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Volatility in the knowledge ec...
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Volatility
340
Volatilität
340
Estimation theory
143
Schätztheorie
143
Theorie
141
Theory
141
Stochastic process
120
Stochastischer Prozess
120
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116
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116
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English
362
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Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
15
Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
Patton, Andrew J.
9
Li, Jia
8
Meddahi, Nour
8
Xiu, Dacheng
8
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Koopman, Siem Jan
6
Zhang, Lan
6
Asai, Manabu
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Yu, Jun
4
Zaffaroni, Paolo
4
Zheng, Xinghua
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
1,021
Energy economics
955
Working paper / National Bureau of Economic Research, Inc.
937
NBER Working Paper
908
Finance research letters
706
Economic modelling
676
Brookings Papers on Economic Activity
657
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601
Applied economics
597
MPRA Paper
513
Discussion paper / Centre for Economic Policy Research
511
CESifo working papers
468
International review of economics & finance : IREF
459
International review of financial analysis
448
Journal of banking & finance
440
Economics letters
411
The journal of futures markets
383
The North American journal of economics and finance : a journal of financial economics studies
369
Journal of economic dynamics & control
352
Applied economics letters
332
Discussion paper / Tinbergen Institute
311
Research in international business and finance
304
IMF working papers
280
Journal of empirical finance
278
Journal of international financial markets, institutions & money
278
Journal of international money and finance
273
Applied financial economics
269
Journal of mathematical economics
259
International journal of theoretical and applied finance
258
Economic theory : official journal of the Society for the Advancement of Economic Theory
241
CESifo Working Paper Series
230
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227
CEPR Discussion Papers
226
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226
Journal of financial economics
217
Quantitative finance
214
IMF Working Papers
209
Journal of economic theory
209
Journal of policy modeling : JPMOD ; a social science forum of world issues
207
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ECONIS (ZBW)
361
USB Cologne (EcoSocSci)
1
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1
The value of news for economic developments
Larsen, Vegard Høghaug
;
Thorsrud, Leif Anders
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 203-218
Persistent link: https://www.econbiz.de/10012303395
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2
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
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3
Estimating variable returns to scale production frontiers with alternative stochastic assumptions
Griffiths, William E.
;
O'Donnell, Christopher John
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 385-409
Persistent link: https://www.econbiz.de/10002647848
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4
Product diversification, production systems, and economic performance in US agricultural production
Morrison, Catherine J.
;
Nehring, Richard Frederick
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 525-548
Persistent link: https://www.econbiz.de/10002647889
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5
Decompositions of profitability change using cost functions
Diewert, Walter E.
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 58-66
Persistent link: https://www.econbiz.de/10010506088
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6
Estimation of technical and allocative inefficiency : a primal system approach
Kumbhakar, Subal
;
Wang, Hung-jen
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 419-440
Persistent link: https://www.econbiz.de/10003374327
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7
Estimation of stochastic frontier production functions with input-oriented technical efficiency
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 71-96
Persistent link: https://www.econbiz.de/10003354238
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8
Panel data analysis of US coal productivity
Stoker, Thomas Martin
;
Berndt, Ernst R.
;
Ellerman, A. Denny
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002905095
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9
On the estimation of returns to scale, technical progress and monopolistic markups
Diewert, Walter E.
;
Fox, Kevin J.
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 174-193
Persistent link: https://www.econbiz.de/10003776454
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10
A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10011743780
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