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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Bundesbank Series 2 Discussion Paper"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Buch, Claudia M."
~person:"Phillips, Peter C. B."
~person:"Todorov, Viktor"
~subject:"Schätzung"
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Volatility
Yield curve
Schätzung
Estimation
26
Volatilität
15
Estimation theory
13
Schätztheorie
13
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
11
Zeitreihenanalyse
11
Capital income
10
Kapitaleinkommen
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Börsenkurs
8
Share price
8
Theorie
8
Theory
8
High-frequency data
7
Stochastic volatility
5
Forecasting model
4
Option pricing theory
4
Optionspreistheorie
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Beta risk
3
Betafaktor
3
CAPM
3
Cointegration
3
Kointegration
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
3
Panel
3
Panel study
3
Adaptive estimation
2
Aktienindex
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Beta
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English
26
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Asai, Manabu
Buch, Claudia M.
Phillips, Peter C. B.
Todorov, Viktor
Koetter, Michael
9
Memmel, Christoph
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Kick, Thomas K.
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Pfingsten, Andreas
5
Wedow, Michael
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Duellmann, Klaus
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Porath, Daniel
4
Sasaki, Yuya
4
Schmieder, Christian
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Barnett, William A.
3
Botosaru, Irene
3
Cai, Zongwu
3
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Bundesbank Series 2 Discussion Paper
Journal of econometrics
Kiel working paper
21
Cowles Foundation discussion paper
19
Kieler Arbeitspapiere
18
Discussion paper / Deutsche Bundesbank
11
Cowles Foundation Discussion Paper
9
CESifo working papers
7
Econometric Institute research papers
6
Bundesbank Series 1 Discussion Paper
5
CREATES research paper
5
Journal of applied econometrics
5
CESifo Working Paper Series
4
ERID working paper
4
Econometric theory
4
Journal of financial economics
4
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Bundesbank Discussion Paper
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
IAW-Diskussionspapiere
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of money, credit and banking : JMCB
3
NBER working paper series
3
The econometrics journal
3
Working paper
3
CREATES Research Paper
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
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2
Econometrics : open access journal
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
German economic review
2
International finance
2
Journal of banking & finance
2
Journal of international money and finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
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ECONIS (ZBW)
26
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1
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:
2
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:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
8
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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