//--> //--> //--> //-->
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
Option-implied correlations, f...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
689
Schätztheorie
689
Estimation
465
Schätzung
461
Time series analysis
438
Zeitreihenanalyse
438
Volatility
321
Volatilität
321
Nichtparametrisches Verfahren
241
Nonparametric statistics
241
Regression analysis
190
Regressionsanalyse
190
Forecasting model
188
Prognoseverfahren
188
Panel
179
Panel study
179
Stochastic process
177
Stochastischer Prozess
177
Statistical test
167
Statistischer Test
167
Capital income
124
Kapitaleinkommen
124
USA
124
United States
124
Statistical distribution
118
Statistische Verteilung
118
Bayes-Statistik
113
Bayesian inference
113
Correlation
108
Korrelation
108
Factor analysis
106
Faktorenanalyse
104
ARCH model
103
ARCH-Modell
103
Method of moments
103
Momentenmethode
103
Börsenkurs
96
Share price
96
more ...
less ...
Online availability
All
Undetermined
681
Type of publication
All
Article
2,103
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
2,121
Aufsatz in Zeitschrift
2,121
Collection of articles of several authors
53
Sammelwerk
53
Konferenzschrift
17
Conference paper
15
Konferenzbeitrag
15
Conference proceedings
14
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,141
Undetermined
1
Author
All
Phillips, Peter C. B.
42
Linton, Oliver
29
Bollerslev, Tim
21
Gouriéroux, Christian
21
Ghysels, Eric
19
Tauchen, George Eugene
19
Todorov, Viktor
19
Lee, Lung-fei
18
Swanson, Norman R.
18
Koop, Gary
17
McAleer, Michael
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Pesaran, M. Hashem
16
Schmidt, Peter
15
Andersen, Torben
14
Baltagi, Badi H.
14
Corradi, Valentina
14
Hsiao, Cheng
14
Taylor, Robert
14
Bai, Jushan
13
Diebold, Francis X.
13
Fan, Jianqing
13
Li, Qi
13
Park, Joon Y.
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Chib, Siddhartha
12
Gao, Jiti
12
Granger, C. W. J.
12
Mykland, Per A.
12
Ng, Serena
12
Patton, Andrew J.
12
Dufour, Jean-Marie
11
Gallant, A. Ronald
11
Hong, Yongmiao
11
Maasoumi, Esfandiar
11
Renault, Eric
11
Steel, Mark F. J.
11
Su, Liangjun
11
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
9,232
Working paper / National Bureau of Economic Research, Inc.
9,028
NBER Working Paper
8,368
Economics letters
5,955
Discussion paper / Centre for Economic Policy Research
5,793
European journal of operational research : EJOR
5,206
Discussion paper series / IZA
4,975
CESifo working papers
4,897
Working paper
3,711
Applied economics
3,323
Journal of economic theory
2,914
Discussion paper / Tinbergen Institute
2,786
Journal of economic dynamics & control
2,687
IZA Discussion Paper
2,649
The American economic review
2,640
Economic modelling
2,588
IZA Discussion Papers
2,541
CESifo Working Paper
2,517
Discussion paper
2,452
Journal of economic behavior & organization : JEBO
2,420
Computers & operations research : and their applications to problems of world concern ; an international journal
2,350
Applied economics letters
2,338
Europäische Hochschulschriften / 5
2,279
Journal of banking & finance
2,210
European economic review : EER
2,129
CESifo Working Paper Series
2,037
SpringerLink / Bücher
1,992
International journal of production research
1,957
Energy economics
1,951
The economic journal : the journal of the Royal Economic Society
1,932
Journal of public economics
1,906
Games and economic behavior
1,875
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,827
Discussion paper / Center for Economic Research, Tilburg University
1,787
Management science : journal of the Institute for Operations Research and the Management Sciences
1,716
Discussion papers / CEPR
1,694
Finance research letters
1,676
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,564
Journal of monetary economics
1,559
more ...
less ...
Source
All
ECONIS (ZBW)
2,142
Showing
1
-
10
of
2,142
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
4
Efficient
estimation
of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
9
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
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...
//-->