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Theorie
1,691
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510
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510
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389
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389
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340
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265
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191
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Phillips, Peter C. B.
32
Bollerslev, Tim
22
Aït-Sahalia, Yacine
20
Todorov, Viktor
20
Ghysels, Eric
18
Koop, Gary
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Gouriéroux, Christian
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Taylor, Robert
16
Andersen, Torben
15
Linton, Oliver
15
McAleer, Michael
15
Patton, Andrew J.
15
Granger, C. W. J.
14
Timmermann, Allan
14
Yu, Jun
14
Corradi, Valentina
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Hsiao, Cheng
12
Li, Qi
12
Mykland, Per A.
12
Schmidt, Peter
12
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
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(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
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Journal of econometrics
NBER working paper series
9,084
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7,635
European journal of operational research : EJOR
6,088
Economics letters
5,984
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5,020
CESifo working papers
4,419
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3,540
Journal of economic theory
3,049
Discussion paper / Tinbergen Institute
2,753
The American economic review
2,687
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2,683
Journal of economic dynamics & control
2,662
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
Journal of economic behavior & organization : JEBO
2,566
Applied economics
2,518
International journal of production research
2,497
Finance research letters
2,484
Economic modelling
2,434
Journal of banking & finance
2,394
CESifo Working Paper
2,286
Discussion paper
2,264
Europäische Hochschulschriften / 5
2,221
The economic journal : the journal of the Royal Economic Society
2,221
European economic review : EER
2,172
Discussion papers / CEPR
2,140
Management science : journal of the Institute for Operations Research and the Management Sciences
2,061
Games and economic behavior
2,047
SpringerLink / Bücher
2,041
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2,017
Energy economics
1,984
IZA Discussion Paper
1,951
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1,928
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1,907
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1,848
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1,744
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1,730
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ECONIS (ZBW)
1,915
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
8
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
9
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
10
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
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