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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Method of moments"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Method of moments
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
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 model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
239
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Article
538
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3
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Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
541
Collection of articles of several authors
4
Sammelwerk
4
Conference paper
1
Conference proceedings
1
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1
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1
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1
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
16
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Gallant, A. Ronald
9
McAleer, Michael
9
Meddahi, Nour
9
Ghysels, Eric
8
Lee, Lung-fei
8
Xiu, Dacheng
8
Gouriéroux, Christian
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Renault, Eric
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Linton, Oliver
6
Pesaran, M. Hashem
6
Schmidt, Peter
6
Shephard, Neil G.
6
Antoine, Bertille
5
Asai, Manabu
5
Boswijk, Herman Peter
5
Dovonon, Prosper
5
Gonçalves, Sílvia
5
Hallin, Marc
5
Hwang, Jungbin
5
Jasiak, Joann
5
Li, Kunpeng
5
Li, Yingying
5
Rahbek, Anders
5
Sarafidis, Vasilis
5
Smith, Richard J.
5
Sun, Yixiao
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Chen, Xiaohong
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Applied economics
1,141
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
878
Energy economics
817
Finance research letters
668
The economic journal : the journal of the Royal Economic Society
605
Economic modelling
603
Intereconomics : review of European economic policy
601
Economics letters
580
Journal of banking & finance
565
Applied economics letters
532
International review of financial analysis
509
International review of economics & finance : IREF
488
Applied financial economics
464
The journal of futures markets
440
Journal of international money and finance
404
Journal of development economics
373
The North American journal of economics and finance : a journal of financial economics studies
359
Research in international business and finance
341
Regional studies
337
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Journal of international development : the journal of the Development Studies Association
331
Journal of international financial markets, institutions & money
330
Oxford bulletin of economics and statistics
325
Oxford review of economic policy
322
Journal of empirical finance
311
Oxford economic papers
305
Scottish journal of political economy : the journal of the Scottish Economic Society
288
Quarterly bulletin / Bank of England
283
National Institute economic review
282
The economic history review : a journal of economic and social history
280
International journal of finance & economics : IJFE
264
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
261
The European journal of finance
256
International journal of theoretical and applied finance
254
Journal of risk and financial management : JRFM
251
International Journal of Energy Economics and Policy : IJEEP
249
Economica
242
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
231
European economic review : EER
230
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ECONIS (ZBW)
541
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1
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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
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:
6
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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