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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Andersen, Torben"
~person:"Delgado, Miguel A."
~subject:"ARCH-Modell"
~subject:"Konsumentenverhalten"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Statistischer Test"
~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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ARCH-Modell
Konsumentenverhalten
Nonparametric statistics
Schätzung
Statistischer Test
Time series analysis
11
Volatility
11
Volatilität
11
Zeitreihenanalyse
11
Estimation theory
9
Schätztheorie
9
Statistical test
9
Theorie
8
Theory
8
Capital income
6
Kapitaleinkommen
6
Nichtparametrisches Verfahren
6
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5
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5
Prognoseverfahren
5
Induktive Statistik
4
Statistical inference
4
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4
Stochastischer Prozess
4
Bootstrap approach
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Bootstrap-Verfahren
3
High-frequency data
3
Market microstructure
3
Marktmikrostruktur
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Modellierung
3
Noise Trading
3
Noise trading
3
Scientific modelling
3
Stochastic volatility
3
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Fractional integration
2
Frequency domain inference
2
Market microstructure noise
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
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Aufsatz in Zeitschrift
17
Collection of articles of several authors
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Festschrift
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Andersen, Torben
Delgado, Miguel A.
Linton, Oliver
28
Phillips, Peter C. B.
20
Su, Liangjun
18
Chen, Xiaohong
17
Gao, Jiti
16
Li, Qi
16
Robinson, Peter M.
15
Todorov, Viktor
14
Lewbel, Arthur
13
Xiao, Zhijie
13
Cai, Zongwu
12
Francq, Christian
12
Park, Joon Y.
12
Simar, Léopold
12
Bollerslev, Tim
11
Fan, Yanqin
11
Horowitz, Joel
11
Hsiao, Cheng
11
Janiszewski, Chris A.
11
Andrews, Donald W. K.
10
Aït-Sahalia, Yacine
10
Florens, Jean-Pierre
10
Tauchen, George Eugene
10
Chen, Songnian
9
Hoderlein, Stefan
9
Koop, Gary
9
Li, Degui
9
White, Halbert
9
Zakoïan, Jean-Michel
9
Ghysels, Eric
8
Hong, Yongmiao
8
Hu, Yingyao
8
Krishna, Aradhna
8
Laran, Juliano
8
Sasaki, Yuya
8
Sun, Yixiao
8
Taylor, Robert
8
Wyer, Robert S.
8
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Published in...
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic inquiry : journal of the Western Economic Association International
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
The econometrics journal
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Econometric theory
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
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ECONIS (ZBW)
17
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17
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
6
Nonparametric tests for conditional symmetry
Delgado, Miguel A.
;
Song, Xiaojun
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
Saved in:
7
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:
8
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
9
Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.
;
Escanciano, Juan Carlos
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10009673150
Saved in:
10
Distribution-free tests for time series models specification
Delgado, Miguel A.
;
Velasco, Carlos
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 128-137
Persistent link: https://www.econbiz.de/10003966969
Saved in:
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