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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~subject:"Theorie"
~subject:"Wirkungsanalyse"
~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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Germany
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36
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Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
36
Bollerslev, Tim
21
Ghysels, Eric
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Koop, Gary
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Lee, Lung-fei
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Yu, Jun
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Todorov, Viktor
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14
Pesaran, M. Hashem
14
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12
Harvey, Campbell R.
12
Schmidt, Peter
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Taylor, Robert
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Granger, C. W. J.
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Park, Joon Y.
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Journal of econometrics
Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Jahrbücher für Nationalökonomie und Statistik
6
Journal of financial econometrics
6
Labour economics : official journal of the European Association of Labour Economists
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
German economic review
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International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Review of quantitative finance and accounting
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Scottish journal of political economy : the journal of the Scottish Economic Society
4
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3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The review of economics and statistics
3
The review of financial studies
3
Advances in Pacific Basin business, economics, and finance
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Advances in economics and econometrics: theory and applications ; Vol. 3
2
Econometric reviews
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Econometrics : open access journal
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Economics letters
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Emerging market finance : new challenges and opportunities
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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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ILR review : the journal of work and policy
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Journal of applied econometrics
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Journal of population economics
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
The North American journal of economics and finance : a journal of financial economics studies
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Annual review of economics
1
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ECONIS (ZBW)
36
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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
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:
4
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:
5
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:
6
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
7
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:
8
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
9
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
10
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
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