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
A new perspective on the relat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,685
Theory
1,685
Estimation theory
514
Schätztheorie
514
Time series analysis
390
Zeitreihenanalyse
390
Volatility
340
Volatilität
340
Estimation
263
Schätzung
263
Stochastic process
193
Stochastischer Prozess
193
Forecasting model
165
Prognoseverfahren
165
Nichtparametrisches Verfahren
158
Nonparametric statistics
158
Regression analysis
134
Regressionsanalyse
134
Statistical test
126
Statistischer Test
126
ARCH model
116
ARCH-Modell
116
Panel
114
Panel study
114
Monte Carlo simulation
111
Monte-Carlo-Simulation
111
Bayes-Statistik
102
Bayesian inference
102
USA
101
United States
101
Ökonometrie
97
Econometrics
96
Markov chain
92
Markov-Kette
92
Capital income
91
Kapitaleinkommen
91
Statistical distribution
88
Statistische Verteilung
88
Börsenkurs
85
Share price
85
more ...
less ...
Online availability
All
Undetermined
485
Free
9
Type of publication
All
Article
1,861
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
1,877
Aufsatz in Zeitschrift
1,877
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
18
Conference proceedings
14
Conference paper
9
Festschrift
9
Konferenzbeitrag
9
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,901
Author
All
Phillips, Peter C. B.
33
Bollerslev, Tim
22
Aït-Sahalia, Yacine
20
Todorov, Viktor
19
Ghysels, Eric
18
Koop, Gary
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Gouriéroux, Christian
17
Lee, Lung-fei
16
Swanson, Norman R.
16
Taylor, Robert
16
Linton, Oliver
15
McAleer, Michael
15
Patton, Andrew J.
15
Andersen, Torben
14
Granger, C. W. J.
14
Timmermann, Allan
14
Yu, Jun
14
Corradi, Valentina
13
Chib, Siddhartha
12
Hsiao, Cheng
12
Li, Qi
12
Mykland, Per A.
12
Schmidt, Peter
12
Diebold, Francis X.
11
Koopman, Siem Jan
11
Steel, Mark F. J.
11
Dufour, Jean-Marie
10
Park, Joon Y.
10
Renault, Eric
10
Baltagi, Badi H.
9
Boswijk, Herman Peter
9
Dijk, Herman K. van
9
Gallant, A. Ronald
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Meddahi, Nour
9
Robinson, Peter M.
9
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
8,555
NBER Working Paper
7,937
Working paper / National Bureau of Economic Research, Inc.
7,285
European journal of operational research : EJOR
5,982
Economics letters
5,712
Discussion paper / Centre for Economic Policy Research
4,900
CESifo working papers
4,265
Working paper
3,503
Journal of economic theory
2,881
Discussion paper / Tinbergen Institute
2,678
Discussion paper series / IZA
2,676
Journal of economic dynamics & control
2,615
The American economic review
2,610
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
International journal of production research
2,469
Journal of economic behavior & organization : JEBO
2,379
Applied economics
2,287
Economic modelling
2,269
CESifo Working Paper
2,210
The economic journal : the journal of the Royal Economic Society
2,185
Europäische Hochschulschriften / 5
2,178
Discussion paper
2,158
European economic review : EER
2,108
SpringerLink / Bücher
1,972
IZA Discussion Paper
1,946
Journal of banking & finance
1,944
CESifo Working Paper Series
1,938
Energy economics
1,938
Journal of public economics
1,857
Discussion papers / CEPR
1,846
Games and economic behavior
1,833
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,791
Management science : journal of the Institute for Operations Research and the Management Sciences
1,755
Discussion paper / Center for Economic Research, Tilburg University
1,706
Applied economics letters
1,676
IMF working papers
1,656
Finance research letters
1,642
International journal of production economics
1,642
Journal of monetary economics
1,557
more ...
less ...
Source
All
ECONIS (ZBW)
1,901
Showing
1
-
10
of
1,901
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Volume,
volatility
, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
3
Modeling the interdependence of
volatility
and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
4
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
5
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:
6
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
7
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
8
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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...
