//--> //--> //--> //-->
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"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Developing countries
KMU
Monetary policy
Stochastischer Prozess
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
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
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
more ...
less ...
Online availability
All
Undetermined
213
Type of publication
All
Article
451
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Jahresbericht
Sammelwerk
Aufsatz in Zeitschrift
454
Collection of articles of several authors
4
Conference proceedings
1
Konferenzschrift
1
Language
All
English
Finnish
Indonesian
Dutch
Ukrainian
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
11
Phillips, Peter C. B.
10
Meddahi, Nour
8
Taylor, Robert
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Linton, Oliver
6
Renault, Eric
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Chang, Chia-Lin
5
Francq, Christian
5
Gallant, A. Ronald
5
Hallin, Marc
5
Li, Yingying
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Jasiak, Joann
4
Lieberman, Offer
4
Ling, Shiqing
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Paolella, Marc S.
4
Rahbek, Anders
4
Renò, Roberto
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Economic modelling
950
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
944
Applied economics
914
Economics letters
788
Energy economics
759
Journal of international money and finance
751
Journal of banking & finance
705
European journal of operational research : EJOR
703
Finance research letters
695
Intereconomics : review of European economic policy
692
Journal of monetary economics
687
Journal of economic dynamics & control
663
Applied economics letters
625
Small business economics : an entrepreneurship journal
597
International review of economics & finance : IREF
588
Journal of money, credit and banking : JMCB
539
Journal of macroeconomics
535
International review of financial analysis
507
The North American journal of economics and finance : a journal of financial economics studies
484
International journal of theoretical and applied finance
440
Journal of development economics
404
Research in international business and finance
384
The journal of futures markets
381
European economic review : EER
369
Macroeconomic dynamics
364
Journal of business research : JBR
362
Journal of international development : the journal of the Development Studies Association
349
Journal of international financial markets, institutions & money
348
Applied financial economics
337
Journal of risk and financial management : JRFM
335
International journal of entrepreneurship and small business
332
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
International journal of finance & economics : IJFE
304
The American economic review
299
Journal of empirical finance
295
Insurance / Mathematics & economics
294
International journal of economics and finance
278
International journal of economics and financial issues : IJEFI
276
Journal of policy modeling : JPMOD ; a social science forum of world issues
276
more ...
less ...
Source
All
ECONIS (ZBW)
454
Showing
1
-
10
of
454
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
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
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
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:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->