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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Time series analysis"
~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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Geldpolitik
Großbritannien
Time series analysis
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
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 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
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
384
Type of publication
All
Article
905
Book / Working Paper
12
Type of publication (narrower categories)
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Arbeitspapier
Article in journal
Aufsatz im Buch
Fallstudie
Statistik
Aufsatz in Zeitschrift
917
Collection of articles of several authors
19
Sammelwerk
19
Konferenzschrift
8
Conference proceedings
6
Festschrift
5
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
2
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English
Italian
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Undetermined
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Phillips, Peter C. B.
27
Bollerslev, Tim
20
Taylor, Robert
20
Todorov, Viktor
18
Linton, Oliver
16
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
14
Andersen, Torben
12
Park, Joon Y.
12
Robinson, Peter M.
11
Xiao, Zhijie
11
Chen, Xiaohong
10
Ghysels, Eric
10
Hallin, Marc
10
Koop, Gary
10
Leybourne, Stephen James
10
Swanson, Norman R.
10
Yu, Jun
10
Cavaliere, Giuseppe
9
Gouriéroux, Christian
9
McAleer, Michael
9
Mykland, Per A.
9
Patton, Andrew J.
9
Xiu, Dacheng
9
Francq, Christian
8
Gao, Jiti
8
Koopman, Siem Jan
8
Li, Jia
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Shephard, Neil G.
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Corradi, Valentina
7
Harvey, David I.
7
Hong, Yongmiao
7
Pesaran, M. Hashem
7
Velasco, Carlos
7
Zhu, Ke
7
Barigozzi, Matteo
6
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
2,163
Discussion paper / Centre for Economic Policy Research
1,699
Applied economics
1,465
Economics letters
1,175
IMF working papers
1,123
Economic modelling
1,068
Discussion paper series / IZA
1,065
Working paper
1,027
CESifo working papers
877
Working paper series / European Central Bank
875
Energy economics
853
Journal of international money and finance
833
Applied economics letters
805
Finance research letters
774
Discussion papers / CEPR
764
Journal of monetary economics
745
Journal of banking & finance
728
International journal of forecasting
727
Discussion paper
722
Journal of economic dynamics & control
665
The economic journal : the journal of the Royal Economic Society
643
International review of economics & finance : IREF
626
Journal of macroeconomics
626
Journal of money, credit and banking : JMCB
603
Discussion paper / Tinbergen Institute
584
International review of financial analysis
578
IMF working paper
541
Applied financial economics
535
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
517
The North American journal of economics and finance : a journal of financial economics studies
499
The journal of futures markets
481
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
477
Journal of forecasting
475
Finance and economics discussion series
474
European economic review : EER
433
Oxford bulletin of economics and statistics
425
Journal of international financial markets, institutions & money
392
Macroeconomic dynamics
384
Research in international business and finance
373
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Source
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ECONIS (ZBW)
917
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1
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917
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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 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
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:
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
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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