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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Exchange rate"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Exchange rate
Volatility
Estimation
665
Schätzung
660
Theorie
248
Theory
248
Estimation theory
222
Schätztheorie
222
USA
199
United States
199
Time series analysis
121
Volatilität
121
Zeitreihenanalyse
121
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Panel
93
Panel study
93
Börsenkurs
89
Share price
89
Capital income
83
Kapitaleinkommen
83
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81
Regressionsanalyse
81
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68
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68
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49
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49
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49
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39
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39
Panel data
38
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36
Bayesian inference
36
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33
Statistischer Test
33
ARCH model
32
ARCH-Modell
32
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32
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32
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32
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32
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Article
131
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Übersichtsarbeit
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Aufsatz in Zeitschrift
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English
131
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Todorov, Viktor
13
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
3
McAleer, Michael
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
Bekaert, Geert
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fleming, Jeff
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Lund, Jesper
2
Paolella, Marc S.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
Winkelmann, Lars
2
Zhang, Congshan
2
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Applied economics
238
Economic modelling
220
Journal of international money and finance
183
International review of economics & finance : IREF
181
Energy economics
175
Finance research letters
159
Applied economics letters
155
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Journal of banking & finance
111
Journal of international financial markets, institutions & money
105
Applied financial economics
104
Journal of empirical finance
94
Economics letters
91
International journal of finance & economics : IJFE
91
Research in international business and finance
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
The European journal of finance
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of economics and financial issues : IJEFI
63
International journal of forecasting
60
International journal of economics and finance
55
Empirica : journal of european economics
54
The empirical economics letters : a monthly international journal of economics
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of macroeconomics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International Journal of Energy Economics and Policy : IJEEP
50
Open economies review
49
Journal of economic dynamics & control
48
European economic review : EER
45
Journal of financial economics
44
Journal of international economics
44
Cogent economics & finance
43
Journal of applied econometrics
43
Economic systems
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
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ECONIS (ZBW)
131
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1
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10
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131
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1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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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