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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Länderbericht"
~type_genre:"Reprint"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Time series analysis
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
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106
Volatilität
102
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93
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81
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United States
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46
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34
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31
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29
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Aufsatz in Zeitschrift
Länderbericht
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166
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English
166
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Fan, Jianqing
3
Francq, Christian
3
Koop, Gary
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Baltagi, Badi H.
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
Medeiros, Marcelo C.
2
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Journal of econometrics
Applied economics
275
Economic modelling
258
Applied economics letters
193
Energy economics
191
International review of economics & finance : IREF
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
144
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Journal of international money and finance
124
International review of financial analysis
123
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
102
Applied financial economics
101
Journal of empirical finance
99
Journal of international financial markets, institutions & money
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Research in international business and finance
87
International journal of finance & economics : IJFE
76
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
Journal of applied econometrics
68
The European journal of finance
65
The journal of futures markets
65
Empirica : journal of european economics
59
Journal of economic dynamics & control
59
Journal of macroeconomics
59
Econometric reviews
56
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and finance
51
The empirical economics letters : a monthly international journal of economics
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
50
International journal of economics and financial issues : IJEFI
47
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
166
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1
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:
2
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:
3
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:
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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
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
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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