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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Journal of econometrics"
~person:"Eickmeier, Sandra"
~person:"Lucas, André"
~person:"Tauchen, George Eugene"
~subject:"Zeitreihenanalyse"
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Monetary policy
Zinspolitik
Zeitreihenanalyse
Estimation
11
Schätzung
11
Estimation theory
7
Schätztheorie
7
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
6
Börsenkurs
5
High-frequency data
5
Share price
5
Stochastic volatility
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Capital income
3
Kapitaleinkommen
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Theorie
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Theory
3
Adaptive estimation
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Beta
2
Beta risk
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Betafaktor
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Martingal
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Martingale
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Specification test
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Aktienindex
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Asymmetric volatility activity
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Eickmeier, Sandra
Lucas, André
Tauchen, George Eugene
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
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Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
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Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
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Li, Yingying
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Medeiros, Marcelo C.
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Quaedvlieg, Rogier
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Su, Liangjun
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Zhang, Congshan
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Zhang, Zhengjun
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1
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Journal of econometrics
Discussion paper / Tinbergen Institute
11
Discussion paper / Deutsche Bundesbank
5
Discussion paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Macroeconomic dynamics
3
Bundesbank Series 1 Discussion Paper
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CAMA working paper series
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CESifo working papers
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ERID working paper
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International journal of forecasting
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Computation and estimation in finance and economics
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Discussion paper / Centre for Economic Policy Research
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ECB Working Paper
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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
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Econometrics : open access journal
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European economic review : EER
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of money, credit and banking : JMCB
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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ECONIS (ZBW)
6
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1
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
3
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
4
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
5
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
6
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
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