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~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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An empirical analysis of forei...
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Statistische Verteilung
Volatilität
Estimation
465
Schätzung
461
Estimation theory
258
Schätztheorie
258
Theorie
200
Theory
200
Time series analysis
130
Zeitreihenanalyse
130
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Panel data
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Bayesian inference
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
Ghysels, Eric
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Amengual, Dante
2
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Kong, Xin-Bing
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Li, Yingying
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Linton, Oliver
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Paolella, Marc S.
2
Polak, Pawel
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Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
White, Halbert
2
Winkelmann, Lars
2
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Journal of econometrics
Energy economics
175
Applied economics
153
Finance research letters
152
Economic modelling
132
International review of economics & finance : IREF
130
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
108
Journal of banking & finance
97
Applied economics letters
93
Journal of empirical finance
86
Working paper / National Bureau of Economic Research, Inc.
86
Research in international business and finance
85
Working paper
85
NBER working paper series
84
Applied financial economics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
NBER Working Paper
79
Journal of international financial markets, institutions & money
78
Journal of international money and finance
75
Economics letters
72
The journal of futures markets
71
Discussion paper / Tinbergen Institute
69
Journal of risk and financial management : JRFM
63
CESifo working papers
60
International journal of forecasting
56
The European journal of finance
56
Discussion paper / Centre for Economic Policy Research
54
International journal of finance & economics : IJFE
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
International Journal of Energy Economics and Policy : IJEEP
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Pacific-Basin finance journal
40
International journal of economics and financial issues : IJEFI
39
Journal of financial economics
39
Quantitative finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Discussion paper
35
International journal of economics and finance
35
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ECONIS (ZBW)
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1
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:
2
Nonparametric IV
estimation
of local average treatment effects with covariates
Frölich, Markus
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10003516664
Saved in:
3
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
4
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:
5
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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6
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip
;
Kazak, Ekaterina
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
Saved in:
7
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
8
Partial identification of the treatment effect distribution and its functionals
Firpo, Sérgio Pinheiro
;
Ridder, Geert
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 210-234
Persistent link: https://www.econbiz.de/10012304549
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9
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
10
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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