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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~language:"slk"
~subject:"Entwicklungsländer"
~subject:"Game theory"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Subject
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Entwicklungsländer
Game theory
Kapitaleinkommen
Volatilität
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
Volatility
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
Autocorrelation
134
Autokorrelation
134
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Undetermined
224
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Article
421
Book / Working Paper
3
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Article in journal
Aufsatz in Zeitschrift
424
Collection of articles of several authors
4
Sammelwerk
4
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Xiu, Dacheng
11
McAleer, Michael
9
Meddahi, Nour
9
Taylor, Robert
9
Gallant, A. Ronald
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Li, Yingying
6
Asai, Manabu
5
Bandi, Federico M.
5
Diebold, Francis X.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Demetrescu, Matei
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Rodrigues, Paulo M. M.
4
Timmermann, Allan
4
Yang, Xiye
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Games and economic behavior
1,457
Economics letters
1,099
Finance research letters
1,026
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
878
Journal of banking & finance
874
Journal of economic theory
844
International review of financial analysis
808
Applied economics
803
Energy economics
781
Journal of economic behavior & organization : JEBO
746
European journal of operational research : EJOR
740
International review of economics & finance : IREF
700
Economic modelling
623
Applied economics letters
618
Intereconomics : review of European economic policy
578
Journal of financial economics
570
Applied financial economics
555
Journal of empirical finance
536
International journal of game theory : official journal of the Game Theory Society
507
Management science : journal of the Institute for Operations Research and the Management Sciences
502
The North American journal of economics and finance : a journal of financial economics studies
494
Pacific-Basin finance journal
484
The journal of finance : the journal of the American Finance Association
470
Journal of international financial markets, institutions & money
453
Research in international business and finance
450
Journal of international money and finance
410
The journal of futures markets
410
Journal of mathematical economics
403
Journal of development economics
397
The review of financial studies
397
Games
390
International game theory review
390
Economic theory : official journal of the Society for the Advancement of Economic Theory
389
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
373
Journal of economic dynamics & control
366
Dynamic games and applications : DGA
365
The European journal of finance
362
Mathematical social sciences
355
The American economic review
350
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ECONIS (ZBW)
424
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1
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10
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424
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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 analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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
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:
9
Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
Saved in:
10
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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