//--> //--> //--> //-->
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:"Working papers / Rodney L. White Center for Financial Research"
~language:"bul"
~language:"ell"
~language:"eng"
~language:"hrv"
~language:"nor"
~person:"Andersen, Torben"
~subject:"Consumer behaviour"
~subject:"Impact assessment"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Nonparametric statistics"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Ratgeber"
~type_genre:"Working Paper"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Consumer behaviour
Impact assessment
Konsumentenverhalten
Monetary policy
Nonparametric statistics
Volatility
Volatilität
12
Estimation theory
7
Schätztheorie
7
Capital income
6
Kapitaleinkommen
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Theorie
4
Theory
4
High-frequency data
3
Induktive Statistik
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Statistical inference
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
Aktienmarkt
2
Börsenkurs
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Fractional integration
2
Frequency domain inference
2
Market microstructure noise
2
Nichtparametrisches Verfahren
2
Share price
2
Stable convergence
2
Statistical test
2
Statistischer Test
2
Stock market
2
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Ratgeber
Working Paper
Aufsatz in Zeitschrift
11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
Bulgarian
Modern Greek (1453-)
English
Croatian
Norwegian
Author
All
Andersen, Torben
Linton, Oliver
29
Bollerslev, Tim
23
Chen, Xiaohong
17
Todorov, Viktor
17
Tauchen, George Eugene
15
Li, Qi
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Robinson, Peter M.
13
Lewbel, Arthur
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Gao, Jiti
11
McAleer, Michael
11
Florens, Jean-Pierre
10
Su, Liangjun
10
Yaron, Amir
10
Chen, Songnian
9
Hoderlein, Stefan
9
White, Halbert
9
Cai, Zongwu
8
Fan, Yanqin
8
Gallant, A. Ronald
8
Gouriéroux, Christian
8
Horowitz, Joel
8
Hsiao, Cheng
8
Li, Degui
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiao, Zhijie
8
Xiu, Dacheng
8
Hallin, Marc
7
Hu, Yingyao
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Sasaki, Yuya
7
Sun, Yiguo
7
Brandt, Michael W.
6
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
Journal of econometrics
Working papers / Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
18
CREATES research paper
7
CFS working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Financial Institutions Center
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
Working papers / Federal Reserve Bank of Chicago
3
Global COE Hi-Stat discussion paper series
2
International economic review
2
International finance discussion papers
2
Journal of financial economics
2
Journal of financial markets
2
The American economic review
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Econometric theory
1
Economic inquiry : journal of the Western Economic Association International
1
Economics discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
NES working paper series : working paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Technical working paper / National Bureau of Economic Research
1
The review of economics and statistics
1
The review of financial studies
1
Weiss Center working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
7
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
8
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
9
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
10
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->