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isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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ARCH-Modell
Estimation theory
Kapitaleinkommen
Statistische Verteilung
Volatility
493
Volatilität
490
Theorie
148
Theory
148
Estimation
141
Schätzung
141
Börsenkurs
127
Share price
127
Capital income
124
Schätztheorie
118
Stochastic process
113
Stochastischer Prozess
113
Time series analysis
108
Zeitreihenanalyse
108
ARCH model
104
Aktienmarkt
70
Stock market
70
USA
69
United States
69
Forecasting model
63
Prognoseverfahren
63
Option pricing theory
48
Optionspreistheorie
48
Market microstructure
44
Marktmikrostruktur
44
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Statistical distribution
38
Stochastic volatility
35
Exchange rate
31
Wechselkurs
31
CAPM
29
Financial market
29
Finanzmarkt
29
Correlation
27
Korrelation
27
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Undetermined
176
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Article
283
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1
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284
Aufsatz in Zeitschrift
284
Collection of articles of several authors
1
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1
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1
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1
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English
284
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Todorov, Viktor
14
Bollerslev, Tim
11
Andersen, Torben
8
Tauchen, George Eugene
8
Meddahi, Nour
7
Xiu, Dacheng
7
Aït-Sahalia, Yacine
6
Li, Jia
6
McAleer, Michael
6
Mykland, Per A.
6
Gupta, Rangan
5
Kim, Donggyu
5
Li, Yingying
5
Patton, Andrew J.
5
Francq, Christian
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Bandi, Federico M.
3
Barigozzi, Matteo
3
Bouri, Elie
3
Chang, Chia-Lin
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
Paolella, Marc S.
3
Park, Joon Y.
3
Shephard, Neil G.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bekaert, Geert
2
Bibinger, Markus
2
Bohl, Martin T.
2
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
273
Finance research letters
263
International review of financial analysis
203
International review of economics & finance : IREF
174
Journal of empirical finance
173
Economic modelling
162
The North American journal of economics and finance : a journal of financial economics studies
162
Applied economics
158
Journal of banking & finance
158
Research in international business and finance
137
Applied financial economics
131
Journal of international financial markets, institutions & money
115
Journal of risk and financial management : JRFM
108
Applied economics letters
102
Economics letters
100
International journal of forecasting
93
Journal of financial economics
91
Discussion paper / Tinbergen Institute
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
NBER working paper series
85
Pacific-Basin finance journal
82
Journal of forecasting
79
The journal of futures markets
77
The European journal of finance
76
Working paper
74
Working paper / National Bureau of Economic Research, Inc.
74
International Journal of Energy Economics and Policy : IJEEP
70
NBER Working Paper
69
International journal of finance & economics : IJFE
66
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Quantitative finance
59
Journal of international money and finance
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Econometric reviews
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Review of quantitative finance and accounting
52
CREATES research paper
51
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ECONIS (ZBW)
284
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284
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
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:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
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:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
8
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
9
The asymmetric impact of oil price shocks on China stock market : evidence from quantile-on-quantile regression
Ge, Zhenyu
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 120-125
Persistent link: https://www.econbiz.de/10014428217
Saved in:
10
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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