//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Time-varying dependence betwee...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
676
Time series analysis
673
Estimation theory
525
Schätztheorie
525
Theorie
517
Theory
517
Estimation
466
Schätzung
462
Volatility
218
Volatilität
218
Nichtparametrisches Verfahren
177
Nonparametric statistics
177
Forecasting model
153
Prognoseverfahren
153
ARCH model
147
ARCH-Modell
147
Capital income
137
Kapitaleinkommen
137
Regression analysis
135
Regressionsanalyse
135
Panel
125
Panel study
125
Stochastic process
121
Stochastischer Prozess
121
Börsenkurs
105
Share price
104
Statistical test
96
Statistischer Test
96
USA
84
United States
84
Factor analysis
71
Faktorenanalyse
71
Bayes-Statistik
68
Bayesian inference
68
Cointegration
68
Kointegration
67
Statistical distribution
67
Statistische Verteilung
67
VAR model
61
VAR-Modell
61
more ...
less ...
Online availability
All
Undetermined
579
Type of publication
All
Article
1,222
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
1,224
Aufsatz in Zeitschrift
1,224
Collection of articles of several authors
21
Sammelwerk
21
Conference paper
12
Konferenzbeitrag
12
Konferenzschrift
8
Conference proceedings
6
Festschrift
6
Aufsatzsammlung
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,235
Undetermined
3
Author
All
Phillips, Peter C. B.
31
Linton, Oliver
23
Taylor, Robert
21
Todorov, Viktor
16
Bollerslev, Tim
15
Tauchen, George Eugene
15
Park, Joon Y.
14
Xiao, Zhijie
14
Francq, Christian
13
Koop, Gary
13
Ghysels, Eric
12
Zakoïan, Jean-Michel
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Chen, Xiaohong
11
Gao, Jiti
11
Leybourne, Stephen James
11
Robinson, Peter M.
11
McAleer, Michael
10
Su, Liangjun
10
Hallin, Marc
9
Hong, Yongmiao
9
Pesaran, M. Hashem
9
Timmermann, Allan
9
Harvey, David I.
8
Kapetanios, George
8
Koopman, Siem Jan
8
Patton, Andrew J.
8
Swanson, Norman R.
8
Teräsvirta, Timo
8
White, Halbert
8
Xiu, Dacheng
8
Zhu, Ke
8
Chen, Rong
7
Corradi, Valentina
7
Diebold, Francis X.
7
Fan, Yanqin
7
Gallant, A. Ronald
7
Gouriéroux, Christian
7
Li, Jia
7
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
NBER working paper series
5,540
Working paper / National Bureau of Economic Research, Inc.
5,372
NBER Working Paper
4,782
Discussion paper series / IZA
3,587
Applied economics
2,903
Discussion paper / Centre for Economic Policy Research
2,790
CESifo working papers
2,473
Working paper
2,339
Applied economics letters
2,081
Finance research letters
1,966
Energy economics
1,868
Journal of banking & finance
1,813
Economics letters
1,808
IZA Discussion Papers
1,761
IZA Discussion Paper
1,672
Economic modelling
1,645
IMF working papers
1,512
International review of financial analysis
1,381
Journal of international money and finance
1,304
International review of economics & finance : IREF
1,272
SpringerLink / Bücher
1,260
Discussion paper
1,247
Policy research working paper : WPS
1,217
Discussion papers / CEPR
1,164
The journal of finance : the journal of the American Finance Association
1,159
Journal of financial economics
1,138
CESifo Working Paper
1,125
Applied financial economics
1,068
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,059
Discussion paper / Tinbergen Institute
1,019
Research in international business and finance
933
Journal of international financial markets, institutions & money
916
CESifo Working Paper Series
900
The review of financial studies
884
International journal of forecasting
864
IMF working paper
861
The North American journal of economics and finance : a journal of financial economics studies
841
Pacific-Basin finance journal
836
Journal of financial and quantitative analysis : JFQA
811
more ...
less ...
Source
All
ECONIS (ZBW)
1,237
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,238
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
2
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
7
Parametric
estimation
of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
9
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:
10
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->