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subject:"Asymmetrische Information"
~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Asymmetrische Information
United States
Volatility
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
55
Type of publication
All
Article
206
Book / Working Paper
3
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
209
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
1
Language
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English
209
Author
All
Aït-Sahalia, Yacine
7
Bollerslev, Tim
5
Diebold, Francis X.
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Yu, Jun
3
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dijk, Dick van
2
Duan, Jin-Chuan
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Liu, Ming
2
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Institution
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
European journal of operational research : EJOR
384
Economics letters
364
The American economic review
348
The review of financial studies
312
Journal of banking & finance
279
The journal of finance : the journal of the American Finance Association
275
American journal of agricultural economics
257
Journal of economic theory
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of monetary economics
243
Journal of financial economics
241
The review of economics and statistics
235
Applied economics
222
Journal of political economy
220
Computers & operations research : and their applications to problems of world concern ; an international journal
212
Journal of economic dynamics & control
198
Journal of money, credit and banking : JMCB
186
Journal of economic behavior & organization : JEBO
175
Economic modelling
170
Economic theory : official journal of the Society for the Advancement of Economic Theory
166
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
165
International economic review
165
Economic inquiry : journal of the Western Economic Association International
164
International journal of production research
157
European economic review : EER
154
Southern economic journal
153
Applied economics letters
152
Journal of public economics
148
Games and economic behavior
145
Journal of international money and finance
145
Journal of macroeconomics
142
Management science : journal of the Institute for Operations Research and the Management Sciences
142
The journal of futures markets
139
The quarterly journal of economics
135
Journal of empirical finance
132
Finance research letters
130
Public choice
130
The Rand journal of economics
125
Journal of applied econometrics
124
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ECONIS (ZBW)
209
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1
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10
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209
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1
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:
2
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:
3
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:
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
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:
6
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
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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