//--> //--> //--> //-->
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:"Variation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
19
Saisonale Schwankungen
19
Schätztheorie
19
Seasonal variations
19
Theorie
16
Theory
16
Time series analysis
13
Zeitreihenanalyse
13
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
Einheitswurzeltest
5
High-frequency data
5
Statistical distribution
5
Statistische Verteilung
5
Stochastic process
5
Stochastischer Prozess
5
Unit root test
5
Börsenkurs
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Share price
4
Bipower variation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
ARCH model
2
ARCH-Modell
2
Analysis of variance
2
Causality analysis
2
Econometrics
2
Forecasting model
2
Kausalanalyse
2
Laplace transform
2
Microstructure noise
2
Pre-averaging
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
32
Author
All
Taylor, Robert
4
Franses, Philip Hans
3
Ghysels, Eric
3
Hounyo, Ulrich
2
Paap, Richard
2
Podolskij, Mark
2
Todorov, Viktor
2
Abeysinghe, Tilak
1
Ahn, Sung K.
1
Bhattacharya, Debopam
1
Bollerslev, Tim
1
Burridge, Peter
1
Callaway, Brantly
1
Caporin, Massimiliano
1
Chambers, Marcus J.
1
Chang, Tong-gu
1
Christensen, Kim
1
Christensen, Kimberly
1
Davis, Richard A.
1
Dijk, Herman K. van
1
Dominicy, Yves
1
Draisma, Gerrit
1
Drees, Holger
1
Ercolani, Joanne S.
1
Ermini, Luigi
1
Fok, Dennis
1
Goodman-Bacon, Andrew
1
Granger, C. W. J.
1
Grynkiv, Iaryna
1
Harvey, Andrew C.
1
Heikkilä, Matias
1
Hoek, Henk
1
Hollstein, Fabian
1
Ilmonen, Pauliina
1
Ito, Ryoko
1
Koop, Gary
1
Lee, Hahn-shik
1
Lee, Ying-Ying
1
Maravall Herrero, Agustín
1
Medeiros, Marcelo C.
1
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
48
IMF Working Papers
44
IZA Discussion Papers
43
Applied economics
42
Applied economics letters
41
Tourism economics : the business and finance of tourism and recreation
39
International journal of forecasting
36
CESifo working papers
35
CESifo Working Paper
32
CREATES Research Papers
32
NBER Working Paper
31
International journal of production research
30
NBER working paper series
30
Journal of banking & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Stochastic Processes and their Applications
29
Discussion paper / Tinbergen Institute
28
Discussion paper series / IZA
28
Economics Series Working Papers / Department of Economics, Oxford University
28
Working paper / National Bureau of Economic Research, Inc.
28
Report / Econometric Institute, Erasmus University Rotterdam
27
Physica A: Statistical Mechanics and its Applications
25
International review of financial analysis
24
MPRA Paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Energy economics
22
Tourism management : research, policies, practice
22
American journal of agricultural economics
21
European journal of operational research : EJOR
21
Journal of forecasting
20
Economic modelling
19
Working paper
19
Applied financial economics
18
Economics Papers / Economics Group, Nuffield College, University of Oxford
18
Finance research letters
18
Insurance / Mathematics & economics
18
Statistics & Probability Letters
18
The journal of futures markets
17
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric jump
variation
measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Is the diurnal pattern sufficient to explain intraday
variation
in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
4
Difference-in-differences with multiple time periods
Callaway, Brantly
;
Sant'Anna, Pedro H. C.
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 200-230
Persistent link: https://www.econbiz.de/10013275434
Saved in:
5
Difference-in-differences with
variation
in treatment timing
Goodman-Bacon, Andrew
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 254-277
Persistent link: https://www.econbiz.de/10013275438
Saved in:
6
Flexible multivariate Hill estimators
Dominicy, Yves
;
Heikkilä, Matias
;
Ilmonen, Pauliina
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 398-410
Persistent link: https://www.econbiz.de/10012482779
Saved in:
7
Modeling time series when some observations are zero
Harvey, Andrew C.
;
Ito, Ryoko
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
Saved in:
8
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
9
Applied welfare analysis for discrete choice with interval-data on income
Lee, Ying-Ying
;
Bhattacharya, Debopam
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 361-387
Persistent link: https://www.econbiz.de/10012303805
Saved in:
10
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->