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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bollerslev, Tim"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
7
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USA
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Bollerslev, Tim
Engle, Robert F.
Hendry, David F.
Härdle, Wolfgang
Stambaugh, Robert F.
Phillips, Peter C. B.
12
White, Halbert
4
Hong, Yongmiao
3
Nelson, Daniel B.
3
Ploberger, Werner
3
Robinson, Peter M.
3
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2
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2
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2
Dufour, Jean-Marie
2
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2
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2
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2
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2
Renault, Eric
2
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2
Tauchen, George Eugene
2
Watson, Mark W.
2
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1
Arellano, Manuel
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1
Benhabib, Jess
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Bierens, Herman J.
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Chu, Chia-shang James
1
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1
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1
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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
SFB 649 discussion paper
24
Working paper / National Bureau of Economic Research, Inc.
23
NBER working paper series
17
NBER Working Paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion paper / Department of Economics, University of California San Diego
10
Discussion papers of interdisciplinary research project 373
7
Journal of econometrics
7
Universitext
7
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Rodney L. White Center for Financial Research
5
The journal of finance : the journal of the American Finance Association
5
Working paper series / University of Zurich, Department of Economics
5
ERID working paper
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Working papers / Rodney L. White Center for Financial Research
4
Advanced texts in econometrics
3
CORE discussion paper : DP
3
Journal of financial economics
3
Working paper series / Center for Research in Security Prices
3
CFS working paper series
2
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
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Financial Institutions Center
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International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of political economy
2
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Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working paper
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Financial Institutions Center
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
Advances in futures and options research : a research annual
1
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
2
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
4
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
5
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
6
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
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