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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Konsumentenverhalten
Regression analysis
Volatility
Theorie
1,636
Theory
1,636
Estimation theory
1,601
Schätztheorie
1,601
Time series analysis
665
Zeitreihenanalyse
665
Consumer behaviour
598
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
467
Schätzung
462
Regressionsanalyse
450
USA
443
United States
443
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
280
Prognoseverfahren
280
Stochastic process
218
Stochastischer Prozess
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
174
Bayesian inference
174
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
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Online availability
All
Undetermined
473
Type of publication
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Article
1,348
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
1,352
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Fallstudie
2
Systematic review
2
Übersichtsarbeit
2
Conference proceedings
1
Konferenzschrift
1
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Language
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Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Linton, Oliver
14
Phillips, Peter C. B.
13
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Taylor, Robert
11
Chen, Songnian
10
Ghysels, Eric
9
Park, Joon Y.
9
Galvão Júnior, Antônio Fialho
8
Gao, Jiti
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Su, Liangjun
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Bagchi, Rajesh
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Robinson, Peter M.
7
Rucker, Derek D.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cai, Zongwu
6
Cavaliere, Giuseppe
6
Chernozhukov, Victor
6
Dufour, Jean-Marie
6
Fan, Jianqing
6
Hallin, Marc
6
Kim, Donggyu
6
Lee, Ji Hyung
6
Li, Qi
6
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business research : JBR
2,029
Journal of retailing and consumer services
1,936
Energy economics
763
International journal of consumer studies
762
International journal of hospitality management
742
Applied economics
668
Finance research letters
665
Psychology & marketing
659
Economics letters
596
Applied economics letters
486
Economic modelling
480
International review of financial analysis
461
Journal of banking & finance
440
International review of economics & finance : IREF
421
Management science : journal of the Institute for Operations Research and the Management Sciences
411
The journal of product & brand management
393
Asia Pacific journal of marketing and logistics
391
The journal of futures markets
364
The journal of brand management : an international journal
356
European journal of marketing : EJM
350
The North American journal of economics and finance : a journal of financial economics studies
348
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of marketing research : JMR
344
Journal of international consumer marketing
320
Journal of travel and tourism marketing
318
Cogent business & management
317
Tourism management : research, policies, practice
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
308
Journal of marketing management : MM
307
Journal of retailing
304
Technological forecasting & social change : an international journal
303
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
295
Journal of marketing communications
295
International journal of retail & distribution management
293
Journal of empirical finance
293
Journal of marketing
293
The international review of retail, distribution and consumer research
293
Marketing letters : a journal of research in marketing
292
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Source
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ECONIS (ZBW)
1,352
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11
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
12
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
13
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:
14
Isotonic regression discontinuity designs
Babii, Andrii
;
Kumar, Rohit
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
Saved in:
15
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
16
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
17
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
18
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
19
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
20
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
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