//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Capital income"
~subject:"Developing countries"
~subject:"Lieferkette"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Developing countries
Lieferkette
Stochastischer Prozess
Volatility
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
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
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
more ...
less ...
Online availability
All
Undetermined
252
Type of publication
All
Article
500
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
503
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
1
Konferenzschrift
1
Language
All
English
Author
All
Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
16
Andersen, Torben
12
Taylor, Robert
12
Aït-Sahalia, Yacine
11
McAleer, Michael
11
Phillips, Peter C. B.
11
Xiu, Dacheng
11
Meddahi, Nour
9
Ghysels, Eric
7
Li, Jia
7
Linton, Oliver
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Yu, Jun
7
Zakoïan, Jean-Michel
7
Cavaliere, Giuseppe
6
Francq, Christian
6
Gallant, A. Ronald
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Asai, Manabu
5
Bandi, Federico M.
5
Chang, Chia-Lin
5
Diebold, Francis X.
5
Hallin, Marc
5
Renault, Eric
5
Zhou, Hao
5
Andreou, Elena
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Demetrescu, Matei
4
Fan, Jianqing
4
Jasiak, Joann
4
Lieberman, Offer
4
Ling, Shiqing
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
International journal of production economics
2,005
International journal of production research
1,738
European journal of operational research : EJOR
1,719
Finance research letters
1,085
Journal of banking & finance
903
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
888
Applied economics
830
Energy economics
830
International review of financial analysis
830
Transportation research / E : an international journal
741
International review of economics & finance : IREF
690
Economic modelling
657
Applied economics letters
615
Journal of financial economics
579
Applied financial economics
560
Economics letters
550
Journal of empirical finance
550
The North American journal of economics and finance : a journal of financial economics studies
514
Intereconomics : review of European economic policy
510
Management science : journal of the Institute for Operations Research and the Management Sciences
508
International journal of logistics systems and management
498
Pacific-Basin finance journal
491
The journal of finance : the journal of the American Finance Association
470
International journal of theoretical and applied finance
468
Research in international business and finance
458
Journal of international financial markets, institutions & money
455
The journal of futures markets
434
Omega : the international journal of management science
433
Journal of international money and finance
416
The review of financial studies
394
International journal of logistics : research and applications
386
The European journal of finance
385
Journal of risk and financial management : JRFM
376
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
376
Journal of development economics
374
Computers & operations research : and their applications to problems of world concern ; an international journal
352
Supply chain management : an international journal
347
Review of quantitative finance and accounting
338
Journal of financial and quantitative analysis : JFQA
333
more ...
less ...
Source
All
ECONIS (ZBW)
503
Showing
1
-
10
of
503
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->