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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~subject:"Capital income"
~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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Subject
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Capital income
Geldpolitik
Großbritannien
Volatility
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
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
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
215
Type of publication
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Article
423
Book / Working Paper
2
Type of publication (narrower categories)
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Arbeitspapier
Article in journal
Aufsatz im Buch
Fallstudie
Statistik
Aufsatz in Zeitschrift
425
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
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English
Italian
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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
Linton, Oliver
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Rahbek, Anders
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
Renò, Roberto
4
Rodrigues, Paulo M. M.
4
Timmermann, Allan
4
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Institution
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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.
2,522
Discussion paper / Centre for Economic Policy Research
1,749
Applied economics
1,426
Finance research letters
1,167
Journal of banking & finance
1,119
IMF working papers
1,108
Discussion paper series / IZA
1,064
Economic modelling
987
Working paper
973
Economics letters
917
International review of financial analysis
895
Journal of international money and finance
875
Working paper series / European Central Bank
859
CESifo working papers
849
Energy economics
847
Discussion papers / CEPR
822
Applied economics letters
814
International review of economics & finance : IREF
793
Journal of monetary economics
743
Applied financial economics
729
Discussion paper
709
Journal of economic dynamics & control
667
The economic journal : the journal of the Royal Economic Society
633
Journal of financial economics
628
The North American journal of economics and finance : a journal of financial economics studies
601
Journal of money, credit and banking : JMCB
600
Journal of empirical finance
578
Journal of macroeconomics
551
Journal of international financial markets, institutions & money
540
IMF working paper
538
Research in international business and finance
538
Finance and economics discussion series
524
The journal of finance : the journal of the American Finance Association
513
Pacific-Basin finance journal
511
The journal of futures markets
494
The European journal of finance
458
European economic review : EER
434
The review of financial studies
425
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
417
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ECONIS (ZBW)
425
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1
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10
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425
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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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