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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Engle, Robert F."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Hsiao, Cheng"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Capital income"
~subject:"Korrelation"
~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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Capital income
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63
Estimation theory
54
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54
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41
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40
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28
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Chiang, Thomas C.
Engle, Robert F.
Fitzenberger, Bernd
Gao, Jiti
Hsiao, Cheng
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Bollerslev, Tim
15
Todorov, Viktor
15
Bali, Turan G.
10
Fama, Eugene F.
10
Andersen, Torben
9
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8
Maheu, John M.
8
Chordia, Tarun
7
Shephard, Neil G.
7
Timmermann, Allan
7
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7
Zhou, Guofu
7
Fan, Jianqing
6
Harvey, Campbell R.
6
Lan, Wei
6
Linnainmaa, Juhani
6
Mykland, Per A.
6
Subrahmanyam, Avanidhar
6
Taylor, Robert
6
Aït-Sahalia, Yacine
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Bandi, Federico M.
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Da, Zhi
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5
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5
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4
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4
Diebold, Francis X.
4
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4
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Global finance journal
4
The review of financial studies
4
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
Advances in Pacific Basin business, economics, and finance
2
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2
Finance research letters
2
Handbook of financial time series
2
Journal of banking & finance
2
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2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
Econometric methods and financial time series
1
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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
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Economics letters
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1
European financial management : the journal of the European Financial Management Association
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1
Handbook of economic forecasting ; Volume 2B
1
Handbook of investors' behavior during financial crises
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
International review of economics & finance : IREF
1
Jingji-lunwen
1
Journal of economic literature
1
Journal of economic theory
1
Journal of economics & business
1
Journal of financial econometrics
1
Journal of forecasting
1
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ECONIS (ZBW)
28
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1
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28
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1
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:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
3
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
4
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
5
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
6
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
7
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
8
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
9
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:
10
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:
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