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source:"econis"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Capital income
137
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137
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Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
4
Meddahi, Nour
3
Shephard, Neil G.
3
Tauchen, George Eugene
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Xiu, Dacheng
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Andreou, Elena
1
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Journal of econometrics
Discussion paper series / IZA
230
Finance research letters
175
Working paper / National Bureau of Economic Research, Inc.
159
NBER working paper series
158
Journal of banking & finance
154
International review of financial analysis
150
Journal of empirical finance
146
Journal of financial economics
145
International review of economics & finance : IREF
140
Applied economics
134
NBER Working Paper
122
Applied economics letters
114
Economic modelling
108
Applied financial economics
97
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of international financial markets, institutions & money
87
CESifo working papers
77
Research in international business and finance
77
Pacific-Basin finance journal
76
The European journal of finance
75
IZA Discussion Paper
71
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71
Review of quantitative finance and accounting
67
Discussion paper / Centre for Economic Policy Research
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Discussion paper
59
The journal of finance : the journal of the American Finance Association
58
Economics letters
56
Journal of international money and finance
55
Journal of risk and financial management : JRFM
50
International journal of forecasting
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of forecasting
48
Energy economics
45
International journal of finance & economics : IJFE
45
Research paper series / Swiss Finance Institute
45
Discussion papers / CEPR
44
International journal of economics and finance
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ECONIS (ZBW)
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1
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
2
Skill-biased technical change in US manufacturing : a general index approach
Baltagi, Badi H.
;
Rich, Daniel P.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 549-570
Persistent link: https://www.econbiz.de/10002647899
Saved in:
3
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
4
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
5
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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