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Time series analysis
220
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220
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167
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98
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98
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90
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McAleer, Michael
14
Maasoumi, Esfandiar
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7
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7
Asai, Manabu
6
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6
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5
Andreou, Elena
4
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4
Cavaliere, Giuseppe
4
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4
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4
McElroy, Tucker
4
Medeiros, Marcelo C.
4
Psaradakis, Zacharias G.
4
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3
Bianconcini, Silvia
3
Bierens, Herman J.
3
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2
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2
Audrino, Francesco
2
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2
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2
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2
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2
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Econometric reviews
Journal of econometrics
897
Energy economics
804
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706
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671
Economics letters
666
International journal of forecasting
660
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646
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645
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605
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460
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448
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430
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425
International review of economics & finance : IREF
424
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396
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372
The North American journal of economics and finance : a journal of financial economics studies
370
Econometric theory
335
Applied financial economics
333
Journal of empirical finance
324
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
315
CESifo working papers
309
Journal of international money and finance
295
Research in international business and finance
282
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
276
International journal of theoretical and applied finance
273
Journal of international financial markets, institutions & money
272
International Journal of Energy Economics and Policy : IJEEP
254
Journal of risk and financial management : JRFM
250
Journal of economic dynamics & control
248
Cogent economics & finance
245
CREATES research paper
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241
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ECONIS (ZBW)
277
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1
Classical and Bayesian analysis of unvariate and multivariate stochastic
volatility
models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
2
Measuring the
volatility
in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
3
The benefits of bagging for forecast models of realized
volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
6
Volatility
spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
7
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
8
GARCH model estimation using estimated quadratic variation
Galbraith, John W.
;
Zinde-Walsh, Victoria
;
Zhu, Jingmei
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Saved in:
9
Special issue: Realized
volatility
and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
10
The
volatility
of realized
volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
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