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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Arvanitis, Stelios"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chan, Joshua"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~person:"Pettenuzzo, Davide"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Agudze, Komla M.
Andersen, Torben
Arvanitis, Stelios
Bandi, Federico M.
Blasques, Francisco
Chan, Joshua
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Pettenuzzo, Davide
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Gao, Jiti
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Casarin, Roberto
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Koop, Gary
4
Liao, Yuan
4
Patton, Andrew J.
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Schorfheide, Frank
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Seo, Myung Hwan
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Su, Liangjun
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Asai, Manabu
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Billio, Monica
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Cavaliere, Giuseppe
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3
Maasoumi, Esfandiar
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Oka, Tatsushi
3
Park, Joon Y.
3
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of economic dynamics & control
5
Econometric reviews
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
Economics letters
3
FinanzArchiv : public finance analysis
3
Journal of international money and finance
3
Climate policy
2
International tax and public finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
European economic review : EER
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Resource and energy economics
1
Review of economic dynamics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
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ECONIS (ZBW)
19
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1
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
2
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
3
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
4
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
8
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:
9
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:
10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
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