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~isPartOf:"Journal of econometrics"
~subject:"Method of moments"
~subject:"United States"
~subject:"Volatilität"
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Method of moments
United States
Volatilität
Theorie
1,608
Theory
1,608
Estimation theory
371
Schätztheorie
371
Time series analysis
326
Zeitreihenanalyse
326
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Regression analysis
115
Regressionsanalyse
115
Stochastic process
105
Stochastischer Prozess
105
USA
94
Panel
93
Panel study
93
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Statistical distribution
82
Statistische Verteilung
82
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
75
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Article
278
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5
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Article in journal
277
Aufsatz in Zeitschrift
277
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
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English
283
Author
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Aït-Sahalia, Yacine
7
Bollerslev, Tim
6
Gallant, A. Ronald
5
Renault, Eric
5
Tauchen, George Eugene
5
Andersen, Torben
4
Chen, Xiaohong
4
Diebold, Francis X.
4
Hallin, Marc
4
Koop, Gary
4
Lee, Lung-fei
4
McAleer, Michael
4
Schmidt, Peter
4
Todorov, Viktor
4
Asai, Manabu
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Carrasco, Marine
3
Cavaliere, Giuseppe
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Inoue, Atsushi
3
Nielsen, Morten Ørregaard
3
Steel, Mark F. J.
3
Sun, Yixiao
3
Windmeijer, Frank
3
Yu, Jun
3
Ahn, Seung Chan
2
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chernozhukov, Victor
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dijk, Dick van
2
Dovonon, Prosper
2
Duan, Jin-Chuan
2
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Institution
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,747
Discussion paper / Centre for Economic Policy Research
477
NBER working paper series
364
European journal of operational research : EJOR
359
The American economic review
352
Working paper
327
Economics letters
308
The review of economics and statistics
291
The review of financial studies
285
Applied economics
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
American journal of agricultural economics
264
Journal of banking & finance
260
The journal of finance : the journal of the American Finance Association
254
NBER Working Paper
246
Journal of monetary economics
232
Discussion paper series / IZA
228
Energy economics
228
CESifo working papers
212
Computers & operations research : and their applications to problems of world concern ; an international journal
212
Journal of political economy
212
Journal of financial economics
197
Economic modelling
195
Finance research letters
190
Finance and economics discussion series
187
Journal of economic dynamics & control
183
Southern economic journal
178
International review of financial analysis
175
Journal of money, credit and banking : JMCB
175
Applied economics letters
173
Discussion paper / Tinbergen Institute
168
Journal of international money and finance
167
Journal of urban economics
151
International journal of production research
150
International review of economics & finance : IREF
148
Economic inquiry : journal of the Western Economic Association International
147
The journal of futures markets
147
Discussion paper
145
Journal of macroeconomics
144
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ECONIS (ZBW)
283
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1
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283
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1
Individual effects and dynamics in count data models
Blundell, Richard W.
;
Griffith, Rachel
;
Windmeijer, Frank
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
Saved in:
2
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
5
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
6
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
7
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
8
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
9
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
10
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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