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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~subject:"Kointegration"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Kointegration
Volatilität
Estimation
1,291
Schätzung
1,291
Estimation theory
478
Schätztheorie
478
Theorie
454
Theory
454
Time series analysis
257
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238
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Todorov, Viktor
14
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9
Phillips, Peter C. B.
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Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Barigozzi, Matteo
3
Chang, Chun Ping
3
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3
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3
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3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Andreou, Elena
2
Bibinger, Markus
2
Chen, Qiang
2
Christensen, Kim
2
Creal, Drew
2
Cross, Jamie
2
Dijk, Dick van
2
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2
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2
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2
Gil-Alaña, Luis A.
2
Grynkiv, Iaryna
2
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2
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2
Harvey, Andrew C.
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Economic modelling
Journal of econometrics
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247
Energy economics
200
Applied economics letters
171
International review of economics & finance : IREF
155
Finance research letters
147
The North American journal of economics and finance : a journal of financial economics studies
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
International review of financial analysis
117
International Journal of Energy Economics and Policy : IJEEP
114
CESifo working papers
113
International journal of economics and financial issues : IJEFI
110
Journal of banking & finance
99
Research in international business and finance
99
Working paper
99
Journal of empirical finance
96
International journal of economics and finance
94
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93
Journal of international money and finance
92
The empirical economics letters : a monthly international journal of economics
91
Economics letters
87
Journal of international financial markets, institutions & money
86
Working paper / National Bureau of Economic Research, Inc.
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Discussion paper / Tinbergen Institute
81
NBER working paper series
80
Cogent economics & finance
75
NBER Working Paper
74
The journal of futures markets
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of risk and financial management : JRFM
71
International journal of finance & economics : IJFE
70
Theoretical and applied economics : GAER review
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Econometric reviews
58
International journal of forecasting
55
Discussion paper / Centre for Economic Policy Research
54
The European journal of finance
51
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ECONIS (ZBW)
371
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371
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
6
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
7
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
8
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
9
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
10
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
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