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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:"Time series analysis"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Time series analysis
Volatility
Volatilität
Theorie
1,985
Theory
1,985
Estimation theory
1,787
Schätztheorie
1,787
Zeitreihenanalyse
766
Estimation
644
Schätzung
639
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
Forecasting model
336
Prognoseverfahren
336
United Kingdom
298
Stochastic process
226
Stochastischer Prozess
226
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
167
VAR-Modell
167
Einheitswurzeltest
160
Unit root test
160
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Online availability
All
Undetermined
435
Free
13
Type of publication
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Article
1,326
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
1,342
Collection of articles of several authors
24
Sammelwerk
24
Konferenzschrift
9
Conference proceedings
7
Festschrift
5
Aufsatzsammlung
3
Conference paper
3
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3
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English
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Phillips, Peter C. B.
28
Taylor, Robert
25
Bollerslev, Tim
21
Todorov, Viktor
18
Leybourne, Stephen James
16
Linton, Oliver
16
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
14
Harvey, David I.
13
Andersen, Torben
12
Koopman, Siem Jan
12
Park, Joon Y.
12
Robinson, Peter M.
11
Xiao, Zhijie
11
Cavaliere, Giuseppe
10
Chen, Xiaohong
10
Ghysels, Eric
10
Hallin, Marc
10
Koop, Gary
10
Swanson, Norman R.
10
Yu, Jun
10
Franses, Philip Hans
9
Gouriéroux, Christian
9
McAleer, Michael
9
Mykland, Per A.
9
Patton, Andrew J.
9
Pesaran, M. Hashem
9
Shephard, Neil G.
9
Xiu, Dacheng
9
Barigozzi, Matteo
8
Francq, Christian
8
Gao, Jiti
8
Li, Jia
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Perron, Pierre
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Corradi, Valentina
7
Hong, Yongmiao
7
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Frontiers in Time Series Analysis Conference <2005, Olbia>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Oxford bulletin of economics and statistics
Applied economics
1,468
Economics letters
1,175
Economic modelling
1,068
Energy economics
909
Journal of international money and finance
832
Applied economics letters
805
Finance research letters
786
Journal of monetary economics
745
Journal of banking & finance
728
International journal of forecasting
726
Journal of economic dynamics & control
680
The economic journal : the journal of the Royal Economic Society
648
International review of economics & finance : IREF
626
Journal of macroeconomics
626
Journal of money, credit and banking : JMCB
603
International review of financial analysis
578
Applied financial economics
535
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
529
The North American journal of economics and finance : a journal of financial economics studies
499
The journal of futures markets
481
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
477
Journal of forecasting
475
European economic review : EER
433
Research in international business and finance
395
Journal of international financial markets, institutions & money
392
Macroeconomic dynamics
389
Journal of empirical finance
370
Oxford economic papers
352
Econometric theory
340
Scottish journal of political economy : the journal of the Scottish Economic Society
338
Oxford review of economic policy
336
International journal of finance & economics : IJFE
334
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Journal of applied econometrics
327
Regional studies
327
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
324
National Institute economic review
314
The American economic review
312
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Source
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ECONIS (ZBW)
1,342
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1
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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
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
10
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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