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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Bollerslev, Tim"
~person:"Taylor, Robert"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Entwicklungsländer
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USA
Time series analysis
32
Zeitreihenanalyse
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Bollerslev, Tim
Taylor, Robert
Phillips, Peter C. B.
47
Linton, Oliver
35
Su, Liangjun
33
Li, Qi
30
Koop, Gary
29
Pesaran, M. Hashem
29
Ghysels, Eric
28
Gao, Jiti
27
Lee, Lung-fei
22
Diebold, Francis X.
21
Hsiao, Cheng
21
Gouriéroux, Christian
20
Robinson, Peter M.
20
Swanson, Norman R.
20
Todorov, Viktor
20
Baltagi, Badi H.
19
Chen, Xiaohong
19
Tauchen, George Eugene
19
Timmermann, Allan
19
White, Halbert
19
Xiao, Zhijie
19
Lewbel, Arthur
18
Schmidt, Peter
18
Steel, Mark F. J.
18
Yu, Jun
18
Bai, Jushan
17
Chib, Siddhartha
16
Lucas, André
16
Racine, Jeffrey
16
Simar, Léopold
16
Slottje, Daniel Jonathan
16
Corradi, Valentina
15
Florens, Jean-Pierre
15
Maasoumi, Esfandiar
15
McAleer, Michael
15
Park, Joon Y.
15
Patton, Andrew J.
15
Simchi-Levi, David
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Econometric theory
13
Econometric reviews
10
Journal of empirical finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial economics
5
Oxford bulletin of economics and statistics
5
Journal of applied econometrics
4
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
Journal of international money and finance
3
The review of economics and statistics
3
International economic review
2
Journal of financial econometrics
2
Journal of international economics
2
Journal of time series econometrics
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
The review of financial studies
2
American economic review
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Vol. 1
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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Review of futures markets
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The Cato journal : an interdisciplinary journal of public policy analysis
1
The Manchester School
1
The journal of socio-economics
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
39
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
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:
3
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:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
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:
7
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
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:
10
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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