//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic record : er"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Burkhauser, Richard V."
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Todorov, Viktor"
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 23 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Theorie
23
Theory
23
Volatility
17
Volatilität
17
Estimation
16
Schätzung
16
Estimation theory
14
Schätztheorie
14
Stochastic process
11
Stochastischer Prozess
11
Time series analysis
11
Kapitaleinkommen
9
Börsenkurs
8
Share price
8
High-frequency data
7
Australia
6
Australien
6
Einkommensteuer
6
Stochastic volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Option pricing theory
5
Optionspreistheorie
5
Arbeitsangebot
4
Einkommensverteilung
4
Income distribution
4
Labour supply
4
Options
4
Aktienindex
3
Beta risk
3
Betafaktor
3
CAPM
3
Induktive Statistik
3
Jumps
3
Martingal
3
Martingale
3
Option trading
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Einführung
Statistik
Aufsatz in Zeitschrift
24
Language
All
English
Author
All
Blundell, Richard W.
Burkhauser, Richard V.
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Todorov, Viktor
Walker, Ian
Zhang, Wei
Phillips, Peter C. B.
28
Taylor, Robert
23
Bollerslev, Tim
18
Timmermann, Allan
18
Linton, Oliver
17
Diebold, Francis X.
13
Koop, Gary
12
Leybourne, Stephen James
12
Patton, Andrew J.
12
Swanson, Norman R.
12
Xiao, Zhijie
12
Andersen, Torben
11
Ghysels, Eric
11
Park, Joon Y.
11
Pesaran, M. Hashem
11
Chen, Xiaohong
10
Elliott, Graham
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Hallin, Marc
9
Harvey, David I.
9
Mykland, Per A.
9
Clark, Todd E.
8
Corradi, Valentina
8
Dijk, Herman K. van
8
Francq, Christian
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Schorfheide, Frank
8
Slottje, Daniel Jonathan
8
Zakoïan, Jean-Michel
8
Aït-Sahalia, Yacine
7
Chen, Rong
7
Gao, Jiti
7
Hendry, David F.
7
Kapetanios, George
7
Li, Jia
7
Marcellino, Massimiliano
7
Teräsvirta, Timo
7
more ...
less ...
Published in...
All
Journal of econometrics
The economic record : er
Fiscal studies : the journal of the Institute for Fiscal Studies
21
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
15
International review of financial analysis
15
Applied economics
14
The European journal of finance
14
Economic modelling
13
The Manchester School of Economic and Social Studies
11
Bulletin of economic research
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
The review of economics and statistics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International journal of finance & economics : IJFE
8
Journal of applied econometrics
8
Journal of business finance & accounting : JBFA
8
The American economic review
8
Economics letters
7
Finance research letters
7
International review of economics & finance : IREF
7
Journal of economic studies
7
Journal of forecasting
7
Research in international business and finance
7
The Manchester School
7
Explorations in economic history : EEH
6
Journal of international financial markets, institutions & money
6
Oxford economic papers
6
The journal of asset management
6
Vierteljahrshefte zur Wirtschaftsforschung
6
Economica
5
International tax and public finance
5
Journal of financial services research : JFSR
5
Journal of human resources : JHR
5
Schmollers Jahrbuch : journal of contextual economics
5
The Australian economic review
5
The journal of futures markets
5
The review of economic studies
5
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
5
Labour supply and taxation with restricted choices
Beffy, Magali
;
Blundell, Richard W.
;
Bozio, Antoine
; …
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 16-46
Persistent link: https://www.econbiz.de/10012303592
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
8
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
9
Estimating the elasticity of taxable income in New Zealand
Carey, Simon
;
Creedy, John
;
Gemmell, Norman
;
Teng, Josh
- In:
The economic record : er
91
(
2015
)
292
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011343073
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->