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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Jorgenson, Dale Weldeau"
~person:"Kim, Donggyu"
~person:"Manski, Charles F."
~person:"Mroz, Thomas A."
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Bollerslev, Tim
Jorgenson, Dale Weldeau
Kim, Donggyu
Manski, Charles F.
Mroz, Thomas A.
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
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Gao, Jiti
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Li, Jia
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Linton, Oliver
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Park, Joon Y.
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China economic review : an international journal
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper series / Harvard Institute of Economic Research
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The American economic review
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
NBER working paper series
7
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5
Journal of financial economics
5
The Scandinavian journal of economics
5
The journal of economic perspectives : EP ; a journal of the American Economic Association
5
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4
CREATES research paper
4
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4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
International economic review
3
Journal of the Japanese and international economies : an international journal ; JJIE
3
The review of income and wealth : journal of the International Association for Research in Income and Wealth
3
Working papers / Financial Institutions Center
3
American journal of agricultural economics
2
Data resources series
2
ERID working paper
2
Eastern economic journal
2
Economic systems research : journal of the International Input-Output Association
2
Handbook of computable general equilibrium modeling ; Vol. 1A
2
International productivity monitor
2
Journal of empirical finance
2
KAIST College of Business Working Paper Series
2
KAIST College of Business Working Paper Series No
2
Productivity growth in Japan and the United States
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RIETI discussion paper series
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Studies in income and wealth
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The energy journal
2
The journal of economic history
2
The review of economics and statistics
2
The review of financial studies
2
The world economy : growth or stagnation?
2
Working papers / OECD, Economics Department
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1
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:
2
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Saved in:
3
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Saved in:
4
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:
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
Estimating the COVID-19 infection rate : anatomy of an inference problem
Manski, Charles F.
;
Molinari, Francesca
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 181-192
Persistent link: https://www.econbiz.de/10012618481
Saved in:
8
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:
9
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
Saved in:
10
Structured volatility matrix
estimation
for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
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