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~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
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Volatilität
Statistical test
324
Statistischer Test
324
Estimation theory
272
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272
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239
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239
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174
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Andersen, Torben
4
Carriero, Andrea
3
Clark, Todd E.
3
Marcellino, Massimiliano
3
Todorov, Viktor
3
Varneskov, Rasmus Tangsgaard
3
Forbes, Catherine Scipione
2
Fusari, Nicola
2
Jacod, Jean
2
Jensen, Mark J.
2
Li, Jia
2
Maheu, John M.
2
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2
Martin, Gael M.
2
Petrova, Katerina
2
Tauchen, George Eugene
2
Thyrsgaard, Martin
2
Xu, Ke-li
2
Aït-Sahalia, Yacine
1
Barone-Adesi, Giovanni
1
Bognanni, Mark
1
Cavaliere, Giuseppe
1
Chan, Joshua
1
Chen, Qiang
1
Chib, Siddhartha
1
Christensen, Kim
1
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1
Cross, Jamie
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1
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Fiorentini, Gabriele
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1
Gallant, A. Ronald
1
Giesecke, Kay
1
Grose, Simone D.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Econometric reviews
22
Energy economics
18
CAMA working paper series
17
Working paper
15
International journal of forecasting
14
Discussion paper / Tinbergen Institute
13
Economics letters
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Econometrics : open access journal
11
Journal of applied econometrics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
Discussion paper
8
Economic modelling
8
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
CREATES research paper
7
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Documento de trabajo
7
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7
The econometrics journal
7
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Federal Reserve Bank of Cleveland working paper series
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
6
SFB 649 discussion paper
6
The European journal of finance
6
Applied economics letters
5
Central European journal of economic modelling and econometrics
5
International journal of finance & economics : IJFE
5
Journal of economic dynamics & control
5
Journal of financial econometrics
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Research in international business and finance
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ECONIS (ZBW)
44
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1
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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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
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
4
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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6
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
7
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:
8
Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
Saved in:
9
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Dufour, Jean-Marie
;
Valéry, Pascale
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 193-206
Persistent link: https://www.econbiz.de/10003858526
Saved in:
10
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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