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Zeitreihenanalyse
717
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714
Estimation theory
674
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674
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660
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660
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499
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495
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333
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Phillips, Peter C. B.
37
Linton, Oliver
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22
Todorov, Viktor
20
Tauchen, George Eugene
18
Aït-Sahalia, Yacine
17
Gao, Jiti
17
Park, Joon Y.
17
Andersen, Torben
15
Ghysels, Eric
15
Francq, Christian
14
Su, Liangjun
14
Xiao, Zhijie
14
Hong, Yongmiao
13
Koop, Gary
13
Perron, Pierre
13
Pesaran, M. Hashem
13
Chen, Xiaohong
12
Corradi, Valentina
12
Leybourne, Stephen James
12
McAleer, Michael
12
Robinson, Peter M.
12
Swanson, Norman R.
12
Yu, Jun
12
Zakoïan, Jean-Michel
12
Bai, Jushan
11
Gouriéroux, Christian
11
Hallin, Marc
11
Timmermann, Allan
11
White, Halbert
11
Cavaliere, Giuseppe
10
Diebold, Francis X.
10
Mykland, Per A.
10
Patton, Andrew J.
10
Shephard, Neil G.
10
Fan, Yanqin
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
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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
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
14,742
NBER working paper series
8,879
NBER Working Paper
6,024
Discussion paper series / IZA
5,086
Discussion paper / Centre for Economic Policy Research
4,192
Applied economics
3,838
Working paper
3,446
CESifo working papers
3,095
The American economic review
2,841
Energy economics
2,655
Economics letters
2,591
IZA Discussion Papers
2,507
Applied economics letters
2,316
IMF working papers
2,107
Journal of banking & finance
2,067
IZA Discussion Paper
2,050
Economic modelling
1,913
American journal of agricultural economics
1,837
The review of economics and statistics
1,793
Journal of international money and finance
1,687
The journal of finance : the journal of the American Finance Association
1,685
Discussion paper
1,664
Finance research letters
1,630
SpringerLink / Bücher
1,588
The review of financial studies
1,574
Policy research working paper : WPS
1,494
Discussion papers / CEPR
1,464
CESifo Working Paper
1,418
Journal of financial economics
1,346
International review of economics & finance : IREF
1,303
IMF working paper
1,279
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,237
Discussion paper / Tinbergen Institute
1,224
The journal of futures markets
1,185
International review of financial analysis
1,165
Finance and economics discussion series
1,120
Intereconomics : review of European economic policy
1,115
Working Paper
1,109
International Journal of Energy Economics and Policy : IJEEP
1,108
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ECONIS (ZBW)
1,659
USB Cologne (EcoSocSci)
1
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1
A test for
volatility
spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
2
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:
3
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:
4
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:
5
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
Saved in:
6
Level shift
estimation
in the presence of non-stationary
volatility
with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
7
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:
8
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
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:
10
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
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