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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hrv"
~subject:"USA"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Interview"
~type_genre:"Thesis"
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USA
Volatility
Estimation theory
1,589
Schätztheorie
1,589
Theorie
1,558
Theory
1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
Nonparametric statistics
535
Estimation
462
Schätzung
457
Regression analysis
449
Regressionsanalyse
449
Statistical test
318
Statistischer Test
318
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318
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302
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302
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273
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273
Stochastic process
216
Stochastischer Prozess
216
United States
216
Method of moments
203
Momentenmethode
202
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179
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179
Bayes-Statistik
172
Bayesian inference
172
Statistical distribution
164
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164
Cointegration
161
Kointegration
160
ARCH model
146
ARCH-Modell
146
Capital income
136
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136
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134
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134
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4
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Interview
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Aufsatz in Zeitschrift
510
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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English
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
10
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Li, Jia
7
Meddahi, Nour
7
Park, Joon Y.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Mykland, Per A.
6
Asai, Manabu
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Renault, Eric
5
Shephard, Neil G.
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Corradi, Valentina
4
Dufour, Jean-Marie
4
Engle, Robert F.
4
Francq, Christian
4
Jasiak, Joann
4
Koop, Gary
4
Linton, Oliver
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Rahbek, Anders
4
Renò, Roberto
4
Yu, Jun
4
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Journal of econometrics
The American economic review
2,039
Applied economics
1,518
The review of economics and statistics
1,429
The review of financial studies
1,379
The journal of finance : the journal of the American Finance Association
1,363
American journal of agricultural economics
1,299
Journal of banking & finance
1,186
Economics letters
1,064
Energy economics
1,011
The journal of futures markets
1,004
Journal of financial economics
986
Economic review
921
Journal of financial and quantitative analysis : JFQA
864
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
842
National tax journal
826
Southern economic journal
803
Journal of human resources : JHR
763
Journal of money, credit and banking : JMCB
743
Applied economics letters
710
The journal of economic perspectives : EP ; a journal of the American Economic Association
703
Finance research letters
702
Journal of political economy
675
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
639
The journal of law & economics
636
The quarterly journal of economics
631
American economic journal : a journal of the American Economic Association
615
International review of financial analysis
611
Challenge
601
Applied financial economics
600
Economic modelling
593
ILR review : the journal of work and policy
588
Health affairs : at the intersection of health, health care, and policy
586
European journal of operational research : EJOR
584
International review of economics & finance : IREF
584
Journal of monetary economics
575
Journal of labor economics
540
Journal of international money and finance
531
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
512
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ECONIS (ZBW)
510
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1
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510
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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
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:
6
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:
7
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:
8
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:
9
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:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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