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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Asai, Manabu"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Patton, Andrew J."
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Asai, Manabu
Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Bollerslev, Tim
11
Todorov, Viktor
9
Andersen, Torben
6
Tauchen, George Eugene
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Xiu, Dacheng
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5
Meddahi, Nour
5
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5
Demetrescu, Matei
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Rodrigues, Paulo M. M.
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4
Taylor, Robert
4
Aït-Sahalia, Yacine
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Bandi, Federico M.
3
Heckman, James J.
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Li, Yingying
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Renault, Eric
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Timmermann, Allan
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Almeida, Caio
2
Banerjee, Anindya
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Pelger, Markus
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Journal of econometrics
Jahrbücher für Nationalökonomie und Statistik
6
Global finance journal
5
Labour economics : official journal of the European Association of Labour Economists
5
Applied financial economics
4
German economic review
4
International review of economics & finance : IREF
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of risk and financial management : JRFM
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in Pacific Basin business, economics, and finance
2
Econometrics : open access journal
2
Emerging market finance : new challenges and opportunities
2
Finance research letters
2
ILR review : the journal of work and policy
2
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2
Journal of international financial markets, institutions & money
2
Journal of population economics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Annales d'économie et de statistique
1
Applied economics letters
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
China finance review international
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Econometric reviews
1
Economics letters
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Economies : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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European financial management : the journal of the European Financial Management Association
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Explaining Germany's exceptional recovery
1
Finance a úvěr
1
Financial engineering and the Japanese markets
1
Handbook of financial time series
1
Handbook of investors' behavior during financial crises
1
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
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