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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Energy economics"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Seo, Myung Hwan"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Aït-Sahalia, Yacine
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1
Unraveling the structural sources of oil production and their impact on CO2 emissions
Herwartz, Helmut
;
Theilen, Bernd
;
Wang, Shu
- In:
Energy economics
132
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015047516
Saved in:
2
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
3
Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Lehna, Malte
;
Scheller, Fabian
;
Herwartz, Helmut
- In:
Energy economics
106
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
Saved in:
4
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
5
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
6
High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo
;
Anderson, Heather M.
;
Seo, Myung Hwan
; …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
Saved in:
7
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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8
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
9
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
10
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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