//--> //--> //--> //-->
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"
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: subject:"Price"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
104
Share price
104
Volatility
71
Volatilität
71
Theorie
67
Theory
67
Estimation
64
Schätzung
64
Estimation theory
59
Schätztheorie
59
Time series analysis
46
Zeitreihenanalyse
46
Capital income
43
Kapitaleinkommen
43
Forecasting model
28
Prognoseverfahren
28
Stochastic process
27
Stochastischer Prozess
27
ARCH model
24
ARCH-Modell
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Market microstructure
18
Marktmikrostruktur
18
High-frequency data
15
USA
14
United States
14
CAPM
13
Stochastic volatility
12
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
11
Statistische Verteilung
11
Noise Trading
10
Noise trading
10
Auction theory
9
Auktionstheorie
9
Induktive Statistik
9
Option pricing theory
9
Optionspreistheorie
9
more ...
less ...
Online availability
All
Undetermined
93
Type of publication
All
Article
165
Type of publication (narrower categories)
All
Article in journal
165
Aufsatz in Zeitschrift
165
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
165
Author
All
Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Kim, Donggyu
4
Andersen, Torben
3
Bollerslev, Tim
3
Francq, Christian
3
Ghysels, Eric
3
Grammig, Joachim
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yang, Xiye
3
Andreou, Elena
2
Atkinson, Scott Estes
2
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Diewert, Walter E.
2
Dufour, Jean-Marie
2
Fernandes, Marcelo
2
Fox, Kevin J.
2
Gallant, A. Ronald
2
Grundl, Serafin
2
Guerre, Emmanuel
2
Li, Yingying
2
Liesenfeld, Roman
2
McAleer, Michael
2
Mykland, Per A.
2
Nielsen, Morten Ørregaard
2
Pesaran, M. Hashem
2
Potiron, Yoann
2
Primont, Daniel A.
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Zhu, Yu
2
Zincenko, Federico
2
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
2,393
Working paper / National Bureau of Economic Research, Inc.
2,242
Energy economics
2,072
NBER Working Paper
1,960
Applied economics
1,117
Discussion paper / Centre for Economic Policy Research
1,088
IMF Working Papers
1,070
Finance research letters
1,007
Economics letters
903
CESifo working papers
799
MPRA Paper
795
Working paper
789
Applied economics letters
752
Journal of banking & finance
738
International review of financial analysis
735
Economic modelling
699
International review of economics & finance : IREF
673
The journal of real estate finance and economics
610
International Journal of Energy Economics and Policy : IJEEP
597
The journal of finance : the journal of the American Finance Association
580
Journal of financial economics
571
IMF Staff Country Reports
542
IMF working papers
540
Discussion papers / CEPR
509
Pacific-Basin finance journal
501
American journal of agricultural economics
481
Discussion paper
476
The energy journal
472
Management science : journal of the Institute for Operations Research and the Management Sciences
451
The American economic review
439
European journal of operational research : EJOR
438
The review of financial studies
435
International journal of industrial organization
419
CESifo Working Paper
417
Research in international business and finance
413
The North American journal of economics and finance : a journal of financial economics studies
411
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
382
Applied financial economics
378
CESifo Working Paper Series
373
Review of quantitative finance and accounting
351
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
Saved in:
2
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
3
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
4
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:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
9
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
10
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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...
//-->