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Zeitreihenanalyse
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673
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419
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345
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222
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Phillips, Peter C. B.
26
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18
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15
Koop, Gary
12
Chen, Xiaohong
10
Leybourne, Stephen James
10
Park, Joon Y.
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Bollerslev, Tim
9
Hallin, Marc
9
Gao, Jiti
8
Pesaran, M. Hashem
8
Slottje, Daniel Jonathan
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Diebold, Francis X.
7
Franses, Philip Hans
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
McAleer, Michael
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Aït-Sahalia, Yacine
6
Baltagi, Badi H.
6
Chen, Rong
6
Engle, Robert F.
6
Francq, Christian
6
Ghysels, Eric
6
Harvey, Andrew C.
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
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6
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6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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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
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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3,230
The American economic review
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2,013
Economics letters
1,772
American journal of agricultural economics
1,767
IMF working papers
1,640
Energy economics
1,629
The review of economics and statistics
1,627
The journal of finance : the journal of the American Finance Association
1,591
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1,529
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1,494
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1,408
Journal of international money and finance
1,365
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1,355
Applied economics letters
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IZA Discussion Papers
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1,108
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1,098
Intereconomics : review of European economic policy
1,085
Journal of financial economics
1,057
Southern economic journal
993
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986
Economic review
984
Discussion paper
978
Economic inquiry : journal of the Western Economic Association International
960
Journal of financial and quantitative analysis : JFQA
931
Finance and economics discussion series
925
CESifo Working Paper
911
Journal of money, credit and banking : JMCB
910
The journal of futures markets
907
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
898
National tax journal
883
Monthly labor review : MLR
867
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ECONIS (ZBW)
915
USB Cologne (EcoSocSci)
1
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1
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
2
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
3
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
4
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
Saved in:
5
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
6
A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
Saved in:
7
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:
8
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
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
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
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