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~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Schätzung
Volatility
Volatilität
Theorie
1,985
Theory
1,985
Estimation theory
1,788
Schätztheorie
1,788
Zeitreihenanalyse
766
Time series analysis
765
Estimation
643
Nichtparametrisches Verfahren
555
Nonparametric statistics
555
Regression analysis
491
Regressionsanalyse
491
Panel
363
Panel study
363
USA
361
United States
361
Statistical test
351
Statistischer Test
351
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336
Prognoseverfahren
336
United Kingdom
298
Stochastic process
225
Stochastischer Prozess
225
Method of moments
217
Momentenmethode
216
Cointegration
209
Kointegration
208
Bootstrap approach
185
Bootstrap-Verfahren
185
Bayes-Statistik
182
Bayesian inference
182
Statistical distribution
176
Statistische Verteilung
176
VAR model
168
VAR-Modell
168
Einheitswurzeltest
160
Unit root test
160
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Undetermined
431
Free
15
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Article
1,167
Book / Working Paper
7
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Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
1,174
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9
Konferenzbeitrag
9
Collection of articles of several authors
8
Sammelwerk
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1
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Bollerslev, Tim
20
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
Marcellino, Massimiliano
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Su, Liangjun
8
Barigozzi, Matteo
7
Koop, Gary
7
Koopman, Siem Jan
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Pesaran, M. Hashem
7
Shephard, Neil G.
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Machin, Stephen
6
Park, Joon Y.
6
Stewart, Mark B.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Baltagi, Badi H.
5
Burgess, Simon M.
5
Diebold, Francis X.
5
Francq, Christian
5
Hallin, Marc
5
Haskel, Jonathan
5
Herwartz, Helmut
5
Jasiak, Joann
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Oxford bulletin of economics and statistics
Applied economics
2,650
Applied economics letters
1,632
Economic modelling
1,484
Economics letters
1,345
Journal of international money and finance
1,082
Energy economics
1,055
Journal of banking & finance
1,013
Finance research letters
1,001
International review of economics & finance : IREF
916
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
888
Journal of monetary economics
844
Applied financial economics
794
The economic journal : the journal of the Royal Economic Society
770
International review of financial analysis
755
Journal of economic dynamics & control
739
Journal of macroeconomics
736
Journal of money, credit and banking : JMCB
704
The North American journal of economics and finance : a journal of financial economics studies
638
European economic review : EER
633
The American economic review
573
The journal of futures markets
563
Journal of international financial markets, institutions & money
531
Journal of applied econometrics
508
Research in international business and finance
492
Journal of empirical finance
480
International journal of finance & economics : IJFE
479
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
478
Macroeconomic dynamics
462
Journal of financial economics
461
The review of economics and statistics
443
Regional studies
430
Journal of international economics
425
Labour economics : official journal of the European Association of Labour Economists
422
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
410
International journal of economics and finance
408
The European journal of finance
401
Oxford economic papers
398
Scottish journal of political economy : the journal of the Scottish Economic Society
393
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ECONIS (ZBW)
1,174
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1
Looking beyond the trap : fiscal legacy and central bank independence
De Beauffort, Charles
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
2
,
pp. 385-416
Persistent link: https://www.econbiz.de/10014543462
Saved in:
2
The macroprudential toolkit : effectiveness and interactions
Millard, Stephen Patrick
;
Rubio, Margarita
;
Varadi, …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
2
,
pp. 335-384
Persistent link: https://www.econbiz.de/10014543460
Saved in:
3
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
4
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014481332
Saved in:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
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:
7
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
8
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:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
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
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