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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Ghysels, Eric"
~person:"Lütkepohl, Helmut"
~person:"Steel, Mark F. J."
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Estimation
52
Schätzung
52
Volatility
25
Volatilität
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24
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24
Capital income
18
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18
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Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
Frühwirth-Schnatter, Sylvia
Galvão Júnior, Antônio Fialho
Ghysels, Eric
Lütkepohl, Helmut
Steel, Mark F. J.
Todorov, Viktor
20
Su, Liangjun
14
Tauchen, George Eugene
14
Baltagi, Badi H.
11
Gao, Jiti
9
Marcellino, Massimiliano
9
Phillips, Peter C. B.
9
Gil-Alaña, Luis A.
8
Gupta, Rangan
8
Herwartz, Helmut
8
Koop, Gary
8
Linton, Oliver
8
Pesaran, M. Hashem
8
Serletis, Apostolos
8
Li, Jia
7
Liesenfeld, Roman
7
Aït-Sahalia, Yacine
6
Egger, Peter
6
Franses, Philip Hans
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Kunpeng
6
Li, Qi
6
Timmermann, Allan
6
Westerlund, Joakim
6
Barnett, William A.
5
Berg, Gerard J. van den
5
Caporale, Guglielmo Maria
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hsiao, Cheng
5
Kapetanios, George
5
Kelly, Bryan T.
5
Lee, Chien-chiang
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
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9
Working paper / National Bureau of Economic Research, Inc.
8
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7
NBER working paper series
7
CREATES research paper
6
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6
Discussion papers of interdisciplinary research project 373
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
SFB 649 discussion paper
5
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4
CESifo working papers
3
CFS working paper series
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DIW Berlin Discussion Paper
3
ERID working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
Finance and economics discussion series
3
IZA Discussion Paper
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
3
CORE discussion paper : DP
2
CREATES Research Paper
2
Cahier de recherche
2
EUI working paper / ECO
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
IHS economics series : working paper
2
Journal of financial econometrics
2
Journal of international money and finance
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
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ECONIS (ZBW)
52
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1
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:
2
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:
3
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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
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:
6
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
7
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
Saved in:
8
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
9
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
10
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
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