liangjun
12
White, Halbert
12
Gao, Jiti
11
Kapetanios, George
11
Maasoumi, Esfandiar
11
Ng, Serena
11
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
10,900
NBER Working Paper
9,984
Working paper / National Bureau of Economic Research, Inc.
9,663
Economics letters
6,378
European journal of operational research : EJOR
6,294
Discussion paper / Centre for Economic Policy Research
5,999
CESifo working papers
5,377
Discussion paper series / IZA
5,116
Working paper
4,132
Applied economics
3,690
IZA Discussion Paper
3,147
Discussion paper / Tinbergen Institute
2,994
Journal of economic theory
2,935
The American economic review
2,935
Economic modelling
2,839
CESifo Working Paper
2,801
Journal of economic dynamics & control
2,779
Discussion paper
2,775
Applied economics letters
2,774
Journal of banking & finance
2,629
Computers & operations research : and their applications to problems of world concern ; an international journal
2,623
Finance research letters
2,597
Journal of economic behavior & organization : JEBO
2,580
IZA Discussion Papers
2,555
International journal of production research
2,511
CESifo Working Paper Series
2,354
The economic journal : the journal of the Royal Economic Society
2,337
European economic review : EER
2,287
Europäische Hochschulschriften / 5
2,276
Discussion papers / CEPR
2,261
Energy economics
2,222
SpringerLink / Bücher
2,088
Management science : journal of the Institute for Operations Research and the Management Sciences
2,074
Journal of public economics
2,016
Games and economic behavior
1,917
International review of economics & finance : IREF
1,911
IMF working papers
1,881
Discussion paper / Center for Economic Research, Tilburg University
1,849
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
more ...
less ...
Source
All
ECONIS (ZBW)
2,346
Showing
1
-
10
of
2,346
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
2
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
3
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
4
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
6
Incorporating overnight and intraday returns into multivariate GARCH
volatility
models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
7
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
