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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Schock
Volatilität
Statistical distribution
Estimation
541
Schätzung
536
Estimation theory
231
Schätztheorie
231
Theorie
204
Theory
204
Volatility
136
Time series analysis
132
Zeitreihenanalyse
132
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Panel
97
Panel study
97
Regression analysis
88
Regressionsanalyse
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86
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86
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83
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82
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United States
60
Stochastic process
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Stochastischer Prozess
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54
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Factor analysis
41
Faktorenanalyse
41
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38
Bayes-Statistik
37
Bayesian inference
37
Statistische Verteilung
37
Statistical test
36
Statistischer Test
36
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27
Kausalanalyse
27
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165
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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
Garcia, René
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
3
Hounyo, Ulrich
3
Paolella, Marc S.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Vicente, Jose
3
Wang, Yazhen
3
Xiu, Dacheng
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Caporin, Massimiliano
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Dobrev, Dobrislav
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Linton, Oliver
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
200
Economic modelling
178
Energy economics
173
Finance research letters
147
International review of economics & finance : IREF
143
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
115
Applied economics letters
111
Economics letters
107
Journal of international money and finance
107
Journal of banking & finance
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of empirical finance
87
Applied financial economics
85
Journal of international financial markets, institutions & money
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Research in international business and finance
73
Journal of economic dynamics & control
72
The journal of futures markets
70
Journal of risk and financial management : JRFM
63
Journal of macroeconomics
62
International journal of finance & economics : IJFE
58
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
The European journal of finance
55
Macroeconomic dynamics
52
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
45
Journal of applied econometrics
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of money, credit and banking : JMCB
40
Quantitative finance
39
Pacific-Basin finance journal
38
International journal of economics and finance
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
International journal of economics and financial issues : IJEFI
34
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ECONIS (ZBW)
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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
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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
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:
10
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
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