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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:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
Volatilität
Theorie
1,985
Theory
1,985
Estimation theory
1,788
Schätztheorie
1,788
Zeitreihenanalyse
766
Time series analysis
765
Estimation
643
Schätzung
638
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
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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Online availability
All
Undetermined
217
Free
12
Type of publication
All
Article
693
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
698
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
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English
Lithuanian
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Barigozzi, Matteo
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Machin, Stephen
6
Shephard, Neil G.
6
Stewart, Mark B.
6
Taylor, Robert
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rahbek, Anders
5
Renault, Eric
5
Zhou, Hao
5
Blackaby, David
4
Booth, Alison L.
4
Boswijk, Herman Peter
4
Bradley, Steve
4
Carriero, Andrea
4
Dickerson, Andrew P.
4
Francq, Christian
4
Girma, Sourafel
4
Greenaway, David
4
Haskel, Jonathan
4
Jasiak, Joann
4
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Oxford bulletin of economics and statistics
Applied economics
1,197
Economic modelling
864
Economics letters
782
Journal of international money and finance
750
Energy economics
711
Journal of monetary economics
699
Journal of banking & finance
686
Finance research letters
634
The economic journal : the journal of the Royal Economic Society
621
Applied economics letters
602
Journal of economic dynamics & control
578
Journal of money, credit and banking : JMCB
557
International review of economics & finance : IREF
536
Journal of macroeconomics
531
International review of financial analysis
513
Applied financial economics
477
The North American journal of economics and finance : a journal of financial economics studies
456
The journal of futures markets
432
European economic review : EER
416
Journal of international financial markets, institutions & money
359
Research in international business and finance
347
Oxford economic papers
342
Macroeconomic dynamics
335
Fiscal studies : the journal of the Institute for Fiscal Studies
331
Oxford review of economic policy
331
Scottish journal of political economy : the journal of the Scottish Economic Society
330
Regional studies
324
National Institute economic review
312
Journal of empirical finance
311
Intereconomics : review of European economic policy
307
The American economic review
297
Quarterly bulletin / Bank of England
294
The economic history review : a journal of economic and social history
287
International journal of finance & economics : IJFE
282
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
275
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
274
The European journal of finance
267
Journal of financial economics
264
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ECONIS (ZBW)
698
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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
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:
8
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:
9
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:
10
Early years multi-grade classes and pupil attainment
Borbely, Daniel
;
Gehrsitz, Markus
;
McIntyre, Stuart
; …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10014443339
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