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~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Bollerslev, Tim"
~person:"Creedy, John"
~person:"Diebold, Francis X."
~person:"Heckman, James J."
~person:"Viscusi, W. Kip"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
30
Volatilität
23
Estimation
17
Schätzung
17
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16
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16
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14
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Aufsatz im Buch
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52
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Bollerslev, Tim
Creedy, John
Diebold, Francis X.
Heckman, James J.
Viscusi, W. Kip
Phillips, Peter C. B.
41
Linton, Oliver
20
Tauchen, George Eugene
19
Gouriéroux, Christian
18
McAleer, Michael
18
Pesaran, M. Hashem
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
Ghysels, Eric
17
Koop, Gary
17
Swanson, Norman R.
17
Yu, Jun
17
Lee, Lung-fei
16
Corradi, Valentina
15
Slottje, Daniel Jonathan
14
Timmermann, Allan
14
Chib, Siddhartha
13
Hsiao, Cheng
13
Park, Joon Y.
13
Dufour, Jean-Marie
12
Patton, Andrew J.
12
Renault, Eric
12
Robinson, Peter M.
12
Schmidt, Peter
12
Taylor, Robert
12
Andersen, Torben
11
Blundell, Richard W.
11
Gallant, A. Ronald
11
Granger, C. W. J.
11
Lewbel, Arthur
11
Maasoumi, Esfandiar
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Tirole, Jean
11
Xiao, Zhijie
11
Hong, Yongmiao
10
Sickles, Robin C.
10
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National Bureau of Economic Research
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National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
The review of economic studies
The American economic review
27
Journal of risk and uncertainty : JRU
25
The review of economics and statistics
25
Australian economic papers
14
Journal of political economy
14
New Zealand economic papers
14
The Australian economic review
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Economic inquiry : journal of the Western Economic Association International
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
The economic journal : the journal of the Royal Economic Society
10
The economic record : er
10
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
8
Bulletin of economic research
8
Journal of applied econometrics
8
Journal of labor economics
8
The journal of finance : the journal of the American Finance Association
8
The journal of legal studies
8
Economics letters
7
Fiscal studies : the journal of the Institute for Fiscal Studies
7
International economic review
7
Journal of benefit-cost analysis : JBCA
7
Journal of economic literature
7
Journal of human resources : JHR
7
Journal of economic studies
6
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
The Rand journal of economics
6
Econometric reviews
5
Economic modelling
5
Journal of financial economics
5
Journal of forensic economics
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The journal of economic perspectives : EP ; a journal of the American Economic Association
5
American law and economics review : the journal of the American Law and Economics Association
4
Economic analysis and policy
4
International tax and public finance
4
Journal of income distribution : an international quarterly
4
Journal of policy analysis and management : the journal of the Association for Public Policy Analysis and Management
4
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ECONIS (ZBW)
52
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Göbel, Maximilian
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
Saved in:
3
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
7
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
8
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
9
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
10
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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