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~isPartOf:"Demand, supply and financial deregulation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Economica"
~isPartOf:"Greek economic review"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Blake, David"
~person:"Hallin, Marc"
~person:"Miles, David"
~person:"Tauchen, George Eugene"
~person:"Taylor, Mark P."
~person:"Timmermann, Allan"
~subject:"Bildungsverhalten"
~subject:"Developing countries"
~subject:"Educational behaviour"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
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Bildungsverhalten
Developing countries
Educational behaviour
Germany
Großbritannien
Risk premium
United States
Volatility
Theorie
28
Theory
28
Volatilität
21
Forecasting model
19
Prognoseverfahren
19
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18
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18
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9
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Blake, David
Hallin, Marc
Miles, David
Tauchen, George Eugene
Taylor, Mark P.
Timmermann, Allan
Bollerslev, Tim
19
Todorov, Viktor
17
Aït-Sahalia, Yacine
13
Andersen, Torben
11
McAleer, Michael
10
Slottje, Daniel Jonathan
9
Disney, Richard
8
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Pesaran, M. Hashem
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Bandi, Federico M.
5
Blundell, Richard W.
5
Francq, Christian
5
Gallant, A. Ronald
5
Hart, Robert A.
5
Haskel, Jonathan
5
Li, Yingying
5
Linton, Oliver
5
Peel, David
5
Rahbek, Anders
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Booth, Alison L.
4
Boswijk, Herman Peter
4
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Demand, supply and financial deregulation
Discussion paper / Department of Economics, University of California San Diego
Discussion paper in financial economics : FE
Economica
Greek economic review
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
16
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Applied financial economics
8
Applied economics
7
The Manchester School of Economic and Social Studies
7
Journal of money, credit and banking : JMCB
6
Journal of international money and finance
5
Oxford bulletin of economics and statistics
5
Insurance / Mathematics & economics
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
The review of economics and statistics
4
The review of financial studies
4
Bulletin of economic research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European economic review : EER
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of macroeconomics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Manchester School
3
The journal of business : B
3
Covid economics : vetted and real-time papers
2
IMF staff papers
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Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Labour economics : official journal of the European Association of Labour Economists
2
National Institute economic review
2
Oxford economic papers
2
Review of futures markets
2
The review of economic studies
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Annales d'économie et de statistique
1
Annals of public and cooperative economics
1
Computation and estimation in finance and economics
1
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ECONIS (ZBW)
33
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1
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33
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1
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:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
4
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
5
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
6
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
7
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
8
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
9
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
10
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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