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Zeitreihenanalyse
768
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765
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511
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479
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479
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340
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Phillips, Peter C. B.
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Aït-Sahalia, Yacine
17
Linton, Oliver
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Andersen, Torben
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Park, Joon Y.
14
Hallin, Marc
13
McAleer, Michael
12
Robinson, Peter M.
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Gao, Jiti
11
Gouriéroux, Christian
11
Koop, Gary
11
Koopman, Siem Jan
11
Mykland, Per A.
11
Patton, Andrew J.
11
Yu, Jun
11
Cavaliere, Giuseppe
10
Ghysels, Eric
10
Leybourne, Stephen James
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Chen, Xiaohong
9
Francq, Christian
9
Li, Jia
9
Rahbek, Anders
9
Shephard, Neil G.
9
Swanson, Norman R.
9
Teräsvirta, Timo
9
Diebold, Francis X.
8
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8
Hong, Yongmiao
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Perron, Pierre
8
Slottje, Daniel Jonathan
8
Velasco, Carlos
8
Xiao, Zhijie
8
Xiu, Dacheng
8
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7
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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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
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Journal of econometrics
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1,765
American journal of agricultural economics
1,655
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1,596
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1,566
The review of economics and statistics
1,543
Economics letters
1,517
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1,463
Journal of banking & finance
1,380
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1,215
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1,084
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1,083
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1,073
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IZA Discussion Papers
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908
International review of financial analysis
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898
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882
International review of economics & finance : IREF
879
Economic inquiry : journal of the Western Economic Association International
876
Journal of money, credit and banking : JMCB
828
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
827
Applied financial economics
807
International journal of forecasting
807
Journal of human resources : JHR
784
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
759
The journal of economic perspectives : EP ; a journal of the American Economic Association
731
Journal of political economy
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ECONIS (ZBW)
1,180
USB Cologne (EcoSocSci)
1
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1
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
2
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:
3
Predicting
volatility
: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
4
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
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
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
Saved in:
8
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
9
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
10
Modeling long memory in stock market
volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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