//--> //--> //--> //-->
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"
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
Liquidity and real activity in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
489
Schätztheorie
489
Time series analysis
399
Zeitreihenanalyse
399
Volatility
321
Volatilität
321
Estimation
243
Schätzung
243
Stochastic process
175
Stochastischer Prozess
175
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Forecasting model
167
Prognoseverfahren
167
Statistical test
141
Statistischer Test
141
Regression analysis
128
Regressionsanalyse
128
USA
110
United States
110
Statistical distribution
105
Statistische Verteilung
105
Capital income
102
Kapitaleinkommen
102
Bayes-Statistik
101
Bayesian inference
101
Panel
100
Panel study
100
ARCH model
99
ARCH-Modell
99
Method of moments
91
Momentenmethode
90
Börsenkurs
87
Share price
87
Ökonometrie
87
Monte Carlo simulation
86
Monte-Carlo-Simulation
86
Econometrics
85
more ...
less ...
Online availability
All
Undetermined
485
Type of publication
All
Article
1,819
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,835
Aufsatz in Zeitschrift
1,835
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,855
Author
All
Phillips, Peter C. B.
38
Bollerslev, Tim
21
Gouriéroux, Christian
20
Ghysels, Eric
19
Linton, Oliver
19
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Aït-Sahalia, Yacine
17
McAleer, Michael
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Pesaran, M. Hashem
15
Corradi, Valentina
14
Andersen, Torben
13
Diebold, Francis X.
13
Chib, Siddhartha
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Schmidt, Peter
12
Taylor, Robert
12
Dufour, Jean-Marie
11
Mykland, Per A.
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Li, Qi
10
Maasoumi, Esfandiar
10
Monfort, Alain
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Ng, Serena
9
Robinson, Peter M.
9
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
10,112
Working paper / National Bureau of Economic Research, Inc.
9,359
NBER Working Paper
8,992
Discussion paper / Centre for Economic Policy Research
6,071
Economics letters
6,050
European journal of operational research : EJOR
5,135
CESifo working papers
4,929
Working paper
4,320
Discussion paper series / IZA
3,017
IMF working papers
2,987
Journal of economic theory
2,938
Applied economics
2,795
The American economic review
2,768
Discussion paper / Tinbergen Institute
2,724
Journal of economic dynamics & control
2,686
SpringerLink / Bücher
2,627
Economic modelling
2,596
Journal of banking & finance
2,512
Energy economics
2,503
CESifo Working Paper
2,499
Journal of economic behavior & organization : JEBO
2,399
Discussion paper
2,377
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Europäische Hochschulschriften / 5
2,313
European economic review : EER
2,257
Discussion papers / CEPR
2,190
CESifo Working Paper Series
2,130
The economic journal : the journal of the Royal Economic Society
2,085
IZA Discussion Paper
2,009
Finance research letters
2,003
IMF working paper
1,993
International journal of production research
1,969
Journal of international money and finance
1,958
Applied economics letters
1,941
Games and economic behavior
1,879
Journal of public economics
1,837
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,829
Policy research working paper : WPS
1,820
Discussion paper / Center for Economic Research, Tilburg University
1,800
more ...
less ...
Source
All
ECONIS (ZBW)
1,855
Showing
1
-
10
of
1,855
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
2
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:
3
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:
4
Estimating continuous-time stochastic
volatility
models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
7
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:
8
Local polynomial estimators of the
volatility
function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
9
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:
10
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:
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...
//-->