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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Subject
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EU-Staaten
Volatility
Estimation
906
Schätzung
901
Theorie
260
Theory
260
Estimation theory
226
Schätztheorie
226
Volatilität
177
USA
151
United States
151
Time series analysis
141
Zeitreihenanalyse
141
Capital income
140
Kapitaleinkommen
140
Börsenkurs
138
Share price
138
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Panel
101
Panel study
101
Forecasting model
86
Prognoseverfahren
86
Regression analysis
82
Regressionsanalyse
82
Aktienmarkt
69
Stock market
69
Großbritannien
60
United Kingdom
60
ARCH model
57
ARCH-Modell
57
Stochastic process
50
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50
Exchange rate
44
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44
CAPM
40
Deutschland
40
Germany
40
Factor analysis
38
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38
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38
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Undetermined
72
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187
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Übersichtsarbeit
Article in journal
Aufsatz in Zeitschrift
CD-ROM, DVD
Systematic review
1
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English
187
Author
All
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
McAleer, Michael
3
McMillan, David G.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fraser, Patricia
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Jiang, Christine X.
2
Kong, Xin-Bing
2
Li, Yingying
2
Lucas, André
2
Niizeki, Mikiyo Kii
2
Paolella, Marc S.
2
Phylaktis, Kate
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Sengupta, Jati K.
2
So, Mike Ka-pui
2
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Applied financial economics
Journal of econometrics
Applied economics
197
Economic modelling
191
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Applied economics letters
127
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
104
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
The journal of futures markets
60
Empirica : journal of european economics
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
40
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
37
Journal of forecasting
36
Journal of macroeconomics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
International journal of economics and financial issues : IJEFI
32
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ECONIS (ZBW)
187
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1
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187
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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
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:
9
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
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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