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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of econometrics"
~subject:"Factor analysis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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EU-Staaten
Factor analysis
Volatility
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
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102
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93
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93
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81
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Statistischer Test
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31
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29
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27
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Übersichtsarbeit
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134
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English
134
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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
Barigozzi, Matteo
3
Fan, Jianqing
3
Francq, Christian
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Fa
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Baltagi, Badi H.
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Frühwirth-Schnatter, Sylvia
2
Gallo, Giampiero M.
2
Gao, Jiti
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Li, Yingying
2
Medeiros, Marcelo C.
2
Paolella, Marc S.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
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Journal of econometrics
Applied economics
201
Economic modelling
199
Energy economics
163
Finance research letters
149
International review of economics & finance : IREF
146
Applied economics letters
131
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
113
Journal of international money and finance
110
Journal of banking & finance
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Economics letters
95
Journal of empirical finance
92
Journal of international financial markets, institutions & money
88
Applied financial economics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Research in international business and finance
76
International journal of forecasting
73
International journal of finance & economics : IJFE
64
The European journal of finance
63
Journal of risk and financial management : JRFM
62
The journal of futures markets
61
Empirica : journal of european economics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
47
Journal of financial economics
46
Journal of economic dynamics & control
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
42
International journal of economics and finance
41
Journal of forecasting
40
Journal of macroeconomics
37
International journal of economics and financial issues : IJEFI
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Pacific-Basin finance journal
35
Quantitative finance
35
Journal of financial econometrics
33
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ECONIS (ZBW)
134
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134
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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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