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~accessRights:"restricted"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Estimation theory
699
Schätztheorie
699
Theorie
368
Theory
368
Time series analysis
294
Zeitreihenanalyse
294
Estimation
284
Schätzung
280
Nichtparametrisches Verfahren
249
Nonparametric statistics
249
Regression analysis
206
Regressionsanalyse
206
Volatilität
163
Panel
158
Panel study
158
Forecasting model
152
Prognoseverfahren
152
Statistical test
143
Statistischer Test
143
Consumer behaviour
117
Stochastic process
106
Stochastischer Prozess
106
Bayes-Statistik
94
Bayesian inference
94
Capital income
89
Induktive Statistik
89
Kapitaleinkommen
89
Statistical inference
89
Bootstrap approach
86
Bootstrap-Verfahren
86
Statistical distribution
85
Statistische Verteilung
85
Factor analysis
77
Method of moments
77
Momentenmethode
76
Faktorenanalyse
75
Börsenkurs
70
Share price
70
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Article
280
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
280
Language
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Bulgarian
English
Hungarian
Malay (macrolanguage)
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Author
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Todorov, Viktor
10
Aït-Sahalia, Yacine
8
Andersen, Torben
7
Bollerslev, Tim
6
Kim, Donggyu
6
Li, Jia
6
McAleer, Michael
6
Tauchen, George Eugene
6
Xiu, Dacheng
6
Li, Yingying
5
Patton, Andrew J.
5
Asai, Manabu
4
Cavaliere, Giuseppe
4
Hallin, Marc
4
Morales, Andrea C.
4
Mykland, Per A.
4
Barigozzi, Matteo
3
Berger, Jonah
3
Boswijk, Herman Peter
3
Briley, Donnel A.
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
Crockett, David
3
Garbarino, Ellen
3
Jung, Kiju
3
Kong, Xin-Bing
3
Marcellino, Massimiliano
3
Quaedvlieg, Rogier
3
Rahbek, Anders
3
Samper, Adriana
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Walker Reczek, Rebecca
3
Wang, Yazhen
3
Wyer, Robert S.
3
Wynhausen, Jesse
3
Yang, Xiye
3
Zhang, Lan
3
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Published in...
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of retailing and consumer services
1,535
Journal of business research : JBR
1,467
Finance research letters
570
Energy economics
545
International journal of hospitality management
520
International journal of consumer studies
320
Applied economics
316
International review of financial analysis
314
International review of economics & finance : IREF
290
Asia Pacific journal of marketing and logistics
280
The North American journal of economics and finance : a journal of financial economics studies
280
Management science : journal of the Institute for Operations Research and the Management Sciences
271
Economic modelling
253
Psychology & marketing
250
Technological forecasting & social change : an international journal
240
The journal of product & brand management
230
Tourism management : research, policies, practice
220
Economics letters
218
Journal of travel and tourism marketing
216
Journal of marketing communications
215
Research in international business and finance
209
The journal of brand management : an international journal
199
Journal of Islamic marketing
193
Journal of international consumer marketing
193
International journal of contemporary hospitality management
192
Applied economics letters
191
International journal of advertising : the review of marketing communications
191
Journal of retailing
181
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
179
Quantitative finance
171
Journal of banking & finance
170
Journal of hospitality marketing & management
166
Journal of promotion management : innovations in planning and applied research
160
Journal of economic behavior & organization : JEBO
159
Journal of marketing management : JMM ; journal of the Academy of Marketing
157
The international review of retail, distribution and consumer research
155
European journal of operational research : EJOR
153
Food policy : economics planning and politics of food and agriculture
151
Journal of the Academy of Marketing Science
151
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ECONIS (ZBW)
280
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280
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
5
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:
6
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:
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
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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