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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Li, Jia"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Schätzung
Estimation theory
51
Schätztheorie
51
Volatility
51
Volatilität
51
Theorie
48
Theory
48
Estimation
44
Time series analysis
37
Zeitreihenanalyse
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Option pricing theory
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Induktive Statistik
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Statistical distribution
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Statistische Verteilung
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Collection of articles of several authors
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44
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Li, Jia
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
Bollerslev, Tim
15
Su, Liangjun
13
Linton, Oliver
12
Pesaran, M. Hashem
9
Phillips, Peter C. B.
9
Koop, Gary
8
Andersen, Torben
7
Ghysels, Eric
7
Aït-Sahalia, Yacine
6
Harvey, Andrew C.
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Li, Kunpeng
6
Timmermann, Allan
6
Baltagi, Badi H.
5
Francq, Christian
5
Gouriéroux, Christian
5
Kelly, Bryan T.
5
Li, Qi
5
Lu, Xun
5
Ravazzolo, Francesco
5
Steel, Mark F. J.
5
Zakoïan, Jean-Michel
5
Bandi, Federico M.
4
Berg, Gerard J. van den
4
Callaway, Brantly
4
Christoffersen, Peter F.
4
Fan, Jianqing
4
Fusari, Nicola
4
Gospodinov, Nikolaj
4
Han, Xu
4
Heckman, James J.
4
Hong, Harrison G.
4
Hong, Yongmiao
4
Hsiao, Cheng
4
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Cambridge working papers in economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
German economic review
3
International review of economics & finance : IREF
3
Labour economics : official journal of the European Association of Labour Economists
3
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Computation and estimation in finance and economics
1
Econometric reviews
1
Econometrics : open access journal
1
European financial management : the journal of the European Financial Management Association
1
Forecasting volatility in the financial markets
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
Inventi impact: emerging economies
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal for labour market research
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of mathematical finance
1
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ECONIS (ZBW)
44
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
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
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
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:
6
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
7
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
8
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
9
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:
10
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
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