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accessRights:"restricted"
subject:"Produktivität"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"World"
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Produktivität
Börsenkurs
World
Estimation
283
Schätzung
279
Estimation theory
151
Schätztheorie
151
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Theorie
76
Theory
76
Panel
73
Panel study
73
Volatility
71
Volatilität
71
Regression analysis
64
Regressionsanalyse
64
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50
Prognoseverfahren
50
Capital income
42
Kapitaleinkommen
42
Share price
41
Stochastic process
33
Stochastischer Prozess
33
Factor analysis
32
Faktorenanalyse
32
Panel data
32
ARCH model
24
ARCH-Modell
24
Statistical test
24
Statistischer Test
24
Bayes-Statistik
22
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High-frequency data
22
Causality analysis
20
Induktive Statistik
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20
Statistical inference
20
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19
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English
46
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Todorov, Viktor
6
Li, Jia
5
Kim, Donggyu
4
Tauchen, George Eugene
4
Wang, Yazhen
3
Andersen, Torben
2
Bollerslev, Tim
2
Zhang, Congshan
2
Andreou, Elena
1
Baldovin, Fulvio
1
Bibinger, Markus
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chaker, Selma
1
Chen, Rui
1
Chen, Xin
1
Choi, Yongok
1
Christensen, Kim
1
Clinet, Simon
1
Cui, Xiangyu
1
Darolles, Serge
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dijk, Dick van
1
Fan, Jianqing
1
Feng, Guohua
1
Forbes, Catherine Scipione
1
Gao, Jiti
1
Gaudecker, Hans-Martin von
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Glass, Anthony
1
Gungor, Sermin
1
Heiss, Florian
1
Hollstein, Fabian
1
Hong, Harrison G.
1
Hounyo, Ulrich
1
Hurd, Michael D.
1
Jacewitz, Stefan
1
Jacod, Jean
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
277
Finance research letters
181
Working paper / National Bureau of Economic Research, Inc.
174
Energy economics
152
Economic modelling
150
International review of economics & finance : IREF
143
Applied economics
141
International review of financial analysis
109
The North American journal of economics and finance : a journal of financial economics studies
108
Applied economics letters
103
Discussion papers / CEPR
90
Research in international business and finance
88
Journal of international money and finance
86
Economics letters
81
Journal of banking & finance
74
Journal of empirical finance
68
Journal of international financial markets, institutions & money
67
SpringerLink / Bücher
60
Pacific-Basin finance journal
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Emerging markets, finance and trade : EMFT
44
International journal of economics and finance
41
Journal of financial economics
40
Management science : journal of the Institute for Operations Research and the Management Sciences
39
International journal of finance & economics : IJFE
38
Review of quantitative finance and accounting
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
The European journal of finance
32
Quantitative finance
30
Open economies review
29
Journal of financial markets
28
Journal of international economics
28
Economic systems
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
International journal of emerging markets
26
Economic research
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European economic review : EER
24
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ECONIS (ZBW)
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1
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:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
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:
4
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
10
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
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