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source:"econis"
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"The European journal of finance"
~subject:"Impact assessment"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Theorie
Impact assessment
Volatilität
Estimation
964
Schätzung
959
Theory
274
Estimation theory
233
Schätztheorie
233
Volatility
150
Time series analysis
122
Zeitreihenanalyse
122
Capital income
119
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119
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116
Nichtparametrisches Verfahren
115
Nonparametric statistics
115
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115
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102
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Aufsatz in Zeitschrift
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415
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Andersen, Torben
4
Ghysels, Eric
4
Zakoïan, Jean-Michel
4
Copeland, Laurence S.
3
Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Koutmos, Gregory
3
Lechner, Michael
3
McAleer, Michael
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Sasaki, Yuya
3
Steel, Mark F. J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Addison, John T.
2
Andreou, Elena
2
Ap Gwilym, Owain
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Binner, Jane M.
2
Blackburn, McKinley L.
2
Botosaru, Irene
2
Caliendo, Marco
2
Callaway, Brantly
2
Caporin, Massimiliano
2
Charemza, Wojciech
2
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
The European journal of finance
Applied economics
471
Economic modelling
309
Economics letters
276
Applied economics letters
266
Energy economics
227
International review of economics & finance : IREF
225
Journal of international money and finance
219
Finance research letters
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of banking & finance
182
Journal of applied econometrics
169
Applied financial economics
155
International review of financial analysis
155
Journal of empirical finance
150
Journal of economic dynamics & control
145
The North American journal of economics and finance : a journal of financial economics studies
143
Journal of macroeconomics
136
The review of economics and statistics
123
International journal of finance & economics : IJFE
116
Journal of financial economics
115
Journal of international economics
114
Journal of monetary economics
112
European economic review : EER
110
Macroeconomic dynamics
110
International journal of forecasting
109
The American economic review
108
Journal of international financial markets, institutions & money
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Journal of money, credit and banking : JMCB
94
Journal of forecasting
92
The journal of finance : the journal of the American Finance Association
92
The journal of futures markets
92
Journal of urban economics
89
Research in international business and finance
88
Journal of risk and financial management : JRFM
86
The economic journal : the journal of the Royal Economic Society
86
Econometric reviews
83
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ECONIS (ZBW)
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415
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
4
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
5
Causal misperceptions of the part-time pay gap
Backhaus, Teresa
;
Schäper, Clara
;
Schrenker, Annekatrin
- In:
Labour economics : official journal of the European …
83
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014451250
Saved in:
6
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
7
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:
8
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:
9
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
10
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
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