//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Großbritannien
Volatility
Estimation theory
699
Schätztheorie
699
Theorie
346
Theory
346
Time series analysis
294
Zeitreihenanalyse
294
Estimation
283
Schätzung
279
Nichtparametrisches Verfahren
249
Nonparametric statistics
249
Regression analysis
206
Regressionsanalyse
206
Volatilität
163
Panel
158
Panel study
158
Forecasting model
150
Prognoseverfahren
150
Statistical test
143
Statistischer Test
143
Stochastic process
106
Stochastischer Prozess
106
Bayes-Statistik
94
Bayesian inference
94
Capital income
89
Kapitaleinkommen
89
Induktive Statistik
88
Statistical inference
88
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
Autocorrelation
69
Autokorrelation
69
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
171
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz im Buch
Fallstudie
Statistik
Aufsatz in Zeitschrift
171
Language
All
English
Italian
Lithuanian
Albanian
Undetermined
Author
All
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
Marcellino, Massimiliano
4
Mykland, Per A.
4
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
Kong, Xin-Bing
3
Ling, Shiqing
3
Quaedvlieg, Rogier
3
Rahbek, Anders
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Yang, Xiye
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Caporin, Massimiliano
2
Chan, Joshua
2
Clinet, Simon
2
Dalderop, Jeroen
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
1,313
Discussion papers / CEPR
699
Finance research letters
586
Energy economics
515
Economic modelling
482
Working paper / National Bureau of Economic Research, Inc.
477
Applied economics
429
Journal of international money and finance
398
International review of economics & finance : IREF
370
International review of financial analysis
349
The North American journal of economics and finance : a journal of financial economics studies
347
Economics letters
342
Research in international business and finance
280
Applied economics letters
279
Journal of economic dynamics & control
268
Journal of banking & finance
250
Journal of macroeconomics
218
Journal of monetary economics
217
European economic review : EER
189
Journal of international financial markets, institutions & money
182
Macroeconomic dynamics
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
171
Quantitative finance
170
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
155
Journal of financial economics
150
NBER working paper series
143
Journal of empirical finance
140
Pacific-Basin finance journal
130
International journal of forecasting
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Emerging markets, finance and trade : EMFT
113
International journal of finance & economics : IJFE
112
Journal of economic behavior & organization : JEBO
112
Journal of financial stability
111
Journal of international economics
110
The B.E. journal of macroeconomics
107
Open economies review
105
The European journal of finance
102
Computational economics
101
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->