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Subject
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Estimation
621
Schätzung
619
Estimation theory
434
Schätztheorie
434
Volatility
340
Volatilität
340
Theorie
297
Theory
297
Time series analysis
216
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216
Nichtparametrisches Verfahren
160
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160
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136
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136
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119
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119
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115
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115
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114
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68
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68
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57
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57
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53
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53
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52
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52
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51
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51
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50
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50
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Undetermined
498
Free
9
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Article
872
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5
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Article in journal
870
Aufsatz in Zeitschrift
870
Conference paper
10
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10
Collection of articles of several authors
6
Sammelwerk
6
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1
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1
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English
876
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Bollerslev, Tim
20
Todorov, Viktor
20
Tauchen, George Eugene
18
Aït-Sahalia, Yacine
17
Linton, Oliver
15
Andersen, Torben
14
Phillips, Peter C. B.
12
McAleer, Michael
11
Mykland, Per A.
10
Meddahi, Nour
9
Sasaki, Yuya
9
Taylor, Robert
9
Gallant, A. Ronald
8
Gao, Jiti
8
Ghysels, Eric
8
Gouriéroux, Christian
8
Koopman, Siem Jan
8
Li, Jia
8
Li, Yingying
8
Patton, Andrew J.
8
Pesaran, M. Hashem
8
Shephard, Neil G.
8
Su, Liangjun
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
7
Diebold, Francis X.
7
Francq, Christian
7
Hsiao, Cheng
7
Kim, Donggyu
7
Koop, Gary
7
Park, Joon Y.
7
Zhang, Lan
7
Baltagi, Badi H.
6
Jasiak, Joann
6
Kapetanios, George
6
Li, Qi
6
Rahbek, Anders
6
Robinson, Peter M.
6
Asai, Manabu
5
Bai, Jushan
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
NBER working paper series
3,514
Working paper / National Bureau of Economic Research, Inc.
3,436
NBER Working Paper
3,134
Discussion paper series / IZA
2,783
Applied economics
2,198
Discussion paper / Centre for Economic Policy Research
1,796
Finance research letters
1,630
Applied economics letters
1,583
IZA Discussion Papers
1,582
CESifo working papers
1,566
IZA Discussion Paper
1,436
Working paper
1,169
Economic modelling
1,151
Journal of banking & finance
1,146
Energy economics
1,091
Economics letters
1,090
International review of financial analysis
1,024
International review of economics & finance : IREF
993
Journal of financial economics
874
The journal of finance : the journal of the American Finance Association
874
Applied financial economics
871
Discussion paper
834
CESifo Working Paper
778
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
776
Pacific-Basin finance journal
691
Journal of international money and finance
688
The North American journal of economics and finance : a journal of financial economics studies
660
The journal of futures markets
657
CESifo Working Paper Series
649
Discussion paper / Tinbergen Institute
643
The review of financial studies
642
Journal of empirical finance
624
Research in international business and finance
609
Journal of international financial markets, institutions & money
608
Journal of financial and quantitative analysis : JFQA
602
ZEW discussion papers
586
Discussion papers / CEPR
543
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
510
IMF working papers
509
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ECONIS (ZBW)
877
Showing
1
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10
of
877
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1
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:
2
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
3
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:
4
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:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
7
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:
8
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
9
Quasi-maximum likelihood
estimation
of
volatility
with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
10
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:
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