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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:"und"
~person:"Callaway, Brantly"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Schätzung"
~subject:"Volatilität"
~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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Schätzung
Volatilität
Theorie
44
Theory
44
Estimation theory
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Schätztheorie
43
Volatility
34
Estimation
32
Time series analysis
31
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52
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52
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Callaway, Brantly
Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Bollerslev, Tim
27
Todorov, Viktor
26
Andersen, Torben
16
Aït-Sahalia, Yacine
15
Ghysels, Eric
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Su, Liangjun
13
Linton, Oliver
12
Gouriéroux, Christian
10
Phillips, Peter C. B.
10
Gallant, A. Ronald
9
Koop, Gary
9
Koopman, Siem Jan
9
Li, Jia
9
McAleer, Michael
9
Meddahi, Nour
9
Shephard, Neil G.
9
Xiu, Dacheng
9
Bandi, Federico M.
8
Cavaliere, Giuseppe
8
Jacobs, Kris
8
Maheu, John M.
8
Marcellino, Massimiliano
8
Mykland, Per A.
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Pesaran, M. Hashem
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Boswijk, Herman Peter
7
Christoffersen, Peter F.
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Engle, Robert F.
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Fan, Jianqing
7
Kim, Donggyu
7
Rahbek, Anders
7
Renò, Roberto
7
Taylor, Robert
7
Urga, Giovanni
7
Zhou, Hao
7
Bekaert, Geert
6
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6
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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 quantitative finance and accounting
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric theory
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
German economic review
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Handbook of financial time series
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International review of economics & finance : IREF
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Labour economics : official journal of the European Association of Labour Economists
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative economics : QE ; journal of the Econometric Society
3
Advances in Pacific Basin business, economics, and finance
2
Cambridge working papers in economics
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Journal of banking & finance
2
Journal of economics & business
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Journal of risk and financial management : JRFM
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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The review of economics and statistics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Annals of finance
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Computation and estimation in finance and economics
1
Econometrics : open access journal
1
Energy policy
1
European financial management : the journal of the European Financial Management Association
1
Finance a úvěr
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ECONIS (ZBW)
52
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
3
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
4
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:
5
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
6
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
7
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:
8
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
9
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:
10
Bounds on distributional treatment effect parameters using panel data with an application on job displacement
Callaway, Brantly
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 861-881
Persistent link: https://www.econbiz.de/10012619802
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