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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"hrv"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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USA
Volatility
Theorie
1,918
Theory
1,918
Estimation theory
1,628
Schätztheorie
1,628
Estimation
906
Schätzung
901
Time series analysis
745
Zeitreihenanalyse
745
United States
602
Volatilität
585
Nichtparametrisches Verfahren
551
Nonparametric statistics
551
Capital income
492
Kapitaleinkommen
492
Regression analysis
459
Regressionsanalyse
459
Börsenkurs
428
Share price
428
Forecasting model
388
Prognoseverfahren
388
Statistical test
336
Statistischer Test
336
Aktienmarkt
319
Stock market
319
Panel
317
Panel study
317
ARCH model
247
ARCH-Modell
247
Stochastic process
240
Stochastischer Prozess
240
Großbritannien
224
United Kingdom
224
Cointegration
219
Kointegration
218
Method of moments
215
Momentenmethode
214
Bootstrap approach
187
Bootstrap-Verfahren
187
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Undetermined
170
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Article
1,110
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
1,114
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
2
Conference proceedings
1
Festschrift
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
11
Madura, Jeff
10
McMillan, David G.
10
Asai, Manabu
8
Meddahi, Nour
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Akhigbe, Aigbe O.
5
Darrat, Ali F.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Payne, James E.
5
Renault, Eric
5
Speight, Alan E. H.
5
Taylor, Robert
5
Yu, Jun
5
Zhou, Hao
5
Ajayi, Richard A.
4
Barigozzi, Matteo
4
Becchetti, Leonardo
4
Boswijk, Herman Peter
4
Chelley-Steeley, Patricia L.
4
Corradi, Valentina
4
Dijk, Dick van
4
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Applied financial economics
Journal of econometrics
The American economic review
2,039
Applied economics
1,518
The review of economics and statistics
1,430
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,364
American journal of agricultural economics
1,300
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
1,012
The journal of futures markets
1,006
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
864
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
848
National tax journal
843
Southern economic journal
803
Journal of human resources : JHR
765
Journal of money, credit and banking : JMCB
746
Applied economics letters
710
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Finance research letters
689
Journal of political economy
676
The journal of law & economics
641
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
639
The quarterly journal of economics
631
American economic journal : a journal of the American Economic Association
615
International review of financial analysis
612
Challenge
601
Economic modelling
593
ILR review : the journal of work and policy
592
Health affairs : at the intersection of health, health care, and policy
588
International review of economics & finance : IREF
586
European journal of operational research : EJOR
585
Journal of monetary economics
579
Journal of labor economics
544
Journal of international money and finance
531
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
513
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ECONIS (ZBW)
1,114
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1
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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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