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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"pol"
~language:"tur"
~language:"ukr"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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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
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542
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465
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460
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450
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161
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146
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134
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Kim, Donggyu
6
Li, Yingying
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Renault, Eric
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Demetrescu, Matei
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Rodrigues, Paulo M. M.
4
Timmermann, Allan
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Finance research letters
1,215
Applied economics
1,120
Journal of banking & finance
1,119
Economic modelling
1,011
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
944
International review of financial analysis
884
Journal of international money and finance
870
Economics letters
862
Energy economics
847
International review of economics & finance : IREF
846
Applied economics letters
823
Journal of monetary economics
730
Intereconomics : review of European economic policy
695
Journal of economic dynamics & control
658
Journal of financial economics
626
The North American journal of economics and finance : a journal of financial economics studies
609
Applied financial economics
603
Small business economics : an entrepreneurship journal
598
Research in international business and finance
582
Journal of money, credit and banking : JMCB
570
Journal of empirical finance
557
Journal of macroeconomics
548
Journal of international financial markets, institutions & money
536
Pacific-Basin finance journal
518
The journal of finance : the journal of the American Finance Association
493
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
443
International journal of economics and finance
430
The journal of futures markets
422
The European journal of finance
415
Journal of risk and financial management : JRFM
411
Journal of development economics
409
The review of financial studies
405
Journal of business research : JBR
398
International journal of economics and financial issues : IJEFI
396
International journal of finance & economics : IJFE
395
European economic review : EER
385
Macroeconomic dynamics
363
Journal of international development : the journal of the Development Studies Association
351
Journal of financial and quantitative analysis : JFQA
345
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ECONIS (ZBW)
408
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1
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408
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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
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:
9
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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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