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Separation and Volatility of L...
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Volatility
321
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Bollerslev, Tim
19
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12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
4
Jasiak, Joann
4
Linton, Oliver
4
Maheu, John M.
4
Nielsen, Morten Ørregaard
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Park, Joon Y.
4
Rahbek, Anders
4
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Yu, Jun
4
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4
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3
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3
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Energies
1,574
IZA Discussion Papers
1,249
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1,187
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1,120
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832
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786
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ECONIS (ZBW)
334
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1
A regime switching long memory model for electricity prices
Haldrup, Niels
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 349-376
Persistent link: https://www.econbiz.de/10003376088
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2
The empirical determination of technology and expectations : a simplified procedure
Epstein, Larry G.
;
Yatchew, Adonis J.
- In:
Journal of econometrics
27
(
1985
)
2
,
pp. 235-258
Persistent link: https://www.econbiz.de/10002125049
Saved in:
3
The lag relationship between wholesale and consumer prices : an application of the Hatanaka-Wallace procedure
Silver, J. Lew
;
Wallace, T. Dudley
- In:
Journal of econometrics
12
(
1980
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10002806089
Saved in:
4
Rational expectations and the econometric modeling of markets subject to uncertainty : a Bayesian approach
Grossman, Sanford
- In:
Journal of econometrics
3
(
1975
),
pp. 255-272
Persistent link: https://www.econbiz.de/10002532082
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5
Modeling the price side of econometric models : an analysis of the underlying hypotheses
Neftçi, Salih N.
- In:
Journal of econometrics
10
(
1979
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10002558670
Saved in:
6
Market analysis with rational expectations : theory and estimation
Huntzinger, R. LaVar
- In:
Journal of econometrics
10
(
1979
)
2
,
pp. 127-145
Persistent link: https://www.econbiz.de/10003048502
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7
Specification issues and confidence intervals in unilateral price effects analysis
Capps, Oral
;
Church, Jeffrey R.
;
Love, H. Alan
- In:
Journal of econometrics
113
(
2003
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10001739273
Saved in:
8
Testing price taking behavior
Appelbaum, Elie
- In:
Journal of econometrics
9
(
1979
)
3
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001843041
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9
Empirical evidence of causality from consumer to wholesale prices
Colclough, William G.
;
Lange, Mark de
- In:
Journal of econometrics
19
(
1982
)
2/3
,
pp. 379-384
Persistent link: https://www.econbiz.de/10002006661
Saved in:
10
A temporal cross-section approach to the price equation
Barth, James
;
Kraft, Arthur
;
Kraft, John
- In:
Journal of econometrics
11
(
1979
)
2/3
,
pp. 335-351
Persistent link: https://www.econbiz.de/10001880660
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