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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"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Cointegration"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Cointegration
Schätzung
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34
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34
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31
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Phillips, Peter C. B.
17
Bollerslev, Tim
15
Su, Liangjun
13
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10
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Baltagi, Badi H.
7
Ghysels, Eric
7
Li, Jia
7
Park, Joon Y.
7
Rahbek, Anders
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Robinson, Peter M.
7
Taylor, Robert
7
Xiao, Zhijie
7
Aït-Sahalia, Yacine
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
German economic review
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Labour economics : official journal of the European Association of Labour Economists
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Cambridge working papers in economics
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Review of Pacific Basin financial markets and policies
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Risks : open access journal
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Advances in economics and econometrics: theory and applications ; Vol. 3
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Annales d'économie et de statistique
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Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
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European financial management : the journal of the European Financial Management Association
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Forecasting volatility in the financial markets
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Handbook of financial time series
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International Journal of Financial Studies : open access journal
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International economic review
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International journal of business
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Inventi impact: emerging economies
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Jahrbücher für Nationalökonomie und Statistik
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Journal for labour market research
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ECONIS (ZBW)
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21
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:
22
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
23
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
24
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
25
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
26
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
27
Regime shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 396-409
Persistent link: https://www.econbiz.de/10002372889
Saved in:
28
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
29
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
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