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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
1,655
Theory
1,655
Estimation theory
1,638
Schätztheorie
1,638
Zeitreihenanalyse
674
Time series analysis
672
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
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305
Panel study
305
Forecasting model
282
Prognoseverfahren
282
Stochastic process
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Stochastischer Prozess
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Method of moments
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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
147
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147
Capital income
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9
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Bibliografie enthalten
2
Bibliography included
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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
1,949
Journal of retailing and consumer services
1,936
NBER working paper series
1,080
Working paper / National Bureau of Economic Research, Inc.
963
NBER Working Paper
883
International journal of consumer studies
757
Energy economics
745
International journal of hospitality management
742
Applied economics
664
Psychology & marketing
653
Economics letters
601
Finance research letters
590
Applied economics letters
479
Economic modelling
475
Discussion paper / Centre for Economic Policy Research
448
International review of financial analysis
440
Journal of banking & finance
440
Working paper
429
Management science : journal of the Institute for Operations Research and the Management Sciences
407
The journal of product & brand management
393
Asia Pacific journal of marketing and logistics
391
International review of economics & finance : IREF
391
CESifo working papers
383
Discussion paper / Tinbergen Institute
359
Discussion paper series / IZA
351
European journal of marketing : EJM
350
The North American journal of economics and finance : a journal of financial economics studies
348
The journal of brand management : an international journal
348
The journal of futures markets
348
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of marketing research : JMR
344
Journal of travel and tourism marketing
314
Journal of international consumer marketing
313
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
Technological forecasting & social change : an international journal
303
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ECONIS (ZBW)
1,358
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1
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
8
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
9
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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