//--> //--> //-->
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:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~subject:"Capital income"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Volatility
14
Volatilität
14
Estimation theory
6
Schätztheorie
6
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
3
Forecasting model
3
High-frequency data
3
Induktive Statistik
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Prognoseverfahren
3
Share price
3
Statistical inference
3
Stochastic process
3
Stochastic volatility
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Factor analysis
2
Faktorenanalyse
2
Fractional integration
2
Frequency domain inference
2
Market microstructure noise
2
Option pricing theory
2
Optionspreistheorie
2
Stable convergence
2
Statistical test
2
Statistischer Test
2
Volatility forecasting
2
1954-1995
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Andersen, Torben
Caporin, Massimiliano
Chevallier, Julien
Ma, Feng
Bollerslev, Tim
8
Todorov, Viktor
8
Mykland, Per A.
5
Meddahi, Nour
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Renault, Eric
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Asai, Manabu
2
Bekaert, Geert
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Polak, Pawel
2
Sheppard, Kevin
2
Zhang, Lan
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bandi, Federico M.
1
Bansal, Ravi
1
Bauer, Gregory H.
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Calvet, Laurent E.
1
Cebiroglu, Gökhan
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Richard Y.
1
Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Connor, Gregory
1
Crato, Nuno
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
8
International review of economics & finance : IREF
6
Energy economics
5
Applied economics letters
3
CFS working paper series
3
Financial Institutions Center
3
Journal of financial economics
3
Journal of forecasting
3
Research in international business and finance
3
Working papers on finance
3
Applied economics
2
China finance review international
2
International review of financial analysis
2
Working papers / Financial Institutions Center
2
CREATES research paper
1
Department of Economics working paper series
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Handbook of financial time series
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Marco Fanno Working Paper
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Pacific-Basin finance journal
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
2
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
3
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->