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~isPartOf:"Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Bollerslev, Tim"
~person:"Rucker, Derek D."
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~subject:"Bayes-Statistik"
~subject:"Konsumentenverhalten"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bayes-Statistik
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Stochastic process
Volatility
Volatilität
40
Estimation
21
Schätzung
21
Theorie
19
Theory
19
Capital income
18
Estimation theory
18
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18
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Bollerslev, Tim
Rucker, Derek D.
Tauchen, George Eugene
Xiu, Dacheng
Todorov, Viktor
17
Wyer, Robert S.
16
Krishna, Aradhna
14
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Janiszewski, Chris A.
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McAleer, Michael
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Phillips, Peter C. B.
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Yu, Jun
11
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10
Griskevicius, Vladas
10
Gallant, A. Ronald
9
Shiv, Baba
9
Simonson, Itamar
9
Alba, Joseph W.
8
Fishbach, Ayelet
8
Haws, Kelly L.
8
Koop, Gary
8
Laran, Juliano
8
Meddahi, Nour
8
Schwarz, Norbert
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Taylor, Robert
8
Vohs, Kathleen D.
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Walker Reczek, Rebecca
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White, Katherine
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Zhang, Xinyu
8
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Bagchi, Rajesh
7
Bearden, William O.
7
Berger, Jonah
7
Dhar, Ravi
7
Folkes, Valerie S.
7
Ghysels, Eric
7
Li, Jia
7
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7
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7
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Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
International economic review
2
Journal of applied econometrics
2
Journal of consumer research : JCR ; an interdisciplinary journal
2
Journal of empirical finance
2
Journal of marketing research : JMR
2
Quantitative economics : QE ; journal of the Econometric Society
2
The review of economic studies
2
Computation and estimation in finance and economics
1
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Harvard business review : HBR
1
International journal of advertising : the quarterly review of marketing communications
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of marketing
1
Journal of marketing research
1
Macroeconomic dynamics
1
Marketing letters : a journal of research in marketing
1
NBER reporter online
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The quarterly journal of finance
1
The review of financial studies
1
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ECONIS (ZBW)
50
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1
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:
2
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:
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
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:
5
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
6
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:
7
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
8
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
9
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
10
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
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