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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatility
28
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Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
66
Linton, Oliver
46
Stulz, René M.
37
Lee, Lung-fei
35
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33
Taylor, Robert
32
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30
Aït-Sahalia, Yacine
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Robinson, Peter M.
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Bollerslev, Tim
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Su, Liangjun
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Pesaran, M. Hashem
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Gao, Jiti
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Todorov, Viktor
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Yu, Jun
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Chen, Xiaohong
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Harvey, Campbell R.
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Schmidt, Peter
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Xiao, Zhijie
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Ng, Serena
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Shleifer, Andrei
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Andrews, Donald W. K.
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Corradi, Valentina
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Journal of econometrics
Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Jahrbücher für Nationalökonomie und Statistik
9
Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Econometric reviews
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International review of economics & finance : IREF
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Labour economics : official journal of the European Association of Labour Economists
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The review of financial studies
6
Global finance journal
5
Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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Economics letters
4
German economic review
4
Journal of economics & business
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Journal of risk and financial management : JRFM
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Scottish journal of political economy : the journal of the Scottish Economic Society
4
Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Handbook of financial time series
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Journal for labour market research
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Journal of applied econometrics
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative economics : QE ; journal of the Econometric Society
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Review of Pacific Basin financial markets and policies
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The econometrics journal
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The review of economics and statistics
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Advances in Pacific Basin business, economics, and finance
2
Advances in economics and econometrics: theory and applications ; Vol. 3
2
China finance review international
2
Emerging market finance : new challenges and opportunities
2
ILR review : the journal of work and policy
2
Journal of banking & finance
2
Journal of international money and finance
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ECONIS (ZBW)
62
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1
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:
2
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
3
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
Saved in:
4
Editorial for special issue in honor of Francis X. Diebold
Inoue, Atsushi
;
Kilian, Lutz
;
Patton, Andrew J.
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 327-328
Persistent link: https://www.econbiz.de/10013464782
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
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
7
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
8
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:
9
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
10
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
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