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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"est"
~language:"pol"
~subject:"Panel"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Subject
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Panel
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
317
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Article
615
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5
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
620
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
2
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2
Festschrift
1
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English
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Su, Liangjun
13
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Baltagi, Badi H.
11
Pesaran, M. Hashem
11
McAleer, Michael
9
Phillips, Peter C. B.
9
Bai, Jushan
8
Gao, Jiti
8
Meddahi, Nour
8
Westerlund, Joakim
8
Xiu, Dacheng
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
Lee, Lung-fei
7
Li, Jia
7
Li, Kunpeng
7
Linton, Oliver
7
Mykland, Per A.
7
Patton, Andrew J.
7
Yamagata, Takashi
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Fernández-Val, Iván
6
Hallin, Marc
6
Kim, Donggyu
6
Moon, Hyungsik Roger
6
Robinson, Peter M.
6
Sarafidis, Vasilis
6
Schmidt, Peter
6
Shephard, Neil G.
6
Yu, Jihai
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gonçalves, Sílvia
5
Kao, Chihwa
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Energy economics
757
Finance research letters
610
Applied economics
596
Economic modelling
539
Economics letters
495
Applied economics letters
453
International review of financial analysis
441
International review of economics & finance : IREF
425
Journal of banking & finance
398
The journal of futures markets
361
The North American journal of economics and finance : a journal of financial economics studies
349
Research in international business and finance
290
Applied financial economics
277
Journal of empirical finance
275
Journal of international money and finance
268
International Journal of Energy Economics and Policy : IJEEP
263
Journal of international financial markets, institutions & money
259
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
253
International journal of theoretical and applied finance
246
Journal of risk and financial management : JRFM
232
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
201
Econometric reviews
200
Quantitative finance
191
The empirical economics letters : a monthly international journal of economics
189
Journal of financial economics
187
International journal of finance & economics : IJFE
186
Pacific-Basin finance journal
177
International journal of economics and financial issues : IJEFI
175
The European journal of finance
173
International journal of forecasting
171
Journal of applied econometrics
160
International journal of economics and finance
158
Cogent economics & finance
157
Journal of economic dynamics & control
155
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
143
Journal of forecasting
141
The review of financial studies
127
Computational economics
126
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ECONIS (ZBW)
620
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1
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10
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620
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1
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:
2
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:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
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:
5
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:
6
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
7
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
8
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
9
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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