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~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hin"
~language:"hrv"
~language:"nld"
~language:"sqi"
~language:"srp"
~language:"ukr"
~subject:"Firm performance"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
~type_genre:"Statistics"
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Firm performance
Lieferkette
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Estimation theory
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1,588
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665
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542
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Phillips, Peter C. B.
38
Bollerslev, Tim
21
Gouriéroux, Christian
18
Linton, Oliver
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
Ghysels, Eric
17
McAleer, Michael
17
Pesaran, M. Hashem
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Diebold, Francis X.
15
Corradi, Valentina
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Patton, Andrew J.
12
Renault, Eric
12
Schmidt, Peter
12
Slottje, Daniel Jonathan
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Taylor, Robert
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Andersen, Torben
11
Granger, C. W. J.
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Baltagi, Badi H.
9
Hong, Yongmiao
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
9
Robinson, Peter M.
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(EC)2 Conference <1, 1990; 2, 1991>
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Conference on Realized Volatility <2006, Montréal>
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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
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Computers & operations research : and their applications to problems of world concern ; an international journal
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European economic review : EER
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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2,005
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,947
The review of economics and statistics
1,935
Finance research letters
1,900
Games and economic behavior
1,890
Journal of financial economics
1,882
Public choice
1,876
Journal of monetary economics
1,847
Journal of international money and finance
1,834
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
Journal of international economics
1,731
The economic journal : the journal of the Royal Economic Society
1,731
International review of economics & finance : IREF
1,684
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1,633
Southern economic journal
1,574
Journal of political economy
1,568
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,564
International economic review
1,534
Journal of money, credit and banking : JMCB
1,526
Economic inquiry : journal of the Western Economic Association International
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ECONIS (ZBW)
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
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:
3
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
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:
5
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:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
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
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
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
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
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