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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~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"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
26
Estimation theory
22
Schätztheorie
22
Estimation
21
Schätzung
21
Volatilität
18
Time series analysis
12
Zeitreihenanalyse
12
Stochastic process
11
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Börsenkurs
10
Share price
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9
Kapitaleinkommen
9
Method of moments
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Nichtparametrisches Verfahren
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Panel study
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Technical efficiency
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Option pricing theory
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Optionspreistheorie
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Stochastic volatility
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Econometrics
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Impact assessment
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Ökonometrie
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Instrumental variables
4
Microeconometrics
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Options
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Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
27
Aït-Sahalia, Yacine
23
Ghysels, Eric
21
Pesaran, M. Hashem
20
Titman, Sheridan
20
Andersen, Torben
19
Linton, Oliver
19
Shleifer, Andrei
19
Swanson, Norman R.
19
Gouriéroux, Christian
18
McAleer, Michael
18
Tauchen, George Eugene
18
Diebold, Francis X.
17
O'Hara, Maureen
17
Slottje, Daniel Jonathan
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Longstaff, Francis A.
15
Stein, Jeremy C.
15
Timmermann, Allan
15
Corradi, Valentina
14
Fama, Eugene F.
14
Granger, C. W. J.
14
Patton, Andrew J.
14
Whaley, Robert E.
14
French, Kenneth Ronald
13
Hong, Harrison G.
13
Michaely, Roni
13
Park, Joon Y.
13
Stulz, René M.
13
Thakor, Anjan V.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Lütkepohl, Helmut
12
Renault, Eric
12
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
102
Discussion paper series / IZA
76
NBER Working Paper
67
NBER working paper series
61
IZA Discussion Paper
31
UCD Geary Institute discussion paper series
16
The American economic review
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economics letters
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
CREATES research paper
11
Journal of political economy
11
Technical working paper / National Bureau of Economic Research
11
The review of economics and statistics
10
Handbooks in economics
9
Journal of productivity analysis
9
ERID working paper
8
Econometric reviews
8
IZA Discussion Papers
8
The economic journal : the journal of the Royal Economic Society
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
cemmap working paper
7
Journal of labor economics
6
NBER technical working paper series
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Journal of financial economics
5
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of human resources : JHR
4
CESifo working papers
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper
3
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics : volume 6B
3
Handbook of econometrics ; Vol. 6B
3
Journal of applied econometrics
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
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ECONIS (ZBW)
48
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1
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48
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
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