//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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:"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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Germany
Kapitaleinkommen
Stock market
Wirkungsanalyse
Theorie
26
Theory
26
Volatility
26
Volatilität
26
Estimation theory
18
Schätztheorie
18
Time series analysis
14
Zeitreihenanalyse
14
Estimation
13
Schätzung
13
Forecasting model
11
Prognoseverfahren
11
Stochastic process
11
Stochastischer Prozess
11
Capital income
10
Börsenkurs
9
Share price
9
High-frequency data
8
Stochastic volatility
7
Method of moments
6
Momentenmethode
6
CAPM
5
Financial market
5
Finanzmarkt
5
ARCH model
4
ARCH-Modell
4
Analysis of variance
4
Econometrics
4
Forecasting
4
Induktive Statistik
4
Martingal
4
Martingale
4
Option pricing theory
4
Optionspreistheorie
4
Semimartingale
4
Statistical distribution
4
Statistical inference
4
Statistische Verteilung
4
Varianzanalyse
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
12
Language
All
English
Macedonian
Norwegian
Romanian
Undetermined
Author
All
Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Bollerslev, Tim
11
Todorov, Viktor
9
Andersen, Torben
6
Xiu, Dacheng
6
Diebold, Francis X.
5
Meddahi, Nour
5
Mykland, Per A.
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Heckman, James J.
3
Li, Yingying
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Banerjee, Anindya
2
Bansal, Ravi
2
Bekaert, Geert
2
Callaway, Brantly
2
Christensen, Jens H. E.
2
Garcia, René
2
Gaudecker, Hans-Martin von
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Pettenuzzo, Davide
2
more ...
less ...
Published in...
All
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
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
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
Review of quantitative finance and accounting
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
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
Review of Pacific Basin financial markets and policies
2
The North American journal of economics and finance : a journal of financial economics studies
2
The review of financial studies
2
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
European financial management : the journal of the European Financial Management Association
1
Explaining Germany's exceptional recovery
1
Finance a úvěr
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
5
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:
6
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:
7
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:
8
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
9
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
Saved in:
10
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->