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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:"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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Konsumentenverhalten
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
Regression analysis
450
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
280
Type of publication
All
Article
915
Book / Working Paper
3
Type of publication (narrower categories)
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
918
Collection of articles of several authors
4
Sammelwerk
4
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
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Janiszewski, Chris A.
11
McAleer, Michael
9
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Bagchi, Rajesh
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Rucker, Derek D.
7
Shiv, Baba
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Lichtenstein, Donald R.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Shephard, Neil G.
6
Vohs, Kathleen D.
6
Wilcox, Keith
6
Asai, Manabu
5
Belk, Russell W.
5
Fishbach, Ayelet
5
Folkes, Valerie S.
5
Gal, David
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Grewal, Dhruv
5
Hallin, Marc
5
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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 retailing and consumer services
1,931
Journal of business research : JBR
1,910
International journal of consumer studies
754
International journal of hospitality management
725
Energy economics
692
Psychology & marketing
653
Finance research letters
539
Applied economics
530
Journal of banking & finance
412
International review of financial analysis
408
Management science : journal of the Institute for Operations Research and the Management Sciences
398
Economics letters
395
The journal of product & brand management
392
Asia Pacific journal of marketing and logistics
391
Economic modelling
387
Applied economics letters
375
International review of economics & finance : IREF
360
European journal of marketing : EJM
348
The journal of brand management : an international journal
347
The journal of futures markets
344
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
343
Journal of marketing research : JMR
343
The North American journal of economics and finance : a journal of financial economics studies
327
Journal of travel and tourism marketing
313
Journal of international consumer marketing
312
Journal of marketing management : MM
307
Journal of retailing
304
Journal of marketing communications
295
Cogent business & management
294
International journal of retail & distribution management
292
Tourism management : research, policies, practice
292
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
291
Marketing letters : a journal of research in marketing
289
The journal of consumer marketing
284
Journal of consumer behaviour : an international research review
283
Journal of fashion marketing and management
283
Technological forecasting & social change : an international journal
281
Journal of marketing
278
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ECONIS (ZBW)
918
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1
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918
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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