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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~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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Kapitaleinkommen
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Estimation theory
18
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Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Bollerslev, Tim
12
Todorov, Viktor
11
Xiu, Dacheng
7
Andersen, Torben
6
Diebold, Francis X.
5
Li, Jia
5
Meddahi, Nour
5
Mykland, Per A.
5
Aït-Sahalia, Yacine
4
Demetrescu, Matei
4
Francq, Christian
4
Kim, Donggyu
4
Li, Yingying
4
McAleer, Michael
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
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Timmermann, Allan
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Yang, Xiye
4
Bandi, Federico M.
3
Gallant, A. Ronald
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Ghysels, Eric
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Grammig, Joachim
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Bansal, Ravi
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Callaway, Brantly
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Chang, Chia-Lin
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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
German economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The review of financial studies
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Review of Pacific Basin financial markets and policies
3
Review of quantitative finance and accounting
3
Advances in Pacific Basin business, economics, and finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Journal of economics & business
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Research in international business and finance
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The review of economics and statistics
2
Advances in financial planning and forecasting
1
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
China finance review international
1
Computation and estimation in finance and economics
1
Econometric methods and financial time series
1
Economics letters
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
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ECONIS (ZBW)
18
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18
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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
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
4
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:
5
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
8
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
9
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:
10
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
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