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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"spa"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Accompanied by computer file"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Übersichtsarbeit"
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Supply chain
Theorie
Volatilität
Estimation theory
1,601
Schätztheorie
1,601
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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All
Undetermined
459
Type of publication
All
Article
1,753
Book / Working Paper
31
Type of publication (narrower categories)
All
Accompanied by computer file
Article in journal
Aufsatz in Zeitschrift
Sammelwerk
Übersichtsarbeit
Collection of articles of several authors
50
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
Spanish
Author
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Phillips, Peter C. B.
37
Bollerslev, Tim
21
Gouriéroux, Christian
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Ghysels, Eric
17
Linton, Oliver
17
Swanson, Norman R.
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
McAleer, Michael
16
Pesaran, M. Hashem
14
Corradi, Valentina
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Patton, Andrew J.
12
Taylor, Robert
12
Andersen, Torben
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Mykland, Per A.
11
Park, Joon Y.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
Barnett, William A.
8
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
5,559
Economics letters
5,319
International journal of production research
3,222
Journal of economic theory
2,867
International journal of production economics
2,843
Journal of economic dynamics & control
2,457
Computers & operations research : and their applications to problems of world concern ; an international journal
2,439
The American economic review
2,284
Journal of economic behavior & organization : JEBO
2,239
European economic review : EER
1,924
Economic modelling
1,915
Games and economic behavior
1,852
Applied economics
1,828
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
Journal of public economics
1,721
Journal of banking & finance
1,643
Management science : journal of the Institute for Operations Research and the Management Sciences
1,637
Energy economics
1,514
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,493
Journal of monetary economics
1,399
The economic journal : the journal of the Royal Economic Society
1,368
International economic review
1,346
Public choice
1,342
Social choice and welfare
1,296
Applied economics letters
1,292
Journal of international economics
1,283
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,234
American journal of agricultural economics
1,196
Transportation research / E : an international journal
1,182
International journal of industrial organization
1,158
Journal of macroeconomics
1,134
Journal of mathematical economics
1,125
International review of economics & finance : IREF
1,097
Finance research letters
1,088
The Canadian journal of economics
1,070
Journal of international money and finance
1,062
Operations research letters
1,049
Journal of political economy
1,028
The review of economic studies
1,025
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Source
All
ECONIS (ZBW)
1,784
Showing
1
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1,784
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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
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
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:
8
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:
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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