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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Heckman, James J."
~person:"Patton, Andrew J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Mikroökonometrie"
~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
Mikroökonometrie
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
31
Estimation theory
24
Schätztheorie
24
Volatilität
24
Estimation
23
Schätzung
23
Time series analysis
18
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18
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12
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Stochastic process
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11
Börsenkurs
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Method of moments
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Panel study
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Technical efficiency
7
Technische Effizienz
7
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United States
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Impact assessment
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Option pricing theory
5
Optionspreistheorie
5
Statistical distribution
5
Statistische Verteilung
5
Analysis of variance
4
Econometrics
4
Forecasting
4
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4
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56
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Collection of articles written by one author
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57
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Heckman, James J.
Patton, Andrew 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
Diebold, Francis X.
15
Slottje, Daniel Jonathan
15
Corradi, Valentina
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Renault, Eric
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
Horowitz, Joel
9
Kohn, Robert
9
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economic review
15
Economics letters
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of political economy
11
The review of economics and statistics
11
Journal of productivity analysis
9
Econometric reviews
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The economic journal : the journal of the Royal Economic Society
7
Journal of financial economics
6
Journal of labor economics
6
International economic review
5
Handbooks in economics
4
Journal of applied econometrics
4
Journal of human resources : JHR
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Annual review of economics
3
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
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
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Handbook of financial time series
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of economic dynamics
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
The Scandinavian journal of economics
2
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
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ECONIS (ZBW)
57
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1
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57
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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
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
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:
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
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
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:
10
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
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