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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~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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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
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
171
Type of publication
All
Article
358
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz im Buch
Fallstudie
Statistik
Aufsatz in Zeitschrift
360
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
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English
Italian
Lithuanian
Albanian
Undetermined
Author
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Rahbek, Anders
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Park, Joon Y.
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Chernov, Mikhail
3
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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.
2,039
Discussion paper / Centre for Economic Policy Research
1,605
Applied economics
1,205
IMF working papers
1,074
Discussion paper series / IZA
1,043
Working paper
896
Economic modelling
874
Working paper series / European Central Bank
826
Economics letters
782
Journal of international money and finance
782
Energy economics
778
CESifo working papers
769
Discussion papers / CEPR
744
Finance research letters
733
Journal of monetary economics
699
Journal of banking & finance
686
Discussion paper
678
The economic journal : the journal of the Royal Economic Society
626
Applied economics letters
608
Journal of economic dynamics & control
594
International review of economics & finance : IREF
573
Journal of money, credit and banking : JMCB
563
International review of financial analysis
539
Journal of macroeconomics
538
IMF working paper
517
Applied financial economics
477
The North American journal of economics and finance : a journal of financial economics studies
456
Finance and economics discussion series
451
The journal of futures markets
449
European economic review : EER
416
Research in international business and finance
371
Journal of international financial markets, institutions & money
365
Oxford economic papers
343
Discussion paper / Tinbergen Institute
342
Macroeconomic dynamics
340
Oxford bulletin of economics and statistics
338
Oxford review of economic policy
335
Fiscal studies : the journal of the Institute for Fiscal Studies
332
Scottish journal of political economy : the journal of the Scottish Economic Society
330
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ECONIS (ZBW)
360
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71
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
72
Time-invariant restrictions of volatility functionals : efficient estimation and specification tests
Yang, Xiye
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 486-516
Persistent link: https://www.econbiz.de/10012439497
Saved in:
73
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
74
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
75
Volatility estimation and jump detection for drift-diffusion processes
Laurent, Sébastien
;
Shi, Shuping
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10012482762
Saved in:
76
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
77
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
78
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
79
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
80
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
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