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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Volatility
Zeitreihenanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
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
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 model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
380
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Article
896
Book / Working Paper
12
Type of publication (narrower categories)
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Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
908
Collection of articles of several authors
20
Sammelwerk
20
Konferenzschrift
8
Conference proceedings
6
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6
Conference paper
3
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3
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2
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Phillips, Peter C. B.
27
Bollerslev, Tim
20
Taylor, Robert
20
Todorov, Viktor
18
Linton, Oliver
16
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
14
Andersen, Torben
12
Park, Joon Y.
12
Robinson, Peter M.
11
Xiao, Zhijie
11
Chen, Xiaohong
10
Ghysels, Eric
10
Hallin, Marc
10
Koop, Gary
10
Leybourne, Stephen James
10
Swanson, Norman R.
10
Yu, Jun
10
Cavaliere, Giuseppe
9
Gouriéroux, Christian
9
McAleer, Michael
9
Mykland, Per A.
9
Patton, Andrew J.
9
Xiu, Dacheng
9
Francq, Christian
8
Gao, Jiti
8
Koopman, Siem Jan
8
Li, Jia
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Shephard, Neil G.
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Corradi, Valentina
7
Harvey, David I.
7
Hong, Yongmiao
7
Pesaran, M. Hashem
7
Velasco, Carlos
7
Zhu, Ke
7
Barigozzi, Matteo
6
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
Applied economics
1,361
Economics letters
889
Energy economics
881
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
881
Economic modelling
762
International journal of forecasting
683
Applied economics letters
681
The economic journal : the journal of the Royal Economic Society
622
Finance research letters
613
Intereconomics : review of European economic policy
601
Journal of banking & finance
588
Applied financial economics
514
International review of financial analysis
514
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
504
International review of economics & finance : IREF
501
Journal of forecasting
458
The journal of futures markets
451
Journal of international money and finance
447
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
404
Oxford bulletin of economics and statistics
404
The North American journal of economics and finance : a journal of financial economics studies
398
Journal of development economics
381
Journal of empirical finance
347
Journal of international financial markets, institutions & money
341
Research in international business and finance
341
Econometric theory
339
Regional studies
334
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Journal of international development : the journal of the Development Studies Association
331
Oxford review of economic policy
315
Oxford economic papers
310
Scottish journal of political economy : the journal of the Scottish Economic Society
293
International Journal of Energy Economics and Policy : IJEEP
292
Journal of risk and financial management : JRFM
290
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
289
Journal of applied econometrics
288
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
287
National Institute economic review
284
The economic history review : a journal of economic and social history
281
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ECONIS (ZBW)
908
Showing
1
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10
of
908
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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
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
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:
5
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
6
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
7
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:
8
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:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
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
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