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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~isPartOf:"The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Diebold, Francis X."
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
38
Estimation theory
25
Schätztheorie
25
Estimation
22
Schätzung
22
Volatilität
19
Time series analysis
16
Zeitreihenanalyse
16
Capital income
12
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Stochastischer Prozess
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Forecasting model
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Prognoseverfahren
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United States
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Börsenkurs
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Impact assessment
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Share price
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High-frequency data
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Method of moments
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Nichtparametrisches Verfahren
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Nonparametric statistics
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7
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Technische Effizienz
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Microeconometrics
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Mikroökonometrie
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Econometrics
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Option pricing theory
5
Optionspreistheorie
5
Ökonometrie
5
Forecast
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Article in journal
Aufsatz im Buch
Collection of articles written by one author
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62
Bibliografie enthalten
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Diebold, Francis X.
Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
21
Aït-Sahalia, Yacine
18
Gouriéroux, Christian
18
Linton, Oliver
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Ghysels, Eric
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Slottje, Daniel Jonathan
15
Corradi, Valentina
14
Ramrattan, Lall
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Szenberg, Michael
12
Taylor, Robert
12
Andersen, Torben
11
Hsiao, Cheng
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Barnett, William A.
10
Gallant, A. Ronald
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Baltagi, Badi H.
9
Hong, Yongmiao
9
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
The American economic review
19
Economics letters
16
The review of economics and statistics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of political economy
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Econometric reviews
9
Journal of productivity analysis
9
The economic journal : the journal of the Royal Economic Society
9
Journal of labor economics
7
International economic review
6
Journal of applied econometrics
6
Journal of financial economics
5
The review of economic studies
5
Handbooks in economics
4
Journal of human resources : JHR
4
The journal of economic perspectives : EP ; a journal of the American Economic Association
4
The journal of finance : the journal of the American Finance Association
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
International journal of forecasting
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Quantitative economics : QE ; journal of the Econometric Society
3
Annual review of economics
2
Business review / Federal Reserve Bank of Philadelphia
2
CESifo DICE report : journal for institutional comparisons
2
Econometric theory
2
European economic review : EER
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of economic dynamics & control
2
Journal of human capital : JHC
2
Journal of international economics
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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ECONIS (ZBW)
62
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1
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62
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1
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:
2
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:
3
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Göbel, Maximilian
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
9
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
10
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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