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Statistical theory
83
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83
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81
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81
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80
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80
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72
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Journal of econometrics
Journal of the Royal Statistical Society
232
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
183
Journal of the American Statistical Association : JASA
167
Statistik des Auslandes
166
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
158
SpringerLink / Bücher
128
Bulletin of the International Statistical Institute
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
124
Discussion paper
116
Revue de statistique appliquée
93
Economics letters
92
Operations research
91
Lehrbuch
88
European journal of operational research : EJOR
85
Metrika : international journal for theoretical and applied statistics
80
Statistische Hefte : internationale Zeitschrift für Theorie und Praxis
79
Lecture notes in economics and mathematical systems : LNEMS
74
Springer-Lehrbuch
74
CORE discussion paper : DP
68
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Management science : journal of the Institute for Operations Research and the Management Sciences
63
Econometric reviews
61
Teils: DeStatis / wissen, nutzen
60
Wirtschaft und Statistik : WISTA
56
Revue de l'Institut International de Statistique
55
Série des documents de travail / Centre de Recherche en Économie et Statistique
54
Europäische Hochschulschriften / 5
52
Proceedings of the Business and Economic Statistics Section / American Statistical Association : papers presented at the annual meeting of the American Statistical Association, ... under the sponsorship of the Business and Economic Statistics Section
51
Working paper
49
Econometric theory
48
Lehr- und Handbücher der Statistik
44
United Nations publication
44
International economic review
42
SOEP survey papers
41
NBER Working Paper
40
Wirtschaftsentwicklung
40
Working paper / National Bureau of Economic Research, Inc.
37
Jahrbücher für Nationalökonomie und Statistik
36
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ECONIS (ZBW)
192
USB Cologne (EcoSocSci)
1
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1
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-98
Persistent link: https://www.econbiz.de/10008839938
Saved in:
4
Realized range-based estimation of integrated variance
Christensen, Kimberly
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10003571292
Saved in:
5
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
6
Estimating covariation : Epps effect, microstructure noise
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10009242560
Saved in:
7
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
Saved in:
8
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
Saved in:
9
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
10
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
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