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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:"Bayes-Statistik"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Bayes-Statistik
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
465
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460
Regression analysis
450
Regressionsanalyse
450
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321
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321
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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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218
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218
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218
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218
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204
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203
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179
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179
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173
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165
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165
Cointegration
162
Kointegration
161
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146
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146
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137
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134
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134
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552
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555
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4
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
Gallant, A. Ronald
10
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Koop, Gary
8
Yu, Jun
8
Zhang, Xinyu
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Dijk, Herman K. van
6
Ghysels, Eric
6
Kim, Donggyu
6
Li, Yingying
6
Maheu, John M.
6
Schorfheide, Frank
6
Timmermann, Allan
6
Asai, Manabu
5
Bandi, Federico M.
5
Casarin, Roberto
5
Fan, Jianqing
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Linton, Oliver
5
Marcellino, Massimiliano
5
Pettenuzzo, Davide
5
Renault, Eric
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,229
Applied economics
1,158
Journal of banking & finance
1,130
Economic modelling
1,075
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
949
Economics letters
922
International review of financial analysis
898
Journal of international money and finance
890
Energy economics
870
International review of economics & finance : IREF
855
Applied economics letters
842
Journal of monetary economics
743
Journal of economic dynamics & control
704
Intereconomics : review of European economic policy
695
Journal of financial economics
631
The North American journal of economics and finance : a journal of financial economics studies
625
Applied financial economics
605
Small business economics : an entrepreneurship journal
598
Research in international business and finance
589
Journal of money, credit and banking : JMCB
584
Journal of macroeconomics
574
Journal of empirical finance
569
Journal of international financial markets, institutions & money
543
Pacific-Basin finance journal
520
The journal of finance : the journal of the American Finance Association
498
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
446
International journal of economics and finance
436
Journal of risk and financial management : JRFM
424
The journal of futures markets
422
The European journal of finance
417
European economic review : EER
412
Journal of business research : JBR
410
Journal of development economics
410
The review of financial studies
409
International journal of finance & economics : IJFE
400
International journal of economics and financial issues : IJEFI
399
Macroeconomic dynamics
384
Journal of financial and quantitative analysis : JFQA
352
Journal of international development : the journal of the Development Studies Association
351
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ECONIS (ZBW)
555
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555
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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
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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