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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~subject:"Bootstrap approach"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Bootstrap approach
Geldpolitik
Großbritannien
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
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
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
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
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Undetermined
246
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Article
519
Book / Working Paper
2
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Arbeitspapier
Article in journal
Aufsatz im Buch
Fallstudie
Statistik
Aufsatz in Zeitschrift
521
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
2
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2
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1
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1
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Hidalgo, Javier
9
McAleer, Michael
9
Taylor, Robert
9
Cavaliere, Giuseppe
8
Corradi, Valentina
8
Gonçalves, Sílvia
8
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
Patton, Andrew J.
7
Davidson, Russell
6
Ghysels, Eric
6
Horowitz, Joel
6
Kim, Donggyu
6
Linton, Oliver
6
MacKinnon, James G.
6
Park, Joon Y.
6
Rahbek, Anders
6
Shephard, Neil G.
6
Swanson, Norman R.
6
Asai, Manabu
5
Dufour, Jean-Marie
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Kilian, Lutz
5
Li, Yingying
5
Renault, Eric
5
Varneskov, Rasmus Tangsgaard
5
Zaffaroni, Paolo
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
2,044
Discussion paper / Centre for Economic Policy Research
1,614
Applied economics
1,236
IMF working papers
1,083
Discussion paper series / IZA
1,045
Working paper
913
Economic modelling
908
Economics letters
847
Working paper series / European Central Bank
830
Journal of international money and finance
787
CESifo working papers
771
Discussion papers / CEPR
735
Energy economics
734
Finance research letters
732
Journal of banking & finance
703
Journal of monetary economics
699
Discussion paper
678
Applied economics letters
629
The economic journal : the journal of the Royal Economic Society
621
Journal of economic dynamics & control
587
International review of economics & finance : IREF
578
Journal of money, credit and banking : JMCB
564
International review of financial analysis
544
Journal of macroeconomics
538
IMF working paper
517
Applied financial economics
482
The North American journal of economics and finance : a journal of financial economics studies
459
The journal of futures markets
449
Finance and economics discussion series
437
European economic review : EER
416
Journal of international financial markets, institutions & money
367
Discussion paper / Tinbergen Institute
361
Research in international business and finance
355
Oxford bulletin of economics and statistics
344
Oxford economic papers
342
Macroeconomic dynamics
338
Fiscal studies : the journal of the Institute for Fiscal Studies
332
Journal of empirical finance
331
Oxford review of economic policy
331
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ECONIS (ZBW)
521
Showing
1
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10
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521
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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
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:
4
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:
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
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
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
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
9
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:
10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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