//--> //--> //--> //-->
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
How does news sentiment impact...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
619
Schätzung
617
Estimation theory
531
Schätztheorie
531
Theorie
462
Theory
462
Volatility
340
Volatilität
340
Time series analysis
311
Zeitreihenanalyse
311
Forecasting model
298
Prognoseverfahren
298
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
ARCH model
173
ARCH-Modell
173
Stochastic process
156
Stochastischer Prozess
156
Regression analysis
150
Regressionsanalyse
150
Markov chain
140
Markov-Kette
140
Panel
123
Panel study
123
Capital income
111
Kapitaleinkommen
111
Börsenkurs
108
Share price
107
Bayes-Statistik
103
Bayesian inference
103
Monte Carlo simulation
94
Monte-Carlo-Simulation
94
USA
88
United States
88
Statistical test
84
Statistischer Test
84
Statistical distribution
77
Statistische Verteilung
77
Factor analysis
76
Faktorenanalyse
76
more ...
less ...
Online availability
All
Undetermined
624
Free
12
Type of publication
All
Article
1,207
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
1,208
Aufsatz in Zeitschrift
1,208
Conference paper
15
Konferenzbeitrag
15
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
3
Aufsatzsammlung
2
Conference proceedings
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,217
Undetermined
1
Author
All
Bollerslev, Tim
22
Todorov, Viktor
20
Aït-Sahalia, Yacine
19
Linton, Oliver
19
Timmermann, Allan
19
Tauchen, George Eugene
18
Andersen, Torben
15
Francq, Christian
14
Koop, Gary
14
Ghysels, Eric
13
Patton, Andrew J.
13
Phillips, Peter C. B.
13
Swanson, Norman R.
13
Corradi, Valentina
12
Koopman, Siem Jan
12
McAleer, Michael
12
Mykland, Per A.
12
Diebold, Francis X.
11
Pesaran, M. Hashem
11
Taylor, Robert
11
Dijk, Herman K. van
10
Kapetanios, George
10
Su, Liangjun
10
Xiu, Dacheng
10
Zakoïan, Jean-Michel
10
Clark, Todd E.
9
Gallant, A. Ronald
9
Hsiao, Cheng
9
Park, Joon Y.
9
Sasaki, Yuya
9
Shephard, Neil G.
9
Yu, Jun
9
Zhang, Lan
9
Bai, Jushan
8
Chib, Siddhartha
8
Gao, Jiti
8
Gouriéroux, Christian
8
Hong, Yongmiao
8
Li, Jia
8
Li, Yingying
8
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
3,766
Working paper / National Bureau of Economic Research, Inc.
3,621
NBER Working Paper
3,363
Discussion paper series / IZA
2,827
Applied economics
2,437
Discussion paper / Centre for Economic Policy Research
1,962
Finance research letters
1,786
Applied economics letters
1,778
CESifo working papers
1,712
International journal of forecasting
1,670
IZA Discussion Papers
1,600
IZA Discussion Paper
1,462
Working paper
1,441
Economic modelling
1,364
Economics letters
1,361
Journal of banking & finance
1,339
Energy economics
1,309
International review of financial analysis
1,157
Journal of forecasting
1,114
International review of economics & finance : IREF
1,098
Applied financial economics
990
Discussion paper
943
Journal of financial economics
937
The journal of finance : the journal of the American Finance Association
922
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
903
Discussion paper / Tinbergen Institute
857
CESifo Working Paper
848
Journal of international money and finance
811
Pacific-Basin finance journal
742
The North American journal of economics and finance : a journal of financial economics studies
735
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
727
European journal of operational research : EJOR
722
The journal of futures markets
722
Journal of empirical finance
719
Research in international business and finance
705
CESifo Working Paper Series
694
Journal of international financial markets, institutions & money
673
The review of financial studies
658
IMF working papers
649
more ...
less ...
Source
All
ECONIS (ZBW)
1,218
Showing
1
-
10
of
1,218
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Probabilistic forecasts of
volatility
and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
4
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:
5
Factor GARCH-Itô models for high-frequency data with application to large
volatility
matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
6
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
7
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
8
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
9
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
10
Adaptive Bayesian
estimation
of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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...
//-->