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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American economic review"
~isPartOf:"The review of financial studies"
~subject:"ARCH-Modell"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Time series analysis
United States
ARCH-Modell
Welt
Zeitreihenanalyse
Estimation
886
Schätzung
881
USA
296
Theorie
282
Theory
282
Estimation theory
222
Schätztheorie
222
Volatility
113
Volatilität
113
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Panel
93
Panel study
93
Regression analysis
85
Regressionsanalyse
85
Börsenkurs
79
Capital income
79
Kapitaleinkommen
79
Share price
79
Forecasting model
75
Prognoseverfahren
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Impact assessment
58
Wirkungsanalyse
58
Stochastic process
51
Stochastischer Prozess
51
World
50
CAPM
42
Factor analysis
40
Faktorenanalyse
40
Panel data
38
Bayes-Statistik
35
Bayesian inference
35
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35
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35
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465
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1
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Aufsatz in Zeitschrift
466
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2
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466
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Bollerslev, Tim
8
Todorov, Viktor
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Schorfheide, Frank
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Chang, Yongsung
4
Francq, Christian
4
Trefler, Daniel
4
Ang, Andrew
3
Ashenfelter, Orley
3
Baltagi, Badi H.
3
Bekaert, Geert
3
Bils, Mark
3
Blundell, Richard W.
3
Chetty, Raj
3
Diebold, Francis X.
3
Fan, Jianqing
3
Friedman, John N
3
Heckman, James J.
3
Kelly, Bryan T.
3
Kim, Sun-bin
3
Kurmann, André
3
Lubik, Thomas A.
3
Mullen, Kathleen J.
3
Otrok, Christopher M.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Pistaferri, Luigi
3
Rose, Andrew
3
Santa-Clara, Pedro
3
Stulz, René M.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
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Journal of econometrics
The American economic review
The review of financial studies
Applied economics
533
Applied economics letters
347
Economic modelling
287
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
240
Economics letters
220
Energy economics
218
Journal of international money and finance
204
The review of economics and statistics
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
International review of economics & finance : IREF
174
The journal of finance : the journal of the American Finance Association
168
Journal of applied econometrics
154
Applied financial economics
153
Finance research letters
152
Journal of banking & finance
141
The North American journal of economics and finance : a journal of financial economics studies
140
The journal of futures markets
120
International review of financial analysis
114
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
International journal of forecasting
107
Journal of international financial markets, institutions & money
105
Journal of money, credit and banking : JMCB
104
Journal of macroeconomics
103
Journal of empirical finance
98
Journal of monetary economics
95
International journal of finance & economics : IJFE
93
Research in international business and finance
91
Journal of financial and quantitative analysis : JFQA
90
Journal of economic dynamics & control
86
American economic journal : a journal of the American Economic Association
84
The empirical economics letters : a monthly international journal of economics
84
Journal of political economy
82
Journal of international economics
81
International Journal of Energy Economics and Policy : IJEEP
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of financial economics
77
Macroeconomic dynamics
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ECONIS (ZBW)
466
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466
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1
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
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
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
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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