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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"KAIST College of Business Working Paper Series"
~person:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~person:"Heckman, James J."
~person:"Kim, Donggyu"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Barigozzi, Matteo
Bollerslev, Tim
Heckman, James J.
Kim, Donggyu
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
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Lu, Xun
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China economic review : an international journal
Journal of econometrics
KAIST College of Business Working Paper Series
Working paper / National Bureau of Economic Research, Inc.
74
Discussion paper series / IZA
42
NBER working paper series
17
The American economic review
10
NBER Working Paper
9
The review of economics and statistics
9
Finance and economics discussion series
7
Journal of political economy
7
UCD Geary Institute discussion paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of labor economics
6
Working paper / IFAU - Institute for Labour Market Policy Evaluation
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial economics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CFS working paper series
4
CREATES research paper
4
The economic journal : the journal of the Royal Economic Society
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
3
International economic review
3
LEM working paper series
3
Technical working paper / National Bureau of Economic Research
3
The review of economic studies
3
Working papers / Financial Institutions Center
3
CESifo Forum
2
ECARES working paper
2
ERID working paper
2
Economic inquiry : journal of the Western Economic Association International
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of economic literature
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of human capital : JHC
2
Journal of human resources : JHR
2
KAIST College of Business Working Paper Series No
2
Macroeconomic dynamics
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ECONIS (ZBW)
24
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1
The effect of schooling and ability on achievement test scores
Hansen, Karsten T.
;
Heckman, James J.
;
Mullen, Kathleen J.
- In:
Journal of econometrics
121
(
2004
)
1/2
,
pp. 39-98
Persistent link: https://www.econbiz.de/10002094158
Saved in:
2
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
3
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
8
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
9
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
10
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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