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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1,762
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1
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
2
Manipulability of future-independent tests
Olszewski, Wojciech
;
Sandroni, Alvaro
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10003797075
Saved in:
3
The complexity of
forecast
testing
Fortnow, Lance
;
Vohra, Rakesh V.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003866979
Saved in:
4
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
5
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
Correcting the errors : volatility
forecast
evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
7
On the size distribution of macroeconomic disasters
Barro, Robert J.
;
Jin, Tao
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
5
,
pp. 1567-1589
Persistent link: https://www.econbiz.de/10009376256
Saved in:
8
Entropic latent variable integration via simulation
Schennach, Susanne M.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 345-385
Persistent link: https://www.econbiz.de/10010404630
Saved in:
9
Fiscal foresight and information flows
Leeper, Eric M.
;
Walker, Todd B.
;
Yang, Shu-Chun S.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1115-1145
Persistent link: https://www.econbiz.de/10009763133
Saved in:
10
Inference on counterfactual distributions
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Melly, Blaise
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2205-2268
Persistent link: https://www.econbiz.de/10010237411
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