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
Realized moments and bond pric...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
890
Schätztheorie
890
Estimation
621
Schätzung
619
Time series analysis
479
Zeitreihenanalyse
479
Volatility
340
Volatilität
340
Nichtparametrisches Verfahren
272
Nonparametric statistics
272
Regression analysis
218
Regressionsanalyse
218
Panel
214
Panel study
214
Forecasting model
210
Prognoseverfahren
210
Method of moments
208
Momentenmethode
207
Stochastic process
207
Stochastischer Prozess
207
Statistical test
180
Statistischer Test
180
Capital income
132
Kapitaleinkommen
132
ARCH model
130
ARCH-Modell
130
USA
124
United States
124
Monte Carlo simulation
123
Monte-Carlo-Simulation
123
Statistical distribution
121
Statistische Verteilung
121
Bayes-Statistik
117
Bayesian inference
117
Bootstrap approach
110
Bootstrap-Verfahren
110
Börsenkurs
108
Share price
107
more ...
less ...
Online availability
All
Undetermined
800
Free
17
Type of publication
All
Article
2,386
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
2,392
Aufsatz in Zeitschrift
2,392
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
18
Conference paper
17
Konferenzbeitrag
17
Conference proceedings
14
Festschrift
9
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,426
Undetermined
1
Author
All
Phillips, Peter C. B.
41
Linton, Oliver
25
Lee, Lung-fei
23
Bollerslev, Tim
22
Aït-Sahalia, Yacine
21
Pesaran, M. Hashem
21
Gouriéroux, Christian
20
Hsiao, Cheng
20
Taylor, Robert
20
Todorov, Viktor
20
Ghysels, Eric
19
Koop, Gary
19
Schmidt, Peter
19
Tauchen, George Eugene
19
Li, Qi
17
Swanson, Norman R.
17
McAleer, Michael
16
Andersen, Torben
15
Bai, Jushan
15
Diebold, Francis X.
15
Granger, C. W. J.
15
Patton, Andrew J.
15
Timmermann, Allan
15
Baltagi, Badi H.
14
Corradi, Valentina
14
Yu, Jun
14
Mykland, Per A.
13
Park, Joon Y.
13
Renault, Eric
13
Robinson, Peter M.
13
Su, Liangjun
13
Chen, Songnian
12
Chib, Siddhartha
12
Gallant, A. Ronald
12
Gao, Jiti
12
Koopman, Siem Jan
12
Ng, Serena
12
White, Halbert
12
Kapetanios, George
11
Maasoumi, Esfandiar
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
11,098
NBER Working Paper
10,048
Working paper / National Bureau of Economic Research, Inc.
9,746
Economics letters
6,401
European journal of operational research : EJOR
6,118
Discussion paper / Centre for Economic Policy Research
5,999
CESifo working papers
5,464
Discussion paper series / IZA
5,076
Working paper
4,194
Applied economics
3,723
CESifo Working Paper
3,181
IZA Discussion Paper
3,143
Discussion paper / Tinbergen Institute
3,030
The American economic review
2,932
Journal of economic theory
2,906
Economic modelling
2,865
Discussion paper
2,816
Applied economics letters
2,802
Journal of banking & finance
2,791
Journal of economic dynamics & control
2,755
Finance research letters
2,735
IZA Discussion Papers
2,649
Computers & operations research : and their applications to problems of world concern ; an international journal
2,593
CESifo Working Paper Series
2,560
Journal of economic behavior & organization : JEBO
2,554
International journal of production research
2,489
The economic journal : the journal of the Royal Economic Society
2,328
Discussion papers / CEPR
2,286
Energy economics
2,283
European economic review : EER
2,280
Europäische Hochschulschriften / 5
2,267
SpringerLink / Bücher
2,082
Management science : journal of the Institute for Operations Research and the Management Sciences
2,071
Journal of public economics
2,003
IMF working papers
1,983
International review of economics & finance : IREF
1,971
Journal of financial economics
1,901
Working Paper
1,889
Games and economic behavior
1,858
more ...
less ...
Source
All
ECONIS (ZBW)
2,427
Showing
1
-
10
of
2,427
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
The VIX, the variance premium and stock market
volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
4
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:
5
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
6
Real-time Bayesian learning and
bond
return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
7
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
9
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:
10
Predicting the VIX and the
volatility
risk premium : the role of short-run funding spreads
Volatility
Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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...
