//--> //--> //--> //-->
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:"Share price"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
Germany
Share price
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
Kapitaleinkommen
10
Börsenkurs
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
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
Macedonian
Norwegian
Romanian
Undetermined
Author
All
Chiang, Thomas C.
Fitzenberger, Bernd
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
9
Bollerslev, Tim
6
Li, Jia
5
Kim, Donggyu
4
Yang, Xiye
4
Andersen, Torben
3
Diebold, Francis X.
3
Francq, Christian
3
Ghysels, Eric
3
Grammig, Joachim
3
Heckman, James J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Banerjee, Anindya
2
Bansal, Ravi
2
Callaway, Brantly
2
Christensen, Kim
2
Clinet, Simon
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Gaudecker, Hans-Martin von
2
Li, Yingying
2
Liesenfeld, Roman
2
Liu, Ming
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Mykland, Per A.
2
Pettenuzzo, Davide
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Rombouts, Jeroen V. K.
2
Sant'Anna, Pedro H. C.
2
Schorfheide, Frank
2
Shephard, Neil G.
2
Sickles, Robin C.
2
Taylor, Robert
2
Urga, Giovanni
2
more ...
less ...
Published in...
All
Journal of econometrics
ZEW discussion papers
39
Discussion paper series / IZA
25
ZEW - Centre for European Economic Research Discussion Paper
17
IZA Discussion Paper
16
IZA Discussion Papers
11
Discussion paper
9
ERID working paper
7
Jahrbücher für Nationalökonomie und Statistik
6
Global finance journal
5
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
5
Labour economics : official journal of the European Association of Labour Economists
5
ZEW Discussion Papers
5
Diskussionspapier / Forschungsschwerpunkt "Internationale Arbeitsmarktforschung", Fakultät für Wirtschaftswissenschaften und Statistik, Universität Konstanz
4
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 risk and financial management : JRFM
3
Review of Pacific Basin financial markets and policies
3
Review of quantitative finance and accounting
3
SFB 649 discussion paper
3
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
3
The review of financial studies
3
Advances in Pacific Basin business, economics, and finance
2
China finance review international
2
Diskussionspapiere der DFG-Forschergruppe (Nr. 3468269275): Heterogene Arbeit: Positive und Normative Aspekte der Qualifikationsstruktur der Arbeit
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
Freiburger Diskussionspapiere zur Ordnungsökonomik
2
ILR review : the journal of work and policy
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics & business
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Research in international business and finance
2
Risks : open access journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
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
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
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:
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
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:
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
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
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
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->