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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"pol"
~language:"tur"
~language:"ukr"
~subject:"ARCH model"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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ARCH model
Developing countries
KMU
Kapitaleinkommen
Monetary policy
Volatilität
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,589
Theory
1,589
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
Volatility
320
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305
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305
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278
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278
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217
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204
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203
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179
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179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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235
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484
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486
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3
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Bollerslev, Tim
20
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
12
Francq, Christian
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
McAleer, Michael
10
Meddahi, Nour
9
Taylor, Robert
9
Zakoïan, Jean-Michel
9
Shephard, Neil G.
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Gallant, A. Ronald
6
Kim, Donggyu
6
Li, Yingying
6
Park, Joon Y.
6
Andreou, Elena
5
Asai, Manabu
5
Bandi, Federico M.
5
Corradi, Valentina
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hallin, Marc
5
Ling, Shiqing
5
Linton, Oliver
5
Maheu, John M.
5
Rahbek, Anders
5
Renault, Eric
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Zhu, Ke
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Demetrescu, Matei
4
Dufour, Jean-Marie
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,239
Journal of banking & finance
1,165
Applied economics
1,164
Economic modelling
1,053
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
944
Economics letters
914
International review of financial analysis
910
Journal of international money and finance
886
International review of economics & finance : IREF
862
Applied economics letters
839
Energy economics
823
Journal of monetary economics
731
Intereconomics : review of European economic policy
694
Journal of economic dynamics & control
658
Applied financial economics
632
Journal of financial economics
626
The North American journal of economics and finance : a journal of financial economics studies
625
Small business economics : an entrepreneurship journal
598
Journal of empirical finance
587
Journal of money, credit and banking : JMCB
572
Research in international business and finance
566
Journal of international financial markets, institutions & money
562
Journal of macroeconomics
555
Pacific-Basin finance journal
523
The journal of finance : the journal of the American Finance Association
495
The journal of futures markets
453
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
452
International journal of economics and finance
439
The European journal of finance
438
Journal of risk and financial management : JRFM
429
International journal of economics and financial issues : IJEFI
410
Journal of development economics
410
The review of financial studies
406
Journal of business research : JBR
401
International journal of finance & economics : IJFE
400
European economic review : EER
385
Macroeconomic dynamics
360
Review of quantitative finance and accounting
355
Journal of international development : the journal of the Development Studies Association
351
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ECONIS (ZBW)
486
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486
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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 analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
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
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:
8
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
9
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:
10
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
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