//--> //--> //--> //-->
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"
~subject:"Exchange rate"
~subject:"Forecasting model"
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
Aggregate Trading Behaviour of...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Forecasting model
Estimation
466
Schätzung
462
Volatility
321
Volatilität
321
Estimation theory
306
Schätztheorie
306
Theorie
292
Theory
292
Time series analysis
180
Zeitreihenanalyse
180
Capital income
137
Kapitaleinkommen
137
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Prognoseverfahren
112
Stochastic process
112
Stochastischer Prozess
112
Panel
98
Panel study
98
Regression analysis
96
Regressionsanalyse
96
Börsenkurs
93
Share price
93
ARCH model
77
ARCH-Modell
77
USA
73
United States
73
Statistical distribution
56
Statistische Verteilung
56
Bayes-Statistik
53
Bayesian inference
53
Factor analysis
50
Faktorenanalyse
50
Statistical test
50
Statistischer Test
50
Market microstructure
45
Marktmikrostruktur
45
Option pricing theory
43
Optionspreistheorie
43
more ...
less ...
Online availability
All
Undetermined
77
Type of publication
All
Article
131
Type of publication (narrower categories)
All
Article in journal
131
Aufsatz in Zeitschrift
131
Conference paper
1
Konferenzbeitrag
1
Language
All
English
131
Author
All
Bollerslev, Tim
7
Patton, Andrew J.
5
Andersen, Torben
4
Taylor, Robert
4
Zhou, Hao
4
Demetrescu, Matei
3
Diebold, Francis X.
3
Fan, Jianqing
3
Ghysels, Eric
3
Hallin, Marc
3
Hong, Yongmiao
3
Kim, Donggyu
3
Rodrigues, Paulo M. M.
3
Schorfheide, Frank
3
Xiu, Dacheng
3
Andreou, Elena
2
Barigozzi, Matteo
2
Calvet, Laurent E.
2
Clark, Todd E.
2
Corradi, Valentina
2
Fisher, Adlai
2
Georgiev, Iliyan
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Koop, Gary
2
Lee, Tae-hwy
2
Liao, Yuan
2
Lunde, Asger
2
Marcellino, Massimiliano
2
Perron, Benoit
2
Pettenuzzo, Davide
2
Quaedvlieg, Rogier
2
Racine, Jeffrey
2
Rombouts, Jeroen V. K.
2
Timmermann, Allan
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Violante, Francesco
2
West, Kenneth D.
2
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
630
NBER Working Paper
537
Working paper / National Bureau of Economic Research, Inc.
532
Journal of international money and finance
489
International journal of forecasting
379
Applied economics
367
IMF working papers
358
Finance research letters
324
Discussion paper / Centre for Economic Policy Research
319
Journal of forecasting
291
Economic modelling
262
International review of economics & finance : IREF
261
Energy economics
258
Working paper
221
International review of financial analysis
214
IMF working paper
208
Applied economics letters
206
Economics letters
203
Journal of banking & finance
200
The North American journal of economics and finance : a journal of financial economics studies
194
Journal of international financial markets, institutions & money
192
CESifo working papers
188
Journal of international economics
187
Journal of empirical finance
184
International journal of finance & economics : IJFE
167
Applied financial economics
162
Discussion papers / CEPR
137
Journal of financial economics
134
Discussion paper / Tinbergen Institute
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Research in international business and finance
121
International journal of economics and financial issues : IJEFI
119
Open economies review
118
Working paper series / European Central Bank
118
International finance discussion papers
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
The European journal of finance
111
Discussion paper
110
International Journal of Energy Economics and Policy : IJEEP
100
more ...
less ...
Source
All
ECONIS (ZBW)
131
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test for
volatility
spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
2
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
3
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
4
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
6
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
7
Modeling and forecasting realized
volatility
with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
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:
9
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->