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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Share price
World
ARCH-Modell
Stock market
Theory
USA
Volatility
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Time series analysis
115
Zeitreihenanalyse
115
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106
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106
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102
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93
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93
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54
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32
Statistical test
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
8
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Ghysels, Eric
4
Phillips, Peter C. B.
4
Xiu, Dacheng
4
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Rombouts, Jeroen V. K.
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Botosaru, Irene
2
Christensen, Kim
2
Creal, Drew
2
Diebold, Francis X.
2
Ergemen, Yunus Emre
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,994
NBER working paper series
899
Discussion paper / Centre for Economic Policy Research
793
Applied economics
792
NBER Working Paper
780
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772
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616
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516
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447
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397
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372
International review of economics & finance : IREF
329
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327
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320
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318
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315
Applied financial economics
295
Journal of banking & finance
288
International review of financial analysis
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
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232
IZA Discussion Paper
231
The review of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
225
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224
Finance and economics discussion series
217
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Journal of empirical finance
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206
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184
Journal of international financial markets, institutions & money
177
Journal of financial economics
175
Journal of economic dynamics & control
172
Research in international business and finance
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Journal of macroeconomics
170
International journal of finance & economics : IJFE
164
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ECONIS (ZBW)
265
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
10
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
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