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subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Share price"
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Volatilität
Schätztheorie
Share price
Estimation
2,609
Schätzung
2,604
Theorie
665
Theory
665
USA
550
United States
549
Estimation theory
283
Welt
278
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278
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218
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218
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194
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7
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Ghysels, Eric
7
Lettau, Martin
7
Marcellino, Massimiliano
6
Massa, Massimo
6
Phillips, Peter C. B.
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Ludvigson, Sydney C.
5
Su, Liangjun
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Francq, Christian
4
Hsiao, Cheng
4
Lu, Xun
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Andreou, Elena
3
Barigozzi, Matteo
3
Bianchi, Francesco
3
Cai, Zongwu
3
Callaway, Brantly
3
Duro, Miguel
3
Liesenfeld, Roman
3
Lippi, Marco
3
Ljungqvist, Alexander
3
Lütkepohl, Helmut
3
McAleer, Michael
3
Ormazabal, Gaizka
3
Park, Joon Y.
3
Patton, Andrew J.
3
Rubio-Ramírez, Juan Francisco
3
Sun, Yiguo
3
Taylor, Robert
3
Valkanov, Rossen I.
3
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Centre for Economic Policy Research
1
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Discussion paper / Centre for Economic Policy Research
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Applied economics
222
Finance research letters
214
Applied economics letters
212
Economic modelling
209
NBER working paper series
202
Working paper / National Bureau of Economic Research, Inc.
190
International review of economics & finance : IREF
185
NBER Working Paper
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
179
Energy economics
178
Journal of banking & finance
175
International review of financial analysis
168
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
146
Applied financial economics
139
Working paper
117
Journal of international financial markets, institutions & money
116
CESifo working papers
112
Research in international business and finance
110
Journal of international money and finance
103
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95
Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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International journal of economics and finance
73
Pacific-Basin finance journal
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Review of quantitative finance and accounting
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
International journal of economics and financial issues : IJEFI
70
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ECONIS (ZBW)
494
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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
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
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:
4
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:
5
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
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:
8
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:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
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
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