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Estimation
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115
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76
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64
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Aït-Sahalia, Yacine
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
293
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167
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135
Economic modelling
129
SpringerLink / Bücher
108
Economics letters
102
Applied economics
92
Finance research letters
85
International review of economics & finance : IREF
84
Journal of economic dynamics & control
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Applied economics letters
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of international money and finance
61
Journal of empirical finance
59
Macroeconomic dynamics
57
International journal of forecasting
56
Journal of macroeconomics
56
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55
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54
The North American journal of economics and finance : a journal of financial economics studies
50
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48
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45
Journal of financial economics
44
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40
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40
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34
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33
Springer eBook Collection / Business and Economics
33
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30
Quantitative finance
28
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27
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26
International journal of finance & economics : IJFE
26
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25
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ECONIS (ZBW)
76
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1
Subjective mortality risk and bequests
Gan, Li
;
Gong, Guan
;
Hurd, Michael D.
;
McFadden, Daniel
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
Saved in:
2
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
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
5
K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
Saved in:
6
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
8
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
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9
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
10
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
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