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Theorie
1,608
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505
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401
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401
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321
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Phillips, Peter C. B.
37
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21
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19
Linton, Oliver
19
Gouriéroux, Christian
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
Corradi, Valentina
14
Pesaran, M. Hashem
14
Andersen, Torben
13
Chib, Siddhartha
13
Diebold, Francis X.
13
Francq, Christian
13
Granger, C. W. J.
12
Mykland, Per A.
12
Park, Joon Y.
12
Patton, Andrew J.
12
Schmidt, Peter
12
Taylor, Robert
12
Xiao, Zhijie
12
Zakoïan, Jean-Michel
12
Dufour, Jean-Marie
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Gallant, A. Ronald
10
Hidalgo, Javier
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Tsionas, Efthymios G.
10
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9
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(EC)2 Conference <1, 1990; 2, 1991>
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National Bureau of Economic Research
1
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1
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Journal of econometrics
NBER working paper series
7,842
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7,077
Economics letters
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2,906
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2,647
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2,572
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2,550
Journal of economic dynamics & control
2,545
The American economic review
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Computers & operations research : and their applications to problems of world concern ; an international journal
2,342
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2,310
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2,266
European economic review : EER
2,110
IZA Discussion Paper
2,110
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2,108
CESifo Working Paper
2,046
International journal of production research
1,964
SpringerLink / Bücher
1,925
Journal of banking & finance
1,913
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1,866
Journal of public economics
1,833
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
CESifo Working Paper Series
1,776
Discussion paper / Center for Economic Research, Tilburg University
1,726
Energy economics
1,712
IMF working papers
1,688
Management science : journal of the Institute for Operations Research and the Management Sciences
1,589
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1,560
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,551
IZA Discussion Papers
1,537
Journal of monetary economics
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ECONIS (ZBW)
1,882
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1
A semiparametric GARCH model for foreign exchange
volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
3
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:
4
The common and specific components of dynamic
volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
5
Structural attribution of observed
volatility
clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
6
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
7
Bad environments, good environments : a non-Gaussian asymmetric
volatility
model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
Saved in:
8
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:
9
Bootstrapping realized multivariate
volatility
measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
10
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
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