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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"por"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Subject
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Volatilität
Welt
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
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
183
Type of publication
All
Article
351
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Reprint
Aufsatz in Zeitschrift
355
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
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Language
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English
Portuguese
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Boswijk, Herman Peter
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Linton, Oliver
5
Park, Joon Y.
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Chang, Chia-Lin
4
Francq, Christian
4
Jasiak, Joann
4
Maheu, John M.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Calvet, Laurent E.
3
Carriero, Andrea
3
Christensen, Kim
3
Clark, Todd E.
3
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Energy economics
1,396
Finance research letters
961
Applied economics
939
Journal of banking & finance
888
Journal of international money and finance
874
Economic modelling
763
Applied economics letters
733
International review of financial analysis
711
Intereconomics : review of European economic policy
669
Economics letters
658
International review of economics & finance : IREF
655
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
584
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
575
International Journal of Energy Economics and Policy : IJEEP
568
Journal of international financial markets, institutions & money
538
The world economy : the leading journal on international economic relations
536
Research in international business and finance
495
The North American journal of economics and finance : a journal of financial economics studies
491
Climate policy
482
Technological forecasting & social change : an international journal
480
Journal of international economics
473
Journal of world trade : law, economic policy, public policy
438
Journal of international economic law
420
The journal of futures markets
418
Journal of empirical finance
359
Journal of financial economics
358
The journal of world investment & trade : law, economics, politics
358
Applied financial economics
354
Journal of risk and financial management : JRFM
341
The American economic review
315
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
European economic review : EER
294
International journal of finance & economics : IJFE
276
Journal of policy modeling : JPMOD ; a social science forum of world issues
275
The energy journal
274
Pacific-Basin finance journal
268
Journal of development economics
264
The review of financial studies
262
Research policy : policy, management and economic studies of science, technology and innovation
254
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ECONIS (ZBW)
355
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355
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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