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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:"Statistische Verteilung"
~subject:"Theorie"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Theorie
Volatility
493
Volatilität
490
Theory
148
Estimation
141
Schätzung
141
Börsenkurs
127
Share price
127
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124
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Option pricing theory
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Stochastic volatility
35
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English
318
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Todorov, Viktor
15
Bollerslev, Tim
13
Andersen, Torben
10
Aït-Sahalia, Yacine
10
Tauchen, George Eugene
10
Li, Jia
7
McAleer, Michael
7
Xiu, Dacheng
7
Kim, Donggyu
6
Li, Yingying
5
Meddahi, Nour
5
Mykland, Per A.
5
Patton, Andrew J.
5
Asai, Manabu
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Francq, Christian
4
Hallin, Marc
4
Maheu, John M.
4
Park, Joon Y.
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Boswijk, Herman Peter
3
Chang, Chia-Lin
3
Fan, Jianqing
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Kong, Xin-Bing
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Rahbek, Anders
3
Shephard, Neil G.
3
Swanson, Norman R.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
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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
263
Finance research letters
218
NBER working paper series
184
Economic modelling
178
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
166
Journal of banking & finance
163
International review of financial analysis
162
Journal of empirical finance
154
Applied economics
146
International review of economics & finance : IREF
141
The North American journal of economics and finance : a journal of financial economics studies
139
Economics letters
137
Discussion paper / Tinbergen Institute
131
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Research in international business and finance
105
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101
International journal of theoretical and applied finance
100
Journal of risk and financial management : JRFM
100
Journal of international financial markets, institutions & money
98
Journal of forecasting
91
Applied financial economics
88
Journal of international money and finance
86
The journal of futures markets
86
Applied economics letters
84
Quantitative finance
84
Discussion paper / Centre for Economic Policy Research
83
The European journal of finance
83
Journal of financial economics
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
82
Journal of financial econometrics : official journal of the Society for Financial Econometrics
80
Journal of economic dynamics & control
79
Econometric reviews
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Computational economics
67
CREATES research paper
65
International journal of finance & economics : IJFE
65
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ECONIS (ZBW)
318
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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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
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:
5
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
6
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:
7
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:
8
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:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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