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subject:"United States"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Diebold, Francis X."
~person:"Lo, Andrew W."
~person:"Stambaugh, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
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United States
Capital income
2
Kapitaleinkommen
2
Theorie
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Theory
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USA
2
1962-1987
1
Deutschland
1
Estimation
1
Exchange rate
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Forecast
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Germany
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Japan
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Schätzung
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Simulation
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Statistical distribution
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Statistical theory
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Statistische Methodenlehre
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Statistische Verteilung
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Volatility
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Aufsatz in Zeitschrift
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English
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Diebold, Francis X.
Lo, Andrew W.
Stambaugh, Robert F.
Angrist, Joshua D.
3
Bollerslev, Tim
3
Chernozhukov, Victor
3
Fernández-Val, Iván
3
Newey, Whitney K.
3
Stock, James H.
3
Andersen, Torben
2
Berry, Steven
2
Christiano, Lawrence J.
2
Eichenbaum, Martin S.
2
Eḳshṭain, Tsevi
2
Heckman, James J.
2
Imbens, Guido
2
Manski, Charles F.
2
Nelson, Daniel B.
2
Pakes, Ariel
2
Ríos-Rull, José-Víctor
2
Wolpin, Kenneth I.
2
Abadie, Alberto
1
Abdulkadiroğlu, Atila
1
Abel, Andrew B.
1
Aghion, Philippe
1
Altonji, Joseph G.
1
Altuğ, Sumru
1
Aradillas-López, Andrés
1
Barndorff-Nielsen, Ole E.
1
Basu, Susanto
1
Baumeister, Christiane
1
Beaudry, Paul
1
Belzil, Christian
1
Benhabib, Jess
1
Bisin, Alberto
1
Blanchard, Olivier
1
Bloom, Nicholas
1
Blundell, Richard W.
1
Brett, Craig
1
Browning, Martin James
1
Bundick, Brent
1
Caballero, Ricardo J.
1
Cabral, Luís M. B.
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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
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Journal of financial economics
4
The review of economics and statistics
3
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of political economy
2
Computation and estimation in finance and economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Symposium on developments in business cycle research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economic studies
1
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ECONIS (ZBW)
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1
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
2
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
Saved in:
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