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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"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~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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Consumer behaviour
Konsumentenverhalten
Panel study
Regression analysis
Volatility
Theorie
1,636
Theory
1,636
Estimation theory
1,601
Schätztheorie
1,601
Time series analysis
665
Zeitreihenanalyse
665
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
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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Undetermined
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1,604
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7
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
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Ratgeber
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1,611
Collection of articles of several authors
8
Sammelwerk
8
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Conference proceedings
2
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2
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2
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2
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1
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Phillips, Peter C. B.
21
Bollerslev, Tim
19
Su, Liangjun
19
Linton, Oliver
17
Todorov, Viktor
17
Tauchen, George Eugene
15
Chen, Songnian
13
Gao, Jiti
13
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Bai, Jushan
11
Baltagi, Badi H.
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Robinson, Peter M.
11
Taylor, Robert
11
Li, Qi
10
Ghysels, Eric
9
Park, Joon Y.
9
Westerlund, Joakim
9
Galvão Júnior, Antônio Fialho
8
Hansen, Christian Bailey
8
Hsiao, Cheng
8
Krishna, Aradhna
8
Laran, Juliano
8
Lee, Lung-fei
8
Meddahi, Nour
8
Sasaki, Yuya
8
Wyer, Robert S.
8
Xiao, Zhijie
8
Xiu, Dacheng
8
Bagchi, Rajesh
7
Cai, Zongwu
7
Chernozhukov, Victor
7
Fernández-Val, Iván
7
Gouriéroux, Christian
7
Hallin, Marc
7
Li, Jia
7
Li, Kunpeng
7
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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
2,041
Journal of retailing and consumer services
1,938
Energy economics
900
Applied economics
869
Economics letters
830
International journal of consumer studies
762
International journal of hospitality management
750
Finance research letters
697
Applied economics letters
662
Psychology & marketing
659
Economic modelling
655
International review of financial analysis
480
International review of economics & finance : IREF
467
Journal of banking & finance
461
Management science : journal of the Institute for Operations Research and the Management Sciences
417
The journal of product & brand management
394
Asia Pacific journal of marketing and logistics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
374
The North American journal of economics and finance : a journal of financial economics studies
369
The journal of futures markets
365
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
356
The journal of brand management : an international journal
356
European journal of marketing : EJM
352
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of marketing research : JMR
345
Technological forecasting & social change : an international journal
332
Cogent business & management
329
Tourism management : research, policies, practice
329
International Journal of Energy Economics and Policy : IJEEP
320
Journal of international consumer marketing
320
Journal of travel and tourism marketing
319
Research in international business and finance
317
Journal of risk and financial management : JRFM
315
Journal of marketing management : MM
307
Journal of retailing
306
Journal of empirical finance
303
Econometric reviews
299
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
295
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ECONIS (ZBW)
1,611
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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
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
7
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:
8
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:
9
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:
10
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
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