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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Marktmikrostruktur"
~subject:"Stochastischer Prozess"
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Volatility
ARCH model
Estimation
Marktmikrostruktur
Stochastischer Prozess
Estimation theory
134
Schätztheorie
134
Schätzung
41
Time series analysis
29
Zeitreihenanalyse
29
Regression analysis
22
Regressionsanalyse
22
Volatilität
20
Forecasting model
16
Nichtparametrisches Verfahren
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Audrino, Francesco
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Rodrigues, Paulo M. M.
2
Tsionas, Efthymios G.
2
Zakoïan, Jean-Michel
2
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1
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1
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1
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1
Assaf, Ata
1
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1
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1
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1
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1
Beaumont, Paul Michael
1
Bertsatos, Georgios
1
Bos, Charles S.
1
Bresson, Georges
1
Bu, Ruijun
1
Caldeira, João F.
1
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1
Carrasco, Marine
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1
Di, Jianing
1
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1
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Fan, Yingying
1
Feng, Dingan
1
Frederiksen, Per
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
333
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
148
Econometric reviews
87
Econometric theory
79
Discussion paper / Tinbergen Institute
69
Economic modelling
67
Applied economics letters
63
Discussion paper series / IZA
58
NBER Working Paper
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Applied economics
53
NBER working paper series
51
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
48
CREATES research paper
46
Journal of applied econometrics
44
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of empirical finance
42
Working paper
40
Journal of banking & finance
39
Working paper / National Bureau of Economic Research, Inc.
39
International journal of forecasting
37
Quantitative economics : QE ; journal of the Econometric Society
36
Journal of forecasting
34
CESifo working papers
33
Computational economics
33
Econometrics : open access journal
33
IZA Discussion Paper
33
Discussion paper
32
Journal of the American Statistical Association : JASA
32
Discussion papers / CEPR
31
European journal of operational research : EJOR
31
SFB 649 discussion paper
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Finance research letters
28
International journal of economics and financial issues : IJEFI
27
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
3
When to use matching and weighting or regression in instrumental variable estimation? : evidence from college proximity and returns to college
Tübbicke, Stefan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2979-2999
Persistent link: https://www.econbiz.de/10014389008
Saved in:
4
Kernel-based time-varying IV estimation : handle with care
Lucchetti, Riccardo
;
Valentini, Francesco
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 3001-3026
Persistent link: https://www.econbiz.de/10014389013
Saved in:
5
Assessing the consistency of the fixed-effects estimator : a regression-based Wald test
Spierdijk, Laura
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1599-1630
Persistent link: https://www.econbiz.de/10014253710
Saved in:
6
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
7
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
8
Regime-switching empirical similarity model : a comparison with baseline models
Bahromov, Jamol
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2655-2674
Persistent link: https://www.econbiz.de/10013440509
Saved in:
9
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
10
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10012488894
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