//--> //--> //--> //-->
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
Extreme spillovers of VIX fear...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
465
Schätzung
461
Theorie
378
Theory
378
Estimation theory
368
Schätztheorie
368
Volatility
321
Volatilität
321
Time series analysis
208
Zeitreihenanalyse
208
Statistical distribution
169
Statistische Verteilung
169
Nichtparametrisches Verfahren
154
Nonparametric statistics
154
ARCH model
147
ARCH-Modell
147
Capital income
137
Kapitaleinkommen
137
Stochastic process
132
Stochastischer Prozess
132
Forecasting model
125
Prognoseverfahren
125
Regression analysis
105
Regressionsanalyse
105
Panel
100
Panel study
100
Börsenkurs
93
Share price
93
USA
75
United States
75
Statistical test
72
Statistischer Test
72
Bayes-Statistik
63
Bayesian inference
63
Factor analysis
50
Faktorenanalyse
50
Bootstrap approach
47
Bootstrap-Verfahren
47
Option pricing theory
46
Optionspreistheorie
46
more ...
less ...
Online availability
All
Undetermined
492
Type of publication
All
Article
951
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
948
Aufsatz in Zeitschrift
948
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
6
Sammelwerk
6
Konferenzschrift
2
Aufsatzsammlung
1
Conference proceedings
1
Festschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
954
Undetermined
4
Author
All
Bollerslev, Tim
20
Tauchen, George Eugene
18
Todorov, Viktor
18
Linton, Oliver
15
Andersen, Torben
14
Aït-Sahalia, Yacine
14
Park, Joon Y.
13
Francq, Christian
12
McAleer, Michael
12
Phillips, Peter C. B.
11
Xiu, Dacheng
11
Ghysels, Eric
10
Meddahi, Nour
10
Diebold, Francis X.
9
Gallant, A. Ronald
9
Gouriéroux, Christian
9
Mykland, Per A.
9
Patton, Andrew J.
9
Shephard, Neil G.
9
Su, Liangjun
9
Taylor, Robert
9
Zakoïan, Jean-Michel
9
Corradi, Valentina
8
Dufour, Jean-Marie
7
Gao, Jiti
7
Hong, Yongmiao
7
Koop, Gary
7
Li, Jia
7
Ling, Shiqing
7
Maasoumi, Esfandiar
7
Maheu, John M.
7
White, Halbert
7
Baltagi, Badi H.
6
Bandi, Federico M.
6
Cavaliere, Giuseppe
6
Chang, Chia-Lin
6
Kapetanios, George
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Qi
6
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
NBER working paper series
6,051
Working paper / National Bureau of Economic Research, Inc.
5,921
NBER Working Paper
5,255
Discussion paper series / IZA
3,766
Discussion paper / Centre for Economic Policy Research
2,973
Applied economics
2,958
CESifo working papers
2,591
Working paper
2,448
Applied economics letters
2,133
Energy economics
1,885
Finance research letters
1,883
IZA Discussion Papers
1,872
Journal of banking & finance
1,819
IMF working papers
1,808
IZA Discussion Paper
1,800
Economic modelling
1,679
Economics letters
1,644
International review of financial analysis
1,441
Journal of international money and finance
1,419
SpringerLink / Bücher
1,412
International review of economics & finance : IREF
1,376
Policy research working paper : WPS
1,333
Discussion paper
1,297
CESifo Working Paper
1,214
Discussion papers / CEPR
1,194
Applied financial economics
1,125
IMF working paper
1,088
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
992
CESifo Working Paper Series
988
Journal of international financial markets, institutions & money
983
Discussion paper / Tinbergen Institute
975
RIETI discussion paper series
962
Journal of financial economics
913
Pacific-Basin finance journal
910
Research in international business and finance
896
The North American journal of economics and finance : a journal of financial economics studies
888
The journal of finance : the journal of the American Finance Association
820
Intereconomics : review of European economic policy
817
Journal of empirical finance
809
more ...
less ...
Source
All
ECONIS (ZBW)
958
Showing
1
-
10
of
958
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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
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:
5
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
Robust score and portmanteau tests of
volatility
spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
Saved in:
8
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:
9
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:
10
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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...
//-->