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~isPartOf:"Journal of econometrics"
~isPartOf:"Monthly labor review : MLR"
~language:"eng"
~language:"hrv"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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USA
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,601
Theory
1,601
United States
1,066
Time series analysis
671
Zeitreihenanalyse
671
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
467
Schätzung
462
Regression analysis
452
Regressionsanalyse
452
Statistical test
322
Statistischer Test
322
Volatilität
320
Panel
306
Panel study
306
Forecasting model
284
Prognoseverfahren
284
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
166
Statistische Verteilung
166
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
170
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Article
1,352
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Konferenzschrift
Aufsatz in Zeitschrift
1,362
Statistics
149
Statistik
149
Collection of articles of several authors
23
Sammelwerk
23
Biografie
2
Biography
2
Conference proceedings
1
Country report
1
Festschrift
1
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1
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Wiatrowski, William J.
13
Aït-Sahalia, Yacine
12
Hecker, Daniel E.
12
Paulin, Geoffrey D.
12
Andersen, Torben
11
Haugen, Steven E.
10
McAleer, Michael
10
Hayghe, Howard V.
9
Hipple, Steven
9
Ilg, Randy E.
9
Wilson, Todd L.
9
Fullerton, Howard N.
8
Goodman, William
8
Herz, Diane E.
8
Meddahi, Nour
8
Meisenheimer, Joseph R.
8
Personick, Martin E.
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Bednarzik, Robert W.
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Parks, William
7
Patton, Andrew J.
7
Saunders, Norman C.
7
Toossi, Mitra
7
Cavaliere, Giuseppe
6
Cohany, Sharon R.
6
Diebold, Francis X.
6
Ghysels, Eric
6
Horrigan, Michael W.
6
Howe, Wayne J.
6
Johnson, David S.
6
Kim, Donggyu
6
Lancaster, Loryn
6
Nelson, Richard R.
6
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American Federation of Labor
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Monthly labor review : MLR
The American economic review
2,040
Applied economics
1,512
The review of economics and statistics
1,428
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,365
American journal of agricultural economics
1,298
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
998
The journal of futures markets
990
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
864
Economic inquiry : journal of the Western Economic Association International
853
National tax journal
848
Southern economic journal
801
Journal of human resources : JHR
765
Journal of money, credit and banking : JMCB
746
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Applied economics letters
703
Journal of political economy
676
The journal of law & economics
641
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
640
The quarterly journal of economics
631
Finance research letters
630
American economic journal : a journal of the American Economic Association
615
Challenge
601
Applied financial economics
600
ILR review : the journal of work and policy
592
International review of financial analysis
590
Economic modelling
589
Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
583
Journal of monetary economics
580
International review of economics & finance : IREF
557
Journal of labor economics
545
Journal of international money and finance
520
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
513
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Source
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ECONIS (ZBW)
1,362
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1
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
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:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
7
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:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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