//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~person:"Engle, Robert F."
~person:"Kim, Donggyu"
~person:"Linton, Oliver"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
United States
Volatility
Volatilität
Estimation
26
Schätzung
26
Estimation theory
15
Time series analysis
12
Zeitreihenanalyse
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
USA
9
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Börsenkurs
6
Capital income
6
High-frequency data
6
Kapitaleinkommen
6
Share price
6
Factor analysis
5
Faktorenanalyse
5
Stochastic process
5
Stochastischer Prozess
5
Financial market
4
Finanzmarkt
4
Panel
4
Panel study
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Market microstructure
3
Marktmikrostruktur
3
Sparsity
3
Aktienindex
2
Analysis
2
Analysis of variance
2
CAPM
2
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Conference paper
1
Konferenzbeitrag
1
Language
All
English
29
Author
All
Barigozzi, Matteo
Bollerslev, Tim
Engle, Robert F.
Kim, Donggyu
Linton, Oliver
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Gao, Jiti
6
Li, Jia
6
Park, Joon Y.
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Francq, Christian
5
Phillips, Peter C. B.
5
Schmidt, Peter
5
Andersen, Torben
4
Diebold, Francis X.
4
Ghysels, Eric
4
Koop, Gary
4
Lu, Xun
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Su, Liangjun
4
Wang, Fa
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Berndt, Ernst R.
3
Callaway, Brantly
3
Chen, Xiaohong
3
Fan, Yanqin
3
Heckman, James J.
3
Hsiao, Cheng
3
Jorgenson, Dale Weldeau
3
Kao, Chihwa
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Lee, Lung-fei
3
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / Department of Economics, University of California San Diego
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
NBER working paper series
9
Cambridge working papers in economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Finance and economics discussion series
7
NBER Working Paper
7
The review of financial studies
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of financial economics
6
Journal of empirical finance
5
The journal of finance : the journal of the American Finance Association
5
CFS working paper series
4
CREATES research paper
4
Cambridge-INET working papers
4
Discussion paper series / LSE Financial Markets Group
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The review of economics and statistics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Discussion paper / Centre for Economic Policy Research
3
LEM working paper series
3
Working papers / Financial Institutions Center
3
Boston College working papers in economics
2
ECARES working paper
2
ERID working paper
2
Econometric theory
2
Econometrics papers
2
International economic review
2
Janeway Institute working paper series
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of international economics
2
Journal of monetary economics
2
KAIST College of Business Working Paper Series
2
KAIST College of Business Working Paper Series No
2
Working papers / Rodney L. White Center for Financial Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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
A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena
;
Linton, Oliver
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
Saved in:
5
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:
6
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:
7
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:
8
Estimation
of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
9
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:
10
Estimation
and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->