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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"
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Konsumentenverhalten
Regression analysis
Volatility
Theorie
1,656
Theory
1,656
Estimation theory
1,639
Schätztheorie
1,639
Zeitreihenanalyse
675
Time series analysis
673
Consumer behaviour
598
Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation
468
Schätzung
463
Regressionsanalyse
455
USA
445
United States
445
Statistical test
324
Statistischer Test
324
Volatilität
321
Panel
305
Panel study
305
Forecasting model
282
Prognoseverfahren
282
Stochastic process
219
Stochastischer Prozess
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Method of moments
209
Momentenmethode
208
Bootstrap approach
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Bootstrap-Verfahren
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Bayes-Statistik
175
Bayesian inference
175
Statistical distribution
169
Statistische Verteilung
169
Cointegration
162
Kointegration
161
ARCH model
147
ARCH-Modell
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Ökonometrie
147
Capital income
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9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
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Bibliografie enthalten
2
Bibliography included
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Case study
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Bollerslev, Tim
19
Todorov, Viktor
17
Linton, Oliver
15
Tauchen, George Eugene
15
Phillips, Peter C. B.
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
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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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business research : JBR
2,035
Journal of retailing and consumer services
1,936
NBER working paper series
1,090
Working paper / National Bureau of Economic Research, Inc.
963
NBER Working Paper
883
Energy economics
764
International journal of consumer studies
763
International journal of hospitality management
742
Applied economics
668
Finance research letters
666
Psychology & marketing
659
Economics letters
601
Applied economics letters
486
Economic modelling
480
International review of financial analysis
461
Discussion paper / Centre for Economic Policy Research
448
Journal of banking & finance
440
Working paper
436
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
CESifo working papers
386
The journal of futures markets
364
Discussion paper / Tinbergen Institute
360
The journal of brand management : an international journal
356
Discussion paper series / IZA
353
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
310
Tourism management : research, policies, practice
309
Journal of marketing management : MM
307
Journal of retailing
304
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ECONIS (ZBW)
1,358
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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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