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Estimation theory
151
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151
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137
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137
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135
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135
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122
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Lee, Lung-fei
14
Todorov, Viktor
11
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10
Bollerslev, Tim
9
Sun, Yixiao
7
Xiu, Dacheng
7
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6
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5
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5
Taylor, Robert
5
Timmermann, Allan
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Wang, Hansheng
5
Aït-Sahalia, Yacine
4
Demetrescu, Matei
4
Francq, Christian
4
Gupta, Abhimanyu
4
Hwang, Jungbin
4
Kim, Donggyu
4
Li, Yingying
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Patton, Andrew J.
4
Robinson, Peter M.
4
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4
Shephard, Neil G.
4
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4
Yang, Xiye
4
Zakoïan, Jean-Michel
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Andreou, Elena
3
Bandi, Federico M.
3
Chen, Rong
3
Davis, Richard A.
3
Diebold, Francis X.
3
Dufour, Jean-Marie
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Gallant, A. Ronald
3
Grammig, Joachim
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Jin, Fei
3
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3
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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1,394
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1,257
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1,209
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1,106
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997
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987
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968
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946
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698
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664
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576
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492
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465
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458
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311
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306
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303
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289
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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268
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ECONIS (ZBW)
334
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
Saved in:
7
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
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