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person:"Ōkusa, Yasushi"
subject:"Japan"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Miyagawa, Tsutomu"
~person:"Okubo, Toshihiro"
~subject:"Altersgrenze"
~subject:"Capital income"
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Japan
Altersgrenze
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Estimation
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Ōkusa, Yasushi
Bollerslev, Tim
Miyagawa, Tsutomu
Okubo, Toshihiro
Todorov, Viktor
8
Andersen, Torben
3
Aït-Sahalia, Yacine
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Tauchen, George Eugene
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Journal of econometrics
RIETI discussion paper series
7
Journal of financial economics
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Growth and productivity in East Asia : NBER-East Asia Seminar on Economics, volume 13 ; [contains papers from the 13th Annual East Asian Seminar on Economics, which took place on June 20 - 22 (2002), in Melbourne, Australia]
1
Handbook of economic forecasting ; 1
1
Industrial relations : a journal of economy & society
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Intangibles, market failure and innovation performance
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International economic review
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Japan and the world economy : international journal of theory and policy
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of international economics
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Journal of the Japanese and international economies : an international journal ; JJIE
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KEIO-IES discussion paper series
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Organization, performance, and equity : perspectives on the Japanese economy
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Regional science & urban economics
1
Regional studies : official journal of the Regional Studies Association
1
Seoul journal of economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of financial studies
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ECONIS (ZBW)
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1
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
2
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
3
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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