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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hrv"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
~type_genre:"Textbook"
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Theorie
USA
Volatility
Welt
Estimation theory
1,601
Schätztheorie
1,601
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
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459
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450
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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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218
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217
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162
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146
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1,922
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Phillips, Peter C. B.
38
Bollerslev, Tim
21
Gouriéroux, Christian
18
Linton, Oliver
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
Ghysels, Eric
17
McAleer, Michael
17
Pesaran, M. Hashem
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Diebold, Francis X.
15
Corradi, Valentina
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Patton, Andrew J.
12
Renault, Eric
12
Schmidt, Peter
12
Slottje, Daniel Jonathan
12
Taylor, Robert
12
Andersen, Torben
11
Granger, C. W. J.
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Baltagi, Badi H.
9
Hong, Yongmiao
9
Kohn, Robert
9
Lewbel, Arthur
9
Li, Qi
9
Robinson, Peter M.
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Economics letters
6,280
European journal of operational research : EJOR
5,112
The American economic review
4,209
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3,280
Journal of economic theory
2,896
Journal of banking & finance
2,780
Journal of economic dynamics & control
2,620
Energy economics
2,556
Journal of economic behavior & organization : JEBO
2,511
Economic modelling
2,476
Computers & operations research : and their applications to problems of world concern ; an international journal
2,409
American journal of agricultural economics
2,331
European economic review : EER
2,224
Journal of public economics
2,158
The review of financial studies
2,119
International journal of production research
2,107
Applied economics letters
2,058
The journal of finance : the journal of the American Finance Association
2,021
The review of economics and statistics
1,923
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,904
Games and economic behavior
1,889
Public choice
1,871
Journal of monetary economics
1,841
Journal of financial economics
1,828
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,825
Journal of international money and finance
1,823
Management science : journal of the Institute for Operations Research and the Management Sciences
1,786
The economic journal : the journal of the Royal Economic Society
1,719
Journal of international economics
1,716
Finance research letters
1,711
International review of economics & finance : IREF
1,583
Southern economic journal
1,572
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,564
Journal of political economy
1,560
International economic review
1,532
Journal of money, credit and banking : JMCB
1,521
Economic inquiry : journal of the Western Economic Association International
1,514
Journal of macroeconomics
1,471
International journal of production economics
1,427
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ECONIS (ZBW)
1,922
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1
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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
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:
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 inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
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:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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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