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Theorie
1,610
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500
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397
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397
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321
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Phillips, Peter C. B.
37
Bollerslev, Tim
21
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19
Todorov, Viktor
19
Ghysels, Eric
18
Gouriéroux, Christian
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
McAleer, Michael
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
Taylor, Robert
15
Andersen, Torben
14
Pesaran, M. Hashem
14
Corradi, Valentina
13
Diebold, Francis X.
13
Timmermann, Allan
13
Chib, Siddhartha
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Schmidt, Peter
12
Xiao, Zhijie
12
Dufour, Jean-Marie
11
Mykland, Per A.
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiu, Dacheng
11
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10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
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9
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(EC)2 Conference <1, 1990; 2, 1991>
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1
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1
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Journal of econometrics
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Economics letters
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2,540
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2,378
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2,324
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2,125
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2,103
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1,994
European economic review : EER
1,971
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1,916
Discussion paper
1,910
Games and economic behavior
1,866
The economic journal : the journal of the Royal Economic Society
1,824
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,823
Journal of public economics
1,764
Management science : journal of the Institute for Operations Research and the Management Sciences
1,764
Energy economics
1,743
Discussion paper / Center for Economic Research, Tilburg University
1,717
CESifo Working Paper Series
1,709
Applied economics letters
1,700
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1,653
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1,595
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
1,855
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1
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
2
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:
3
Testing for non-correlation between price and
volatility
jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
4
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:
5
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff
;
Paye, Bradley S.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 119-128
Persistent link: https://www.econbiz.de/10009242531
Saved in:
8
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
9
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:
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
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