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476
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389
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389
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321
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Phillips, Peter C. B.
37
Bollerslev, Tim
21
Gouriéroux, Christian
19
Ghysels, Eric
18
Linton, Oliver
18
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
14
Andersen, Torben
13
Corradi, Valentina
13
Chib, Siddhartha
12
Diebold, Francis X.
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
Xiao, Zhijie
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Lütkepohl, Helmut
9
Monfort, Alain
9
Robinson, Peter M.
9
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9
Xiu, Dacheng
9
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(EC)2 Conference <1, 1990; 2, 1991>
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National Bureau of Economic Research
1
National Science Foundation
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
NBER working paper series
7,324
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6,933
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6,643
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5,052
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4,709
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3,766
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2,995
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2,531
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2,486
The American economic review
2,414
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Journal of economic behavior & organization : JEBO
2,246
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2,241
Europäische Hochschulschriften / 5
2,164
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1,970
European economic review : EER
1,956
International journal of production research
1,949
CESifo Working Paper
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Applied economics
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1,864
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1,853
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
The economic journal : the journal of the Royal Economic Society
1,803
Journal of banking & finance
1,770
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1,764
Journal of public economics
1,750
Discussion paper / Center for Economic Research, Tilburg University
1,670
CESifo Working Paper Series
1,665
Energy economics
1,610
Management science : journal of the Institute for Operations Research and the Management Sciences
1,546
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1,532
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,525
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1,509
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1,452
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ECONIS (ZBW)
1,816
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1
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1
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
2
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
3
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic
volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
4
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
5
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
6
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
7
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
8
A multiple indicators model for
volatility
using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
9
Dynamic estimation of
volatility
risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
10
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
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