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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"swe"
~language:"tur"
~language:"ukr"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
~type_genre:"Multi-volume publication"
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Subject
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Capital income
Estimation
Hungary
KMU
Konsumentenverhalten
Monetary policy
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
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
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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All
Undetermined
410
Type of publication
All
Article
752
Book / Working Paper
5
Type of publication (narrower categories)
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Article in journal
Book section
Conference proceedings
Fallstudie
Multi-volume publication
Aufsatz in Zeitschrift
757
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
1
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English
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Bollerslev, Tim
19
Tauchen, George Eugene
18
Todorov, Viktor
18
Linton, Oliver
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Xiu, Dacheng
11
Gallant, A. Ronald
9
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Shephard, Neil G.
8
Su, Liangjun
8
Diebold, Francis X.
7
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Li, Yingying
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Bandi, Federico M.
5
Barigozzi, Matteo
5
Barnett, William A.
5
Francq, Christian
5
Hallin, Marc
5
Jasiak, Joann
5
Koopman, Siem Jan
5
Lu, Xun
5
Marcellino, Massimiliano
5
Rahbek, Anders
5
Renault, Eric
5
Shin, Yongcheol
5
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Applied economics
2,590
Journal of business research : JBR
2,277
Journal of retailing and consumer services
1,950
Applied economics letters
1,806
Economic modelling
1,520
Economics letters
1,483
Journal of banking & finance
1,367
Finance research letters
1,215
Energy economics
1,112
Journal of international money and finance
1,073
International review of economics & finance : IREF
1,072
International review of financial analysis
972
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
898
Applied financial economics
890
Journal of monetary economics
880
Journal of economic dynamics & control
819
International journal of hospitality management
796
International journal of consumer studies
759
The North American journal of economics and finance : a journal of financial economics studies
739
Journal of financial economics
729
Journal of macroeconomics
715
Journal of money, credit and banking : JMCB
709
Psychology & marketing
655
The journal of finance : the journal of the American Finance Association
653
Small business economics : an entrepreneurship journal
649
Management science : journal of the Institute for Operations Research and the Management Sciences
645
The American economic review
644
Journal of empirical finance
642
Journal of international financial markets, institutions & money
631
Research in international business and finance
625
European economic review : EER
621
International journal of economics and finance
584
Journal of consumer research : JCR ; an interdisciplinary bimonthly
582
Pacific-Basin finance journal
556
Journal of risk and financial management : JRFM
541
The journal of futures markets
538
International journal of economics and financial issues : IJEFI
537
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
526
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
519
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ECONIS (ZBW)
757
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1
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757
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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
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
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:
6
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:
7
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:
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
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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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