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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~subject:"1921-1926"
~subject:"ARCH model"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Subject
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1921-1926
ARCH model
Developing countries
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-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
188
Type of publication
All
Article
424
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
426
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
Dutch
Author
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Francq, Christian
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Zakoïan, Jean-Michel
9
Meddahi, Nour
8
Xiu, Dacheng
8
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Ling, Shiqing
6
Park, Joon Y.
6
Rahbek, Anders
6
Asai, Manabu
5
Corradi, Valentina
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Maheu, John M.
5
Taylor, Robert
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Zhu, Ke
5
Andreou, Elena
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Jasiak, Joann
4
Laurent, Sébastien
4
Paolella, Marc S.
4
Renault, Eric
4
Renò, Roberto
4
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Applied economics
1,157
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
877
Energy economics
848
Finance research letters
706
Economic modelling
615
The economic journal : the journal of the Royal Economic Society
605
Intereconomics : review of European economic policy
602
Journal of banking & finance
598
Economics letters
550
International review of financial analysis
530
Applied economics letters
518
International review of economics & finance : IREF
503
Applied financial economics
492
The journal of futures markets
467
Journal of international money and finance
417
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of development economics
374
Research in international business and finance
371
Journal of international financial markets, institutions & money
350
Journal of empirical finance
338
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Regional studies
331
Journal of international development : the journal of the Development Studies Association
327
Oxford review of economic policy
321
Oxford bulletin of economics and statistics
317
Oxford economic papers
303
Scottish journal of political economy : the journal of the Scottish Economic Society
291
Quarterly bulletin / Bank of England
283
National Institute economic review
282
The European journal of finance
282
The economic history review : a journal of economic and social history
281
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
267
International journal of theoretical and applied finance
262
Journal of risk and financial management : JRFM
259
International Journal of Energy Economics and Policy : IJEEP
252
International journal of finance & economics : IJFE
252
Economica
242
International journal of forecasting
236
European economic review : EER
224
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Source
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ECONIS (ZBW)
426
Showing
1
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10
of
426
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
5
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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