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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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Subject
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United States
Volatility
Estimation theory
1,600
Schätztheorie
1,600
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
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
170
Type of publication
All
Article
510
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Congress report
Hochschulschrift
Aufsatz in Zeitschrift
514
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
2
Conference proceedings
1
Festschrift
1
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Language
All
English
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
10
Meddahi, Nour
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Diebold, Francis X.
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Corradi, Valentina
4
Dufour, Jean-Marie
4
Engle, Robert F.
4
Francq, Christian
4
Jasiak, Joann
4
Koop, Gary
4
Linton, Oliver
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Rahbek, Anders
4
Renò, Roberto
4
Yu, Jun
4
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
The American economic review
2,039
Applied economics
1,521
The review of economics and statistics
1,440
The review of financial studies
1,420
The journal of finance : the journal of the American Finance Association
1,363
American journal of agricultural economics
1,300
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
1,050
The journal of futures markets
1,006
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
863
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
848
National tax journal
842
Southern economic journal
803
Journal of human resources : JHR
772
Journal of money, credit and banking : JMCB
746
Finance research letters
725
Applied economics letters
711
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Journal of political economy
688
The quarterly journal of economics
648
The journal of law & economics
646
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
639
American economic journal : a journal of the American Economic Association
615
International review of financial analysis
612
Challenge
601
Applied financial economics
600
Economic modelling
594
ILR review : the journal of work and policy
592
Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
585
International review of economics & finance : IREF
585
Journal of monetary economics
578
Journal of labor economics
544
Journal of international money and finance
531
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
519
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ECONIS (ZBW)
514
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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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