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Ökonometrie
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
260
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231
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202
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195
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64
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52
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51
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49
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48
Journal of applied econometrics
47
American journal of agricultural economics
45
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44
Journal of economic dynamics & control
44
Springer eBook Collection / Economics and Finance
42
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41
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Journal of financial markets
39
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ECONIS (ZBW)
186
USB Cologne (EcoSocSci)
8
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1
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
2
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
3
Frontiers in time series and financial econometrics
Ling, Shiqing
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011503765
Saved in:
4
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011743481
Saved in:
5
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
6
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
7
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
8
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
9
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
10
Indirect inference in structural econometric models
Li, Tong
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 120-128
Persistent link: https://www.econbiz.de/10008661771
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